Particle based gPC methods for mean-field models of swarming with uncertainty

J. A. Carrillo, L. Pareschi, M. Zanella

Research output: Contribution to journalArticlepeer-review

48 Citations (Scopus)

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.
Original languageEnglish
Pages (from-to)508-531
Number of pages24
JournalCommunications in Computational Physics
Volume25
Issue number2
DOIs
Publication statusPublished - Feb 2019

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