An FEM-MLMC Algorithm for a Moving Shutter Diffraction in Time Stochastic Model

Mahadevan Ganesh; Brandon C. Reyes; Avi Purkayastha

doi:10.3934/dcdsb.2018107

An FEM-MLMC Algorithm for a Moving Shutter Diffraction in Time Stochastic Model

Mahadevan Ganesh, Brandon C. Reyes, Avi Purkayastha

Computational Science

Colorado School of Mines

Research output: Contribution to journal › Article › peer-review

2 Scopus Citations

Abstract

We consider a moving shutter and non-deterministic generalization of the difiraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.

Original language	American English
Pages (from-to)	257-272
Number of pages	16
Journal	Discrete and Continuous Dynamical Systems - Series B
Volume	24
Issue number	1
DOIs	https://doi.org/10.3934/dcdsb.2018107 https://doi.org/10.3934/dcdsb.2018107
State	Published - Jan 2019

Bibliographical note

Publisher Copyright:
© 2018 American Institute of Mathematical Sciences.

NREL Publication Number

NREL/JA-2C00-72812

Keywords

Difiraction In Time
Finite Element Method
Monte Carlo
Moving-Mesh
Multilevel Monte Carlo

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title = "An FEM-MLMC Algorithm for a Moving Shutter Diffraction in Time Stochastic Model",

abstract = "We consider a moving shutter and non-deterministic generalization of the difiraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.",

keywords = "Difiraction In Time, Finite Element Method, Monte Carlo, Moving-Mesh, Multilevel Monte Carlo",

author = "Mahadevan Ganesh and Reyes, \{Brandon C.\} and Avi Purkayastha",

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year = "2019",

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doi = "10.3934/dcdsb.2018107",

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AU - Ganesh, Mahadevan

AU - Reyes, Brandon C.

AU - Purkayastha, Avi

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Y1 - 2019/1

N2 - We consider a moving shutter and non-deterministic generalization of the difiraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.

AB - We consider a moving shutter and non-deterministic generalization of the difiraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.

KW - Difiraction In Time

KW - Finite Element Method

KW - Monte Carlo

KW - Moving-Mesh

KW - Multilevel Monte Carlo

UR - https://www.scopus.com/pages/publications/85055190341

U2 - 10.3934/dcdsb.2018107

DO - 10.3934/dcdsb.2018107

M3 - Article

AN - SCOPUS:85055190341

SN - 1531-3492

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SP - 257

EP - 272

JO - Discrete and Continuous Dynamical Systems - Series B

JF - Discrete and Continuous Dynamical Systems - Series B

IS - 1

ER -

An FEM-MLMC Algorithm for a Moving Shutter Diffraction in Time Stochastic Model

Abstract

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Keywords

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