An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker–Planck algorithm with large time steps

Thomas Önskog and Jun Zhang

Physica A: Statistical Mechanics and its Applications, 2015, vol. 440, issue C, 139-146

Abstract: In this paper, we present a stochastic particle algorithm for the simulation of flows of wall-confined gases with diffuse reflection boundary conditions. Based on the theoretical observation that the change in location of the particles consists of a deterministic part and a Wiener process if the time scale is much larger than the relaxation time, a new estimate for the first hitting time at the boundary is obtained. This estimate facilitates the construction of an algorithm with large time steps for wall-confined flows. Numerical simulations verify that the proposed algorithm reproduces the correct boundary behaviour.

Keywords: Rarified gas flows; Fokker–Planck equation; Langevin simulation; Boundary conditions; Stochastic differential equations; First hitting time (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:440:y:2015:i:c:p:139-146

DOI: 10.1016/j.physa.2015.07.003

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