A stochastic algorithm without time discretization error for the Wigner equation

Orazio Muscato, Wolfgang Wagner
2019 Kinetic and Related Models  
Stochastic particle methods for the numerical treatment of the Wigner equation are considered. The approximation properties of these methods depend on several numerical parameters. Such parameters are the number of particles, a time step (if transport and other processes are treated separately) and the grid size (used for the discretization of the position and the wave-vector). A stochastic algorithm without time discretization error is introduced. Its derivation is based on the theory of
more » ... ise deterministic Markov processes. Numerical experiments are performed in a one-dimensional test case. Approximation properties with respect to the grid size and the number of particles are studied. Convergence of a time-splitting scheme to the no-splitting algorithm is demonstrated. The no-splitting algorithm is shown to be more efficient in terms of computational effort. 2010 Mathematics Subject Classification. 65C05, 81S30, 82D37.
doi:10.3934/krm.2019003 fatcat:zvwc3djb6rbzdjo2adoxgzchha