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The dissertation is concerned with the numerical solution of Fokker-Planck equations in high dimensions arising in the study of dynamics of polymeric liquids. Traditional methods based on tensor product structure are not applicable in high dimensions for the number of nodes required to yield a fixed accuracy increases exponentially with the dimension; a phenomenon often referred to as the curse of dimension. Particle methods or finite point set methods are known to break the curse of dimension. The Monte Carlo method (MCM) applied to such problems are 1/sqrt(N) accurate, where N is the cardinality of the point set considered, independent of the dimension. Deterministic version of the Monte Carlo method called the quasi Monte Carlo method (QMC) are quite effective in integration problems and accuracy of the order of 1/N can be achieved, up to a logarithmic factor. However, such a replacement cannot be carried over to particle simulations due to the correlation among the quasi-random points. The method proposed by Lecot (C.Lecot and F.E.Khettabi, Quasi-Monte Carlo simulation of diffusion, Journal of Complexity, 15 (1999), pp.342-359) is the only known QMC approach, but it not only leads to large particle numbers but also the proven order of convergence is 1/N^(2s) in dimension s. We modify the method presented there, in such a way that the new method works with reasonable particle numbers even in high dimensions and has better order of convergence. Though the provable order of convergence is 1/sqrt(N), the results show less variance and thus the proposed method still slightly outperforms standard MCM.

Abstract: We study the roughening transition of an interface in an Ising system on a 3D simple cubic lattice using a finite size scaling method. The particular method has recently been proposed and successfully tested for various solid on solid models. The basic idea is the matching of the renormalization-groupflow of the interface with that of the exactly solvable body centered cubic solid on solid model. We unambiguously confirm the Kosterlitz-Thouless nature of the roughening transition of the Ising interface. Our result for the inverse transition temperature K_R = 0.40754(5) is almost by two orders of magnitude more accurate than the estimate of Mon, Landau and Stauffer [9].