Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 508-531 |
| Number of pages | 24 |
| Journal | Communications in Computational Physics |
| Volume | 25 |
| Issue number | 2 |
| DOIs | |
| State | Published - 2019 |
| Externally published | Yes |
Keywords
- Mean-field equations
- Stochastic Galerkin
- Swarming dynamics
- Uncertainty quantification
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