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Quasi-random Simulation of Linear Kinetic Equations

✍ Scribed by Christian Lécot; Abdoul Koudiraty

Book ID
102587891
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
282 KB
Volume
17
Category
Article
ISSN
0885-064X

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✦ Synopsis

We study the improvement achieved by using quasi-random sequences in place of pseudo-random numbers for solving linear spatially homogeneous kinetic equations. Particles are sampled from the initial distribution. Time is discretized and quasi-random numbers are used to move the particles in the velocity space. Quasirandom points are not blindly used in place of pseudo-random numbers: at each time step, the number order of the particles is scrambled according to their velocities. Convergence of the method is proved. Numerical results are presented for a sample problem in dimensions 1, 2 and 3. We show that by using quasi-random sequences in place of pseudo-random points, we are able to obtain reduced errors for the same number of particles.

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