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Title: Multilevel Monte Carlo simulation of Coulomb collisions

We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the Langevin representation of the Landau–Fokker–Planck equation. It does so by combining multiple solutions to the underlying equations with varying numbers of timesteps. For a desired level of accuracy ε , the computational cost of the method is O(ε–2) or (ε–2(lnε)2), depending on the underlying discretization, Milstein or Euler–Maruyama respectively. This is to be contrasted with a cost of O(ε–3) for direct simulation Monte Carlo or binary collision methods. We successfully demonstrate the method with a classic beam diffusion test case in 2D, making use of the Lévy area approximation for the correlated Milstein cross terms, and generating a computational saving of a factor of 100 for ε=10–5. Lastly, we discuss the importance of the method for problems in which collisions constitute the computational rate limiting step, and its limitations.
 [1] ;  [2] ;  [3] ;  [2] ;  [3]
  1. Univ. of California, Los Angeles, CA (United States); Pratt Institute, Brooklyn, NY (United States)
  2. Univ. of California, Los Angeles, CA (United States)
  3. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
Publication Date:
OSTI Identifier:
Report Number(s):
Journal ID: ISSN 0021-9991
Grant/Contract Number:
Accepted Manuscript
Journal Name:
Journal of Computational Physics
Additional Journal Information:
Journal Volume: 274; Journal Issue: C; Journal ID: ISSN 0021-9991
Research Org:
Lawrence Livermore National Laboratory (LLNL), Livermore, CA (United States)
Sponsoring Org:
Country of Publication:
United States
97 MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; 70 PLASMA PHYSICS AND FUSION Coulomb collisions; plasma; Monte Carlo; multilevel Monte Carlo; particle in cell