Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics

Mohsen Sadr, Nicolas G. Hadjiconstantinou

Abstract: Highlights•Conservative and stable variance reduced particle solution to the Fokker-Planck equation.•Stabilization via cross maximum entropy formulation.•Speedup of several orders of magnitude for typical small-signal problems.•Speed-up increases quadratically as signal decreases.