Multilevel Monte Carlo simulation of Coulomb collisions
- Mathematics Department, University of California at Los Angeles, Los Angeles, CA 90036 (United States)
- Lawrence Livermore National Laboratory, L-637, P.O. Box 808, Livermore, CA 94511-0808 (United States)
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{sup −2}) or O(ε{sup −2}(lnε){sup 2}), depending on the underlying discretization, Milstein or Euler–Maruyama respectively. This is to be contrasted with a cost of O(ε{sup −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{sup −5}. We discuss the importance of the method for problems in which collisions constitute the computational rate limiting step, and its limitations.
- OSTI ID:
- 22382115
- Journal Information:
- Journal of Computational Physics, Vol. 274; Other Information: Copyright (c) 2014 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.; Country of input: International Atomic Energy Agency (IAEA); ISSN 0021-9991
- Country of Publication:
- United States
- Language:
- English
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