FoCM 2014 conference

Workshop C6 - Stochastic Computation - Semi-plenary talk

December 18, 15:35 ~ 16:25 - Room A12

Multi Level Monte Carlo for Coulomb Collisions in a Plasma

Russel Caflisch

University of California at Los Angeles, United States   -

This talk will describe the application of MLMC to solution of stochastic differential equations (SDEs) describing Coulomb collisions in a plasma. The collisions are between "test particles" and a Maxwellian distribution of "field Particles". The SDEs are three-dimensional and the Levy areas in the Milstein method are not tractable, but acceleration is achieved by reduction in the variance of the simulation with coarsest time step and by the antithetic method or a "Ito linearization method". Preliminary results are presented on MLMC for systems that depend on mean fields.

Joint work with Lee Ricketson (Courant Institute, NYU, USA), Mark Rosin (Pratt Institute, USA), Andris Dimits (Lawrence Livermore National Labs, USA) and Bruce Cohen (Lawrence Livermore National Labs, USA).

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