TY - JOUR
T1 - Particle based gPC methods for mean-field models of swarming with uncertainty
AU - Carrillo, J. A.
AU - Pareschi, L.
AU - Zanella, M.
PY - 2019/2
Y1 - 2019/2
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?eid=2-s2.0-85054823059&partnerID=MN8TOARS
UR - https://www.scopus.com/pages/publications/85054823059
U2 - 10.4208/cicp.OA-2017-0244
DO - 10.4208/cicp.OA-2017-0244
M3 - Article
SN - 1815-2406
VL - 25
SP - 508
EP - 531
JO - Communications in Computational Physics
JF - Communications in Computational Physics
IS - 2
ER -