Change search
ReferencesLink to record
Permanent link

Direct link
An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics. Stockholm University, Sweden.ORCID iD: 0000-0003-2716-3195
2015 (English)In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 440, 139-146 p.Article in journal (Refereed) Published
Abstract [en]

In this paper, we present a stochastic particle algorithm for the simulation of flows of wall-confined gases with diffuse reflection boundary conditions. Based on the theoretical observation that the change in location of the particles consists of a deterministic part and a Wiener process if the time scale is much larger than the relaxation time, a new estimate for the first hitting time at the boundary is obtained. This estimate facilitates the construction of an algorithm with large time steps for wall-confined flows. Numerical simulations verify that the proposed algorithm reproduces the correct boundary behaviour.

Place, publisher, year, edition, pages
2015. Vol. 440, 139-146 p.
Keyword [en]
Ratified gas flows, Fokker-Planck equation, Langevin simulation, Boundary conditions, Stochastic differential equations, First hitting time
National Category
Physical Sciences
URN: urn:nbn:se:kth:diva-176321DOI: 10.1016/j.physa.2015.07.003ISI: 000362619500016ScopusID: 2-s2.0-84941242089OAI: diva2:871907

QC 20151117

Available from: 2015-11-17 Created: 2015-11-03 Last updated: 2015-11-25Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Önskog, Thomas
By organisation
Mathematical Statistics
In the same journal
Physica A: Statistical Mechanics and its Applications
Physical Sciences

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 80 hits
ReferencesLink to record
Permanent link

Direct link