Browsing by Author "Heldman, Max"

Now showing 1 - 3 of 3
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    Fluctuation analysis for particle-based stochastic reaction-diffusion models
    Heldman, Max; Spilopoulos, Konstantinos; Isaacson, Samuel; Ma, Jingwei (2024-01-17)
    Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspond to systems of partial integral-differential equations (PIDEs) that generalize standard mass-action reaction-diffusion PDE models. In this work we derive and prove the next order fluctuation corrections to such limits, which we show satisfy systems of stochastic PIDEs with Gaussian noise. Numerical examples are presented to illustrate how including the fluctuation corrections can enable the accurate estimation of higher order statistics of the underlying PBSRD model.
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    Importance Sampling for the Empirical Measure of Weakly Interacting Diffusions
    Bezemek, Z. W.; Heldman, Max (Springer, 2023-11-22)
    We construct an importance sampling method for computing statistics related to rare events for weakly interacting diffusions. Standard Monte Carlo methods behave exponentially poorly with the number of particles in the system for such problems. Our scheme is based on subsolutions of a Hamilton–Jacobi–Bellman (HJB) equation on Wasserstein space which arises in the theory of mean-field (McKean–Vlasov) control. We identify conditions under which such a scheme is asymptotically optimal. In the process, we make connections between the large deviations principle for the empirical measure of weakly interacting diffusions, mean-field control, and the HJB equation on Wasserstein space. We also provide evidence, both analytical and numerical, that with sufficient regularity of the HJB equation, our scheme can have vanishingly small relative error in the many particle limit.
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    Scalable Implicit Solvers with Dynamic Mesh Adaptation for a Relativistic Drift-Kinetic Fokker-Planck-Boltzmann Model
    Rudi, Johann; Heldman, Max; Constantinescu, Emil M.; Tang, Qi; Tang, Xian-Zhu (2023-03-10)
    In this work we consider a relativistic drift-kinetic model for runaway electrons along with a Fokker–Planck operator for small-angle Coulomb collisions, a radiation damping operator, and a secondary knock-on (Boltzmann) collision source. We develop a new scalable fully implicit solver utilizing finite volume and conservative finite difference schemes and dynamic mesh adaptivity. A new data management framework in the PETSc library based on the p4est library is developed to enable simulations with dynamic adaptive mesh refinement (AMR), distributed memory parallelization, and dynamic load balancing of computational work. This framework and the runaway electron solver building on the framework are able to dynamically capture both bulk Maxwellian at the low-energy region and a runaway tail at the high-energy region. To effectively capture features via the AMR algorithm, a new AMR indicator prediction strategy is proposed that is performed alongside the implicit time evolution of the solution. This strategy is complemented by the introduction of computationally cheap feature-based AMR indicators that are analyzed theoretically. Numerical results quantify the advantages of the prediction strategy in better capturing features compared with nonpredictive strategies; and we demonstrate trade-offs regarding computational costs. The robustness with respect to model parameters, algorithmic scalability, and parallel scalability are demonstrated through several benchmark problems including manufactured solutions and solutions of different physics models. We focus on demonstrating the advantages of using implicit time stepping and AMR for runaway electron simulations.