Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Chair in Applied Mathematics



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BibTex format

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 = {},

RIS format (EndNote, RefMan)

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 -
UR -
ER -