Imperial College London

ProfessorPierreDegond

Faculty of Natural SciencesDepartment of Mathematics

Chair in Applied Mathematics
 
 
 
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Contact

 

+44 (0)20 7594 1474p.degond Website CV

 
 
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Location

 

6M38Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Degond:10.1002/fld.2345,
author = {Degond, P and Dimarco, G and Pareschi, L},
doi = {10.1002/fld.2345},
journal = {International Journal for Numerical Methods in Fluids, 67 (2011), pp. 189-213},
title = {The Moment Guided Monte Carlo Method},
url = {http://dx.doi.org/10.1002/fld.2345/},
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - In this work we propose a new approach for the numerical simulation ofkinetic equations through Monte Carlo schemes. We introduce a new techniquewhich permits to reduce the variance of particle methods through a matchingwith a set of suitable macroscopic moment equations. In order to guarantee thatthe moment equations provide the correct solutions, they are coupled to thekinetic equation through a non equilibrium term. The basic idea, on which themethod relies, consists in guiding the particle positions and velocitiesthrough moment equations so that the concurrent solution of the moment andkinetic models furnishes the same macroscopic quantities.
AU - Degond,P
AU - Dimarco,G
AU - Pareschi,L
DO - 10.1002/fld.2345
TI - The Moment Guided Monte Carlo Method
T2 - International Journal for Numerical Methods in Fluids, 67 (2011), pp. 189-213
UR - http://dx.doi.org/10.1002/fld.2345/
UR - http://arxiv.org/abs/0908.0261v1
ER -