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A QMC approach for high dimensional Fokker–Planck equations modelling polymeric liquids

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dc.contributor.author Venkiteswaran, G.
dc.date.accessioned 2023-01-16T08:54:40Z
dc.date.available 2023-01-16T08:54:40Z
dc.date.issued 2005-02
dc.identifier.uri http://dspace.bits-pilani.ac.in:8080/xmlui/handle/123456789/8494
dc.description.abstract A classical model used in the study of dynamics of polymeric liquids is the bead-spring chain representation of polymer molecules. The chain typically consists of a large number of beads and thus the state space of its configuration, which is essentially the position of all the constituent beads, turns out to be high dimensional. The distribution function governing the configuration of a bead-spring chain undergoing shear flow is a Fokker–Planck equation on . In this article, we present QMC methods for the approximate solution of the Fokker–Planck equation which are based on the time splitting technique to treat convection and diffusion separately. Convection is carried out by moving the particles along the characteristics and we apply the algorithms presented in [G. Venkiteswaran, M. Junk, QMC algorithms for diffusion equations in high dimensions, Math. Comput. Simul. 68 (2005) 23–41.] for diffusion. Altogether, we find that some of the QMC methods show reduced variance and thus slightly outperform standard MC. en_US
dc.language.iso en en_US
dc.publisher Elsevier en_US
dc.subject Mathematics en_US
dc.subject QMC en_US
dc.subject Diffusion equation en_US
dc.subject Fokker–Planck equation en_US
dc.title A QMC approach for high dimensional Fokker–Planck equations modelling polymeric liquids en_US
dc.type Article en_US


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