A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit
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Publication:2038421
DOI10.1007/s00211-021-01201-yzbMath1469.65015arXiv1907.04610OpenAlexW3162214479MaRDI QIDQ2038421
Stefan Vandewalle, Emil Løvbak, Giovanni Samaey
Publication date: 6 July 2021
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.04610
Monte Carlo methods (65C05) Transport processes in time-dependent statistical mechanics (82C70) Stochastic particle methods (65C35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
Related Items (4)
Multilevel asymptotic-preserving Monte Carlo for kinetic-diffusive particle simulations of the Boltzmann-BGK equation ⋮ Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization ⋮ On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems ⋮ Accelerated Simulation of Boltzmann-BGK Equations near the Diffusive Limit with Asymptotic-Preserving Multilevel Monte Carlo
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