Particle Based gPC Methods for Mean-Field Models of Swarming with Uncertainty
José A. CarrilloDepartment of Mathematics, Imperial College London, SW7 2AZ, UKLorenzo Pareschi nullDepartment of Mathematics and Computer Science, University of Ferrara, Via Machiavelli 35, 44121 Ferrara, ItalyMattia ZanellaDepartment of Mathematical Sciences, Politecnico di Torino, Corso Duca degli Abruzzi 24, Torino, Italy
2019en
ABI
Аннотация
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 combinedwith a generalized Polynomial Chaos (gPC) expansion in the randomspace. 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.
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