Deviational particle Monte Carlo for the Boltzmann equation

Wagner Wolfgang
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Wagner Wolfgang: Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstr. 39, 10117 Berlin, Germany. Email: wagner@wias-berlin.de

Monte Carlo Methods and Applications, 2008, vol. 14, issue 3, 191-268

Abstract: The paper describes the deviational particle Monte Carlo method for the Boltzmann equation. The approach is an application of the general “control variates” variance reduction technique to the problem of solving a nonlinear equation. The deviation of the solution from a reference Maxwellian is approximated by a system of positive and negative particles. Previous results from the literature are modified and extended. New algorithms are proposed that cover the nonlinear Boltzmann equation (instead of a linearized version) with a general interaction model (instead of hard spheres). The algorithms are obtained as procedures for generating trajectories of Markov jump processes. This provides the framework for deriving the limiting equations, when the number of particles tends to infinity. These equations reflect the influence of various numerical approximation parameters. Detailed simulation schemes are provided for the variable hard sphere interaction model.

Keywords: Monte Carlo method; Boltzmann equation; reference Maxwellian; deviational particles (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1515/MCMA.2008.010

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