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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2023 Volume 63, Number 8, Pages 1367–1379 (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.

UDC: 519.245

Received: 26.12.2022
Revised: 28.02.2023
Accepted: 30.03.2023

DOI: 10.31857/S0044466923070128


 English version:
Computational Mathematics and Mathematical Physics, 2023, 63:8, 1499–1510

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© Steklov Math. Inst. of RAS, 2024