Deterministic multiscale gas flow simulations have long suffered from the curse of dimensionality: the number of discrete velocities increases dramatically with the velocity space dimension and the Mach number, exhausting available memory and computational resources. To address this issue, this paper proposes a memory-efficient deterministic method based on an ensemble-of-subproblems strategy using stochastic discrete velocities. This strategy transforms the originally computationally expensive problem into a series of independently and efficiently solvable subproblems. To be concrete, the proposed method replaces the conventional large deterministic velocity set with multiple small random velocity sets. Each random set defines a subproblem, which is solved by a deterministic multiscale numerical scheme that computes macroscopic moments via Monte Carlo integration. The final flow field is obtained by arithmetic averaging over all sub-problems. In this work, we employ the discrete unified gas kinetic scheme (DUGKS) for spatial discretization and term the resulting method SDV-DUGKS. To validate the proposed method, several numerical test cases are conducted, including (a) the one-dimensional shock structure, (b) the two-dimensional cavity flow, and (c) supersonic flow around a square cylinder. The results of the one-dimensional shock structure confirm the feasibility of the proposed method. The two-dimensional cases demonstrate that, compared to its deterministic counterpart, the proposed method saves more than 80% of memory usage while maintaining comparable accuracy. These results indicate that the proposed method markedly reduces memory demand for multiscale flow simulations and exhibits strong potential to alleviate the curse of dimensionality that currently hinders deterministic multiscale numerical schemes from being applied to engineering problems.
In this work, a ensemble-of-subproblems strategy with stochastic discrete velocities is extended to deterministic methods for mitigating ray effects in rarefied flow simulations. The strategy involves performing multiple independent subproblems, each using a small set of randomly sampled velocity points, and then avera...
Shuyang Zhang, Wei-Dong Li, Ming Fang et al.· 0 citations
In this second article (Part II), we analyze the numerical algorithms for the Dynamical Low-Rank Approximation (DLRA) of Stochastic Differential Equations (SDEs) introduced in Part I arXiv:2601.21428 under the perspective of the stochastic discretization. Specifically, we employ a Monte Carlo method with $M$ samples to...
This paper aims to develop efficient numerical approximations for a class of stochastic differential equations with state-dependent fast switching processes. The direct Euler--Maruyama (EM) scheme fails when the scaling parameter is small. Based on the heterogeneous multiscale method of \cite{e2005analysis}, we propose...
Xiao-Bin Sun, Ming-Kun Ye, Zuo-Zheng Zhang· 0 citations
Abstract.
In this work, we propose and compare several approaches to solve the Boltzmann equation with uncertain parameters, including multilevel Monte Carlo and multifidelity methods that employ an asymptotic-preserving-hybrid (APH) scheme (Filbet and Rey, 2015) for the deterministic Boltzmann model. By constructing...
Yi-Wen Lin, Liu Liu· Multiscale Modeling & Si...· 0 citations
This work proposes a unified transient analysis framework by embedding a sequential warm-start strategy into the radial basis function neural network (RBFNN) solver, providing a scalable pathway for uncertainty quantification and transient dynamic analysis of complex multidimensional nonlinear stochastic systems.
Zi Yuan, Lin-Cong Chen· International Journal of Dyn...· 0 citations
In this paper, we propose and analyze a splitting mixed finite element method for a stochastic Keller--Segel system with logistic growth driven by multiplicative noise. By introducing an auxiliary variable representing the chemical gradient together with a time-lagged splitting strategy, the proposed method decouples t...
T. Thieu, Liet Vo· 0 citations
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