Implicit-Explicit multistep methods for hyperbolic systems with multiscale relaxation

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which the convection and the source term may have very different time and space scales. As a consequence the nature of the asymptotic limit changes completely, passing from a hyperbolic to a parabolic system. From the computational point of view, standard numerical methods designed for the fluid-dynamic scaling of hyperbolic systems with relaxation present several drawbacks and typically lose efficiency in describing the parabolic limit regime. In this work, in the context of Implicit-Explicit linear multistep methods we construct high order space-time discretizations which are able to handle all the different scales and to capture the correct asymptotic behavior, independently from its nature, without time step restrictions imposed by the fast scales. Several numerical examples confirm the theoretical analysis

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

Fluid Simulations with Localized Boltzmann Upscaling by Direct Simulation Monte-Carlo

In the present work, we present a novel numerical algorithm to couple the Direct Simulation Monte Carlo method (DSMC) for the solution of the Boltzmann equation with a finite volume like method for the solution of the Euler equations. Recently we presented in [14],[16],[17] different methodologies which permit to solve fluid dynamics problems with localized regions of departure from thermodynamical equilibrium. The methods rely on the introduction of buffer zones which realize a smooth transition between the kinetic and the fluid regions. In this paper we extend the idea of buffer zones and dynamic coupling to the case of the Monte Carlo methods. To facilitate the coupling and avoid the onset of spurious oscillations in the fluid regions which are consequences of the coupling with a stochastic numerical scheme, we use a new technique which permits to reduce the variance of the particle methods [11]. In addition, the use of this method permits to obtain estimations of the breakdowns of the fluid models less affected by fluctuations and consequently to reduce the kinetic regions and optimize the coupling. In the last part of the paper several numerical examples are presented to validate the method and measure its computational performances

Fluid Solver Independent Hybrid Methods for Multiscale Kinetic equations

In some recent works [G. Dimarco, L. Pareschi, Hybrid multiscale methods I. Hyperbolic Relaxation Problems, Comm. Math. Sci., 1, (2006), pp. 155-177], [G. Dimarco, L. Pareschi, Hybrid multiscale methods II. Kinetic equations, SIAM Multiscale Modeling and Simulation Vol 6., No 4,pp. 1169-1197, (2008)] we developed a general framework for the construction of hybrid algorithms which are able to face efficiently the multiscale nature of some hyperbolic and kinetic problems. Here, at variance with respect to the previous methods, we construct a method form-fitting to any type of finite volume or finite difference scheme for the reduced equilibrium system. Thanks to the coupling of Monte Carlo techniques for the solution of the kinetic equations with macroscopic methods for the limiting fluid equations, we show how it is possible to solve multiscale fluid dynamic phenomena faster with respect to traditional deterministic/stochastic methods for the full kinetic equations. In addition, due to the hybrid nature of the schemes, the numerical solution is affected by less fluctuations when compared to standard Monte Carlo schemes. Applications to the Boltzmann-BGK equation are presented to show the performance of the new methods in comparison with classical approaches used in the simulation of kinetic equations.Comment: 31 page

Direct simulation Monte Carlo schemes for Coulomb interactions in plasmas

We consider the development of Monte Carlo schemes for molecules with Coulomb interactions. We generalize the classic algorithms of Bird and Nanbu-Babovsky for rarefied gas dynamics to the Coulomb case thanks to the approximation introduced by Bobylev and Nanbu (Theory of collision algorithms for gases and plasmas based on the Boltzmann equation and the Landau-Fokker-Planck equation, Physical Review E, Vol. 61, 2000). Thus, instead of considering the original Boltzmann collision operator, the schemes are constructed through the use of an approximated Boltzmann operator. With the above choice larger time steps are possible in simulations; moreover the expensive acceptance-rejection procedure for collisions is avoided and every particle collides. Error analysis and comparisons with the original Bobylev-Nanbu (BN) scheme are performed. The numerical results show agreement with the theoretical convergence rate of the approximated Boltzmann operator and the better performance of Bird-type schemes with respect to the original scheme

Social climbing and Amoroso distribution

We introduce a class of one-dimensional linear kinetic equations of Boltzmann and Fokker--Planck type, describing the dynamics of individuals of a multi-agent society questing for high status in the social hierarchy. At the Boltzmann level, the microscopic variation of the status of agents around a universal desired target, is built up introducing as main criterion for the change of status a suitable value function in the spirit of the prospect theory of Kahneman and Twersky. In the asymptotics of grazing interactions, the solution density of the Boltzmann type kinetic equation is shown to converge towards the solution of a Fokker--Planck type equation with variable coefficients of diffusion and drift, characterized by the mathematical properties of the value function. The steady states of the statistical distribution of the social status predicted by the Fokker--Planck equations belong to the class of Amoroso distributions with Pareto tails, which correspond to the emergence of a \emph{social elite}. The details of the microscopic kinetic interaction allow to clarify the meaning of the various parameters characterizing the resulting equilibrium. Numerical results then show that the steady state of the underlying kinetic equation is close to Amoroso distribution even in an intermediate regime in which interactions are not grazing

The Aw-Rascle traffic model: Enskog-type kinetic derivation and generalisations

We study the derivation of second order macroscopic traffic models from kinetic descriptions. In particular, we recover the celebrated Aw-Rascle model as the hydrodynamic limit of an Enskog-type kinetic equation out of a precise characterisation of the microscopic binary interactions among the vehicles. Unlike other derivations available in the literature, our approach unveils the multiscale physics behind the Aw-Rascle model. This further allows us to generalise it to a new class of second order macroscopic models complying with the Aw-Rascle consistency condition, namely the fact that no wave should travel faster than the mean traffic flow.Comment: 30 pages, 10 figure

High order asymptotic-preserving schemes for the Boltzmann equation

In this note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization technique recently introduced in [F. Filbet, S. Jin: A class of asymptotic preserving schemes for kinetic equations and related problems with stiff sources,J. Comp. Phys. 229, (2010), pp. 7625-7648.]