Simulation of rare events by the stochastic weighted particle method for the Boltzmann equation
An extension of the stochastic weighted particle method for the numerical treatment of the Boltzmann equation is presented. A new procedure for modelling the inflow boundary conditions is introduced and its performance is tested in two-dimensional example with strong density gradients. A gain factor...
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Published in | Mathematical and computer modelling Vol. 33; no. 8; pp. 907 - 926 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Oxford
Elsevier Ltd
01.04.2001
Elsevier Science |
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Abstract | An extension of the stochastic weighted particle method for the numerical treatment of the Boltzmann equation is presented. A new procedure for modelling the inflow boundary conditions is introduced and its performance is tested in two-dimensional example with strong density gradients. A gain factor in computing time of several orders of magnitude is achieved in specific situations. |
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AbstractList | An extension of the stochastic weighted particle method for the numerical treatment of the Boltzmann equation is presented. A new procedure for modelling the inflow boundary conditions is introduced and its performance is tested in two-dimensional example with strong density gradients. A gain factor in computing time of several orders of magnitude is achieved in specific situations. |
Author | Wagner, W. Rjasanow, S. |
Author_xml | – sequence: 1 givenname: S. surname: Rjasanow fullname: Rjasanow, S. email: rjasanow@num.uni-sb.de organization: Department of Mathematics, University of Saarland Postfach 15 11 50, D-66041 Saarbrücken, Germany – sequence: 2 givenname: W. surname: Wagner fullname: Wagner, W. email: wagner@wias-berlin.de organization: Weierstrass Institute for Applied Analysis and Stochastics Mohrenstraße 39, D-10117 Berlin, Germany |
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Cites_doi | 10.1006/jcph.1996.0216 10.1006/jcph.1998.6011 10.1006/jcph.1998.6018 10.1006/jcph.1996.0057 10.1016/S0898-1221(97)00266-6 10.2514/3.832 |
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Keywords | Stochastic particle method Boltzmann equation Rare events Numerical experiments Variance reduction Gradient Stochastic weighted particle method Stochastic processes Digital simulation Boundary conditions Two dimensional model Numerical method Computing Stochastic method Density Rare event Particles Variance Processing Magnitudes Kinetic equations Collisions Particle system Inflow Gain |
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References | Boyd (BIB7) 1996; 10 Neunzert, Klar, Struckmeier (BIB6) 1996 Rjasanow, Wagner (BIB1) 1996; 124 Tiwari (BIB8) 1998; 144 Cercignani, Illner, Pulvirenti (BIB4) 1994 Rjasanow, Wagner (BIB2) 1998; 35 Bird (BIB5) 1994 Rjasanow, Wagner (BIB3) 1996; 128 Rjasanow, Schreiber, Wagner (BIB9) 1998; 145 Rjasanow (10.1016/S0895-7177(00)00289-2_BIB2) 1998; 35 Rjasanow (10.1016/S0895-7177(00)00289-2_BIB9) 1998; 145 Tiwari (10.1016/S0895-7177(00)00289-2_BIB8) 1998; 144 Rjasanow (10.1016/S0895-7177(00)00289-2_BIB1) 1996; 124 Neunzert (10.1016/S0895-7177(00)00289-2_BIB6) 1996 Boyd (10.1016/S0895-7177(00)00289-2_BIB7) 1996; 10 Rjasanow (10.1016/S0895-7177(00)00289-2_BIB3) 1996; 128 Cercignani (10.1016/S0895-7177(00)00289-2_BIB4) 1994 Bird (10.1016/S0895-7177(00)00289-2_BIB5) 1994 |
References_xml | – volume: 128 start-page: 351 year: 1996 end-page: 362 ident: BIB3 article-title: Numerical study of a stochastic weighted particle method for a model kinetic equation publication-title: J. Comp. Phys. contributor: fullname: Wagner – volume: 124 start-page: 243 year: 1996 end-page: 253 ident: BIB1 article-title: A stochastic weighted particle method for the Boltzmann equation publication-title: J. Comput. Phys. contributor: fullname: Wagner – year: 1994 ident: BIB4 publication-title: The Mathematical Theory of Dilute Gases contributor: fullname: Pulvirenti – start-page: 281 year: 1996 end-page: 306 ident: BIB6 article-title: Particle methods: Theory and applications publication-title: ICIAM 95 (Hamburg, 1995) contributor: fullname: Struckmeier – volume: 144 start-page: 710 year: 1998 end-page: 726 ident: BIB8 article-title: Coupling of the Boltzmann adn Euler equations with automatic domain decomposition publication-title: J. Comput. Phys. contributor: fullname: Tiwari – volume: 35 start-page: 165 year: 1998 end-page: 178 ident: BIB2 article-title: A generalised collision mechanism for stochastic particle schemes approximating Boltzmann type equations publication-title: Computers Math. Applic. contributor: fullname: Wagner – volume: 145 start-page: 382 year: 1998 end-page: 405 ident: BIB9 article-title: Reduction of the number of particles in the stochastic weighted particle method for the Boltzmann equation publication-title: J. Comput. Phys. contributor: fullname: Wagner – volume: 10 start-page: 579 year: 1996 end-page: 585 ident: BIB7 article-title: Conservative species weighting scheme for the direct simulation Monte Carlo method publication-title: J. of Thermophysics and Heat Transfer contributor: fullname: Boyd – year: 1994 ident: BIB5 publication-title: Molecular Gas Dynamics and the Direct Simulation of Gas Flows contributor: fullname: Bird – volume: 128 start-page: 351 issue: 1 year: 1996 ident: 10.1016/S0895-7177(00)00289-2_BIB3 article-title: Numerical study of a stochastic weighted particle method for a model kinetic equation publication-title: J. Comp. Phys. doi: 10.1006/jcph.1996.0216 contributor: fullname: Rjasanow – volume: 144 start-page: 710 issue: 2 year: 1998 ident: 10.1016/S0895-7177(00)00289-2_BIB8 article-title: Coupling of the Boltzmann adn Euler equations with automatic domain decomposition publication-title: J. Comput. Phys. doi: 10.1006/jcph.1998.6011 contributor: fullname: Tiwari – start-page: 281 year: 1996 ident: 10.1016/S0895-7177(00)00289-2_BIB6 article-title: Particle methods: Theory and applications contributor: fullname: Neunzert – year: 1994 ident: 10.1016/S0895-7177(00)00289-2_BIB5 contributor: fullname: Bird – volume: 145 start-page: 382 issue: 1 year: 1998 ident: 10.1016/S0895-7177(00)00289-2_BIB9 article-title: Reduction of the number of particles in the stochastic weighted particle method for the Boltzmann equation publication-title: J. Comput. Phys. doi: 10.1006/jcph.1998.6018 contributor: fullname: Rjasanow – volume: 124 start-page: 243 issue: 2 year: 1996 ident: 10.1016/S0895-7177(00)00289-2_BIB1 article-title: A stochastic weighted particle method for the Boltzmann equation publication-title: J. Comput. Phys. doi: 10.1006/jcph.1996.0057 contributor: fullname: Rjasanow – volume: 35 start-page: 165 issue: 1/2 year: 1998 ident: 10.1016/S0895-7177(00)00289-2_BIB2 article-title: A generalised collision mechanism for stochastic particle schemes approximating Boltzmann type equations publication-title: Computers Math. Applic. doi: 10.1016/S0898-1221(97)00266-6 contributor: fullname: Rjasanow – year: 1994 ident: 10.1016/S0895-7177(00)00289-2_BIB4 contributor: fullname: Cercignani – volume: 10 start-page: 579 issue: 4 year: 1996 ident: 10.1016/S0895-7177(00)00289-2_BIB7 article-title: Conservative species weighting scheme for the direct simulation Monte Carlo method publication-title: J. of Thermophysics and Heat Transfer doi: 10.2514/3.832 contributor: fullname: Boyd |
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SubjectTerms | Boltzmann equation Exact sciences and technology Fluid dynamics Fundamental areas of phenomenology (including applications) Integral equations Mathematical analysis Mathematics Numerical experiments Physics Rare events Rarefied gas dynamics Sciences and techniques of general use Stochastic particle method Variance reduction |
Title | Simulation of rare events by the stochastic weighted particle method for the Boltzmann equation |
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