3.6 Monte-Carlo integration in phase-space

Consider a general integration of the distribution function f in the phase-space

    ∫
I ≡    A(Z )f(Z)dV,
     Ω′
(53)

where Ωis a sub-region of the phase space Ω, A(Z) is a general function of the phase-space coordinates Z, dV is the phase space volume element. As is discussed above, in particle methods, f(Z) is approximated by

       N∑
f(Z) ≈    wjSps(Z − Zj),
       j=1
(54)

where Sps(ZZj) is the phase space shape function of markers, N is the total number of marker loaded in the phase space Ω. Using this, expression (53) is written as

    N ∫
I = ∑    A (Z)wjSps(Z − Zj)dV,
   j=1 Ω ′
(55)

If the shape function Sps is chosen to be the Dirac delta function, then the above equation is written as

     ′
    N∑
I =    A(Zj)wj,
    j=1
(56)

where Nis the number of markers that are within the sub-region Ω. Equation (56) is the Monte-Carlo approximation to the integration in Eq. (53)[42].

In PIC simulations, we are usually interested in velocity moments of f averaged in a cell, i.e., A in Eq. (55) is only a function of only v and the velocity integration is over the whole velocity space, whereas the spatial integration is over a small spatial cell. Furthermore, in PIC simulations, the markers are assumed to have a finite shape in the real space (the shape in velocity space is still the Dirac delta function). In this case, Eq. (55) is written as

      ∑N ∫                (∫              )
I  =       A (v)wjδ(v − vj)      Sr(r − rj)dr  dv,
      j=1 v                 ΔVr
      ∑N        ( ∫             )
   =     A(vj)wj      Sr(r− rj)dr ,                                (57)
      j=1          ΔVr
where Sr is the shape function. Then the cell-averaged value is written as
-I--  ∑N        ( -1--∫              )
ΔVr =    A(vj)wj  ΔVr  ΔV Sr(r − rj)dr .
      j=1                r
(58)