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All figures (11)
Fig. 3 Correlated paths steps with ε = 0.5, ∆ t` = 0.2 and ∆ t`−1 = 1. Stars mark collisions.
Table 1 Results of the simulation described in Section 4.2 for an error bound E = 0.1.
Table 2 Results of the simulation described in Section 4.2 for an error bound E = 0.01.
Table 3 Results of the simulation described in Section 4.2 for an error bound E = 0.001.
Fig. 6 Mean and variance of the squared particle position for ε = 0.1.
Fig. 7 Mean and variance of the squared particle position for ε = 0.01.
Fig. 1 Correlated diffusion steps with ε = 0.5, ∆ t` = 0.2 and ∆ t`−1 = 1.
Fig. 4 Mean and variance of the squared particle position for ε = 10.
Fig. 5 Mean and variance of the squared particle position for ε = 1.
Fig. 2 Correlated transport steps with ε = 0.5, ∆ t` = 0.2 and ∆ t`−1 = 1. Stars mark collisions.
Table 4 Cost comparison between classical and multilevel Monte Carlo
Book Chapter
•
DOI
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A Multilevel Monte Carlo Asymptotic-Preserving Particle Method for Kinetic Equations in the Diffusion Limit
[...]
Emil Løvbak
1
,
Giovanni Samaey
1
,
Stefan Vandewalle
1
•
Institutions (1)
Katholieke Universiteit Leuven
1
12 Feb 2019
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arXiv: Numerical Analysis