Efficient numerical methods for the uncertain Boltzmann equation based on a hybrid solver

Fuente: arXiv
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Main Authors: Lin, Yiwen, Liu, Liu
Format: Preprint
Published: 2025
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author Lin, Yiwen
Liu, Liu
author_facet Lin, Yiwen
Liu, Liu
contents In this work, we propose and compare several approaches to solve the Boltzmann equation with uncertain parameters, including multi-level Monte Carlo and multi-fidelity methods that employ an asymptotic-preserving-hybrid (APH) scheme (Filbet and Rey, 2015) for the deterministic Boltzmann model. By constructing a hierarchy of models from finer to coarser meshes in phase space for the APH scheme and adopting variance reduction techniques, the MLMC method is able to allocate computational resources across different hierarchies quasi-optimally. On the other hand, in the bi-fidelity method we choose the APH scheme for the Boltzmann equation as the high-fidelity solver, and a finite volume scheme for the compressible Euler system as the low-fidelity model. Since both methods are non-intrusive, they can preserve the physical properties of the deterministic solver. Extensive numerical experiments demonstrate that our APH-based MLMC and multi-fidelity methods are significantly faster than standard approaches, while maintaining accuracy. We also provide practical guidelines for selection between APH-based MLMC and multi-fidelity approaches, based on solution smoothness and computational resource availability.
format Preprint
id arxiv_https___arxiv_org_abs_2507_20316
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Efficient numerical methods for the uncertain Boltzmann equation based on a hybrid solver
Lin, Yiwen
Liu, Liu
Numerical Analysis
35R60, 35Q20, 65C05
In this work, we propose and compare several approaches to solve the Boltzmann equation with uncertain parameters, including multi-level Monte Carlo and multi-fidelity methods that employ an asymptotic-preserving-hybrid (APH) scheme (Filbet and Rey, 2015) for the deterministic Boltzmann model. By constructing a hierarchy of models from finer to coarser meshes in phase space for the APH scheme and adopting variance reduction techniques, the MLMC method is able to allocate computational resources across different hierarchies quasi-optimally. On the other hand, in the bi-fidelity method we choose the APH scheme for the Boltzmann equation as the high-fidelity solver, and a finite volume scheme for the compressible Euler system as the low-fidelity model. Since both methods are non-intrusive, they can preserve the physical properties of the deterministic solver. Extensive numerical experiments demonstrate that our APH-based MLMC and multi-fidelity methods are significantly faster than standard approaches, while maintaining accuracy. We also provide practical guidelines for selection between APH-based MLMC and multi-fidelity approaches, based on solution smoothness and computational resource availability.
title Efficient numerical methods for the uncertain Boltzmann equation based on a hybrid solver
topic Numerical Analysis
35R60, 35Q20, 65C05
url https://arxiv.org/abs/2507.20316