Multi-scale control variate methods for uncertainty quantification in kinetic equations

Kinetic equations play a major rule in modeling large systems of interacting particles. Uncertainties may be due to various reasons, like lack of knowledge on the microscopic interaction details or incomplete informations at the boundaries. These uncertainties, however, contribute to the curse of dimensionality and the development of efficient numerical methods is a challenge. In this paper we consider the construction of novel multi-scale methods for such problems which, thanks to a control variate approach, are capable to reduce the variance of standard Monte Carlo techniques

Monte Carlo computation of correlation times of independent relaxation modes at criticality

We investigate aspects of universality of Glauber critical dynamics in two dimensions. We compute the critical exponent $z$ and numerically corroborate its universality for three different models in the static Ising universality class and for five independent relaxation modes. We also present evidence for universality of amplitude ratios, which shows that, as far as dynamic behavior is concerned, each model in a given universality class is characterized by a single non-universal metric factor which determines the overall time scale. This paper also discusses in detail the variational and projection methods that are used to compute relaxation times with high accuracy

The final-parsec problem in the collisionless limit

A binary supermassive black hole loses energy via ejection of stars in a galactic nucleus, until emission of gravitational waves becomes strong enough to induce rapid coalescence. Evolution via the gravitational slingshot requires that stars be continuously supplied to the binary, and it is known that in spherical galaxies the reservoir of such stars is quickly depleted, leading to stalling of the binary at parsec-scale separations. Recent N-body simulations of galaxy mergers and isolated nonspherical galaxies suggest that this stalling may not occur in less idealized systems. However, it remains unclear to what degree these conclusions are affected by collisional relaxation, which is much stronger in the numerical simulations than in real galaxies. In this study, we present a novel Monte Carlo method that can efficiently deal with both collisional and collisionless dynamics, and with galaxy models having arbitrary shapes. We show that without relaxation, the final-parsec problem may be overcome only in triaxial galaxies. Axisymmetry is not enough, but even a moderate departure from axisymmetry is sufficient to keep the binary shrinking. We find that the binary hardening rate is always substantially lower than the maximum possible, "full-loss-cone" rate, and that it decreases with time, but that stellar-dynamical interactions are nevertheless able to drive the binary to coalescence on a timescale <=1 Gyr in any triaxial galaxy.Comment: 17 pages, 10 figures; matches published versio

Asymptotic-Preserving Monte Carlo methods for transport equations in the diffusive limit

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit when the scaling parameter tends to zero. Classical Monte Carlo methods suffer of severe time step limitations in these situations, due to the fact that the characteristic speeds go to infinity in the diffusion limit. This makes the problem a real challenge, since the scaling parameter may differ by several orders of magnitude in the domain. To circumvent these time step limitations, we construct a new, asymptotic-preserving Monte Carlo method that is stable independently of the scaling parameter and degenerates to a standard probabilistic approach for solving the limiting equation in the diffusion limit. The method uses an implicit time discretization to formulate a modified equation in which the characteristic speeds do not grow indefinitely when the scaling factor tends to zero. The resulting modified equation can readily be discretized by a Monte Carlo scheme, in which the particles combine a finite propagation speed with a time-step dependent diffusion term. We show the performance of the method by comparing it with standard (deterministic) approaches in the literature

Towards an ultra efficient kinetic scheme. Part I: basics on the BGK equation

In this paper we present a new ultra efficient numerical method for solving kinetic equations. In this preliminary work, we present the scheme in the case of the BGK relaxation operator. The scheme, being based on a splitting technique between transport and collision, can be easily extended to other collisional operators as the Boltzmann collision integral or to other kinetic equations such as the Vlasov equation. The key idea, on which the method relies, is to solve the collision part on a grid and then to solve exactly the transport linear part by following the characteristics backward in time. The main difference between the method proposed and semi-Lagrangian methods is that here we do not need to reconstruct the distribution function at each time step. This allows to tremendously reduce the computational cost of the method and it permits for the first time, to the author's knowledge, to compute solutions of full six dimensional kinetic equations on a single processor laptop machine. Numerical examples, up to the full three dimensional case, are presented which validate the method and assess its efficiency in 1D, 2D and 3D

Hyperbolic character of the angular moment equations of radiative transfer and numerical methods

We study the mathematical character of the angular moment equations of radiative transfer in spherical symmetry and conclude that the system is hyperbolic for general forms of the closure relation found in the literature. Hyperbolicity and causality preservation lead to mathematical conditions allowing to establish a useful characterization of the closure relations. We apply numerical methods specifically designed to solve hyperbolic systems of conservation laws (the so-called Godunov-type methods), to calculate numerical solutions of the radiation transport equations in a static background. The feasibility of the method in any kind of regime, from diffusion to free-streaming, is demonstrated by a number of numerical tests and the effect of the choice of the closure relation on the results is discussed.Comment: 37 pags, 12 figures, accepted for publication in MNRA

Linear response conductance and magneto-resistance of ferromagnetic single-electron transistors

The current through ferromagnetic single-electron transistors (SET's) is considered. Using path integrals the linear response conductance is formulated as a function of the tunnel conductance vs. quantum conductance and the temperature vs. Coulomb charging energy. The magneto-resistance of ferromagnet-normal metal-ferromagnet (F-N-F) SET's is almost independent of the Coulomb charging energy and is only reduced when the transport dwell time is longer than the spin-flip relaxation time. In all-ferromagnetic (F-F-F) SET's with negligible spin-flip relaxation time the magneto-resistance is calculated analytically at high temperatures and numerically at low temperatures. The F-F-F magneto-resistance is enhanced by higher order tunneling processes at low temperatures in the 'off' state when the induced charges vanishes. In contrast, in the 'on' state near resonance the magneto-resistance ratio is a non-monotonic function of the inverse temperature.Comment: 10 pages, 6 figures. accepted for publication in Phys. Rev.