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Title: An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model

Abstract

We consider a moving shutter and non-deterministic generalization of the diffraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.

Authors:
; ;
Publication Date:
Research Org.:
National Renewable Energy Lab. (NREL), Golden, CO (United States)
Sponsoring Org.:
USDOE Office of Energy Efficiency and Renewable Energy (EERE)
Contributing Org.:
,Department of Applied Mathematics & Statistics, Colorado School of Mines, Golden, CO 80401, USA; ,National Renewable Energy Laboratory, Golden, CO 80401, USA
OSTI Identifier:
1483301
Report Number(s):
NREL/JA-2C00-72812
Journal ID: ISSN 1553-524X
DOE Contract Number:  
AC36-08GO28308
Resource Type:
Journal Article
Journal Name:
Discrete & Continuous Dynamical Systems - B
Additional Journal Information:
Journal Volume: 24; Journal Issue: 1; Journal ID: ISSN 1553-524X
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING; diffraction in time; moving-mesh; finite element method; multilevel Monte Carlo; Monte Carlo

Citation Formats

Ganesh, Mahadevan, C. Reyes, Brandon, and Purkayastha, Avi. An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model. United States: N. p., 2019. Web. doi:10.3934/dcdsb.2018107.
Ganesh, Mahadevan, C. Reyes, Brandon, & Purkayastha, Avi. An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model. United States. doi:10.3934/dcdsb.2018107.
Ganesh, Mahadevan, C. Reyes, Brandon, and Purkayastha, Avi. Tue . "An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model". United States. doi:10.3934/dcdsb.2018107.
@article{osti_1483301,
title = {An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model},
author = {Ganesh, Mahadevan and C. Reyes, Brandon and Purkayastha, Avi},
abstractNote = {We consider a moving shutter and non-deterministic generalization of the diffraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.},
doi = {10.3934/dcdsb.2018107},
journal = {Discrete & Continuous Dynamical Systems - B},
issn = {1553-524X},
number = 1,
volume = 24,
place = {United States},
year = {2019},
month = {1}
}