## 65C05 Monte Carlo methods

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#### Keywords

- Boltzmann Equation (5)
- Numerical Simulation (5)
- Rarefied Gas Dynamics (2)
- Boundary Value Problems (1)
- Domain Decomposition (1)
- Kinetic theory (1)
- Low-discrepancy sequences (1)
- Monte Carlo method (1)
- Particle Methods (1)
- Rarefied Gsa Dynamics (1)

The paper presents a fast implementation of a constructive method to generate a special class of low-discrepancy sequences which are based on Van Neumann-Kakutani tranformations. Such sequences can be used in various simulation codes where it is necessary to generate a certain number of uniformly distributed random numbers on the unit interval.; From a theoretical point of view the uniformity of a sequence is measured in terms of the discrepancy which is a special distance between a finite set of points and the uniform distribution on the unit interval.; Numerical results are given on the cost efficiency of different generators on different hardware architectures as well as on the corresponding uniformity of the sequences. As an example for the efficient use of low-discrepancy sequences in a complex simulation code results are presented for the simulation of a hypersonic rarefied gas flow.

The paper presents some approximation methods for the Boltzmann equation. In the first part fully implicit discretization techniques for the spatially homogeneous Boltzmann equation are investigated. The implicit equation is solved using an iteration process. It is shown that the iteration converges to the correct solution for the moments of the distribution function as long as the mass conservation is strictly fulfilled. For a simple model Boltzmann equation some unexpected features of the implicit scheme and the corresponding iteration process are clarified. In the second part a new iteration algorithm is proposed which should be used for the stationary Boltzmann equation. The realization of the method is very similar to the standard splitting algorithms except some new stochastic elements.

Second Order Scheme for the Spatially Homogeneous Boltzmann Equation with Maxwellian Molecules
(1995)

In the standard approach, particle methods for the Boltzmann equation are obtained using an explicit time discretization of the spatially homogeneous Boltzmann equation. This kind of discretization leads to a restriction of the discretization parameter as well as on the differential cross section in the case of the general Boltzmann equation. Recently, it was shown, how to construct an implicit particle scheme for the Boltzmann equation with Maxwellian molecules. The present paper combines both approaches using a linear combination of explicit and implicit discretizations. It is shown that the new method leads to a second order particle method, when using an equiweighting of explicit and implicit discretization.

Numerical Simulation of the Stationary One-Dimensional Boltzmann Equation by Particle Methods
(1995)

The paper presents a numerical simulation technique - based on the well-known particle methods - for the stationary, one-dimensional Boltzmann equation for Maxwellian molecules. In contrast to the standard splitting methods, where one works with the instationary equation, the current approach simulates the direct solution of the stationary problem. The model problem investigated is the heat transfer between two parallel plates in the rarefied gas regime. An iteration process is introduced which leads to the stationary solution of the exact - space discretized - Boltzmann equation, in the sense of weak convergence.

The paper presents numerical results on the simulation of boundary value problems for the Boltzmann equation in one and two dimensions. In the one-dimensional case, we use prescribed fluxes at the left and diffusive conditions on the right end of a slab to study the resulting steady state solution. Moreover, we compute the numerical density function in velocity space and compare the result with the Chapman-Enskog distribution obtained in the limit for continuous media. The aim of the two-dimensional simulations is to investigate the possibility of a symmetry break in the numerical solution.

Nonlinear dissipativity, asymptotical stability, and contractivity of (ordinary) stochastic differential equations (SDEs) with some dissipative structure and their discretizations are studied in terms of their moments in the spirit of Pliss (1977). For this purpose, we introduce the notions and discuss related concepts of dissipativity, growth- bounded and monotone coefficient systems, asymptotical stability and contractivity in wide and narrow sense, nonlinear A-stability, AN-stability, B-stability and BN-stability for stochastic dynamical systems - more or less as stochastic counterparts to deterministic concepts. The test class of in a broad sense interpreted dissipative SDEs as natural analogon to dissipative deterministic differential systems is suggested for stochastic-numerical methods. Then, in particular, a kind of mean square calculus is developed, although most of ideas and analysis can be carried over to general "stochastic Lp-case" (p * 1). By this natural restriction, the new stochastic concepts are theoretically meaningful, as in deterministic analysis. Since the choice of step sizes then plays no essential role in related proofs, we even obtain nonlinear A-stability, AN-stability, B-stability and BN-stability in the mean square sense for this implicit method with respect to appropriate test classes of moment-dissipative SDEs.

Particle methods to simulate rarefied gas flows have found an increasing interest in Computational Fluid Dynamics during the last decade, see for example [1], [2], [3] and [4]. The general goal is to develop numerical schemes which are reliable enough to substitute real windtunnel experiments, needed for example in space research, by computer experiments. In order to achieve this goal one needs numerical methods solving the Boltzmann equation including all important physical effects. In general this means 3D computations for a chemically reacting rarefied gas. With codes of this kind at hand, Boltzmann simulation becomes a powerful tool in studying rarefied gas phenomena.

Comparison of kinetic theory and discrete element schemes for modelling granular Couette flows
(1999)

Discrete element based simulations of granular flow in a 2d velocity space are compared with a particle code that solves kinetic granular flow equations in two and three dimensions. The binary collisions of the latter are governed by the same forces as for the discrete elements. Both methods are applied to a granular shear flow of equally sized discs and spheres. The two dimensional implementation of the kinetic approach shows excellent agreement with the results of the discrete element simulations. When changing to a three dimensional velocity space, the qualitative features of the flow are maintained. However, some flow properties change quantitatively.