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A hybrid algorithm for systems of noninteracting particles with an external potential

Ana Djurdjevac, Ann Almgren and John Bell

Vol. 20 (2025), No. 1, 147–174
Abstract

Our focus is on simulating the dynamics of noninteracting particles including the effects of an external potential, which, under certain assumptions, can be formally described by the Dean–Kawasaki equation. The Dean–Kawasaki equation can be solved numerically using standard finite volume methods. However, the numerical approximation implicitly requires a sufficiently large number of particles to ensure the positivity of the solution and accurate approximation of the stochastic flux. To address this challenge, we extend hybrid algorithms for particle systems to scenarios where the density is low. The aim is to create a hybrid algorithm that switches from a finite volume discretization to a particle-based method when the particle density falls below a certain threshold. We develop criteria for determining this threshold by comparing higher-order statistics obtained from the finite volume method with particle simulations. We then demonstrate the use of the resulting criteria for dynamic adaptation in both two- and three-dimensional spatial settings in the absence of an external potential. Finally we consider the dynamics when an external potential is included.

Keywords
Dean–Kawasaki equation, hybrid method, positivity-preserving
Mathematical Subject Classification
Primary: 60H15, 60H35, 65C30, 65C35, 82M12
Secondary: 65M75
Milestones
Received: 12 November 2024
Revised: 28 February 2025
Accepted: 18 March 2025
Published: 14 June 2025
Authors
Ana Djurdjevac
Freie Universität Berlin
Berlin
Germany
Ann Almgren
Center for Computational Sciences and Engineering
Lawrence Berkeley National Laboratory
Berkeley, CA
United States
John Bell
Center for Computational Sciences and Engineering
Lawrence Berkeley National Laboratory
Berkeley, CA
United States