Particle based gPC methods for mean-field models of swarming with uncertainty
File(s)MCgPC_R1b.pdf (1.31 MB)
Accepted version
Author(s)
Carrillo de la Plata, J
Pareschi, Lorenzo
Zanella, Mattia
Type
Journal Article
Abstract
In this work we focus on the construction of numerical schemes for the approximation of stochastic mean-field equations which preserve the nonnegativity of the solution. The method here developed makes use of a mean-field Monte Carlo method in the physical variables combined with a generalized Polynomial Chaos (gPC) expansion in the random space. In contrast to a direct application of stochastic-Galerkin methods, which are highly accurate but lead to the loss of positivity, the proposed schemes are capable to achieve high accuracy in the random space without loosing nonnegativity of the solution. Several applications of the schemes to mean-field models of collective behavior are reported.
Date Issued
2019-02
Date Acceptance
2018-03-27
Citation
Communications in Computational Physics, 2019, 25 (2), pp.508-531
ISSN
1815-2406
Publisher
Global Science Press
Start Page
508
End Page
531
Journal / Book Title
Communications in Computational Physics
Volume
25
Issue
2
Copyright Statement
© 2019 Global-Science Press.
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/P031587/1
Subjects
Applied Mathematics
Publication Status
Published
Date Publish Online
2018-10-01