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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2023, Volume 63, Number 8, Pages 1367–1379
DOI: https://doi.org/10.31857/S0044466923070128
(Mi zvmmf11606)
 

Mathematical physics

Error estimation and optimization of the direct simulation Monte Carlo method taking into account spatial regularization

M. Yu. Plotnikova, E. V. Shkarupab

a S.S. Kutateladze Institute of Thermophysics, Siberian Division of the Russian Academy of Sciences, 630090, Novosibirsk, Russia
b Institute of Computational Mathematics and Mathematical Geophysics of Siberian Branch of Russian Academy of Sciences, 630090, Novosibirsk, Russia
Abstract: The direct simulation Monte Carlo method is widely used for solving rarefied gas dynamics problems. The focus in this paper is on the study of the error introduced by spatial regularization of the interaction between two particles. Two approaches to spatial regularization and three direct simulation Monte Carlo algorithms implementing these approaches are considered. An upper bound on the error of these algorithms in the metric of the space of continuous functions is constructed, and conditionally optimal parameters that guarantee a prescribed error level in probability are obtained. Using the classical Fourier problem as an example, the error introduced by regularization is numerically investigated, and the constructed conditionally optimal parameters are tested.
Key words: direct simulation Monte Carlo method, error, optimization, regularization.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 121031800218-5
0251-2021-0002
The work by Plotnikov was supported by state program no. 121031800218-5, and the work by Shkarupa, by state program no. 0251-2021-0002.
Received: 26.12.2022
Revised: 28.02.2023
Accepted: 30.03.2023
English version:
Computational Mathematics and Mathematical Physics, 2023, Volume 63, Issue 8, Pages 1499–1510
DOI: https://doi.org/10.1134/S0965542523070114
Bibliographic databases:
Document Type: Article
UDC: 519.245
Language: Russian
Citation: M. Yu. Plotnikov, E. V. Shkarupa, “Error estimation and optimization of the direct simulation Monte Carlo method taking into account spatial regularization”, Zh. Vychisl. Mat. Mat. Fiz., 63:8 (2023), 1367–1379; Comput. Math. Math. Phys., 63:8 (2023), 1499–1510
Citation in format AMSBIB
\Bibitem{PloShk23}
\by M.~Yu.~Plotnikov, E.~V.~Shkarupa
\paper Error estimation and optimization of the direct simulation Monte Carlo method taking into account spatial regularization
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2023
\vol 63
\issue 8
\pages 1367--1379
\mathnet{http://mi.mathnet.ru/zvmmf11606}
\crossref{https://doi.org/10.31857/S0044466923070128}
\elib{https://elibrary.ru/item.asp?id=54270664}
\transl
\jour Comput. Math. Math. Phys.
\yr 2023
\vol 63
\issue 8
\pages 1499--1510
\crossref{https://doi.org/10.1134/S0965542523070114}
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