Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics

DOI10.1016/j.jcp.2023.112402OpenAlexW4385463440MaRDI QIDQ6078482

Mohsen Sadr, Nicolas G. Hadjiconstantinou

Publication date: 27 September 2023

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2023.112402

zbMATH Keywords

Monte CarloFokker-Planck equationvariance reductionmaximum cross-entropy formulation

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65Cxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx) Rarefied gas flows, Boltzmann equation in fluid mechanics (76Pxx)

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