An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps

Önskog, Thomas and Zhang, Jun (2015) An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps. Physica A: Statistical Mechanics and its Applications, 440. pp. 139-146. ISSN 0378-4371

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    Abstract

    In this paper, we present a stochastic particle algorithm for the simulation of flows of wall-confined gases with diffuse reflection boundary conditions. Based on the theoretical observation that the change in location of the particles consists of a deterministic part and a Wiener process if the time scale is much larger than the relaxation time, a new estimate for the first hitting time at the boundary is obtained. This estimate facilitates the construction of an algorithm with large time steps for wall-confined flows. Numerical simulations verify that the proposed algorithm reproduces the correct boundary behaviour.