81 citations · 129 across the 11 of their papers we have counts for
5 papers · 1 filter
Mean-field control variate methods for kinetic equations with uncertainties and applications to socio-economic sciences
Lorenzo Pareschi, Torsten Trimborn, Mattia Zanella
In this paper, we extend a recently introduced multi-fidelity control variate for the uncertainty quantification of the Boltzmann equation to the case of kinetic models arising in…
Monte Carlo stochastic Galerkin methods for the Boltzmann equation with uncertainties: space-homogeneous case
Lorenzo Pareschi, Mattia Zanella
In this paper we propose a novel numerical approach for the Boltzmann equation with uncertainties. The method combines the efficiency of classical direct simulation Monte Carlo (DS…
Structure preserving schemes for Fokker-Planck equations with nonconstant diffusion matrices
N. Loy, M. Zanella
In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffus…
Monte Carlo gPC methods for diffusive kinetic flocking models with uncertainties
Jose Antonio Carrillo, Mattia Zanella
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantiti…
Structure preserving stochastic Galerkin methods for Fokker-Planck equations with background interactions
Mattia Zanella
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external d…