On the computation of ensemble averages for spatially non-uniform particle systems



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Journal of Computational Physics


When there is no clear separation between micro- and macro-scales, ergodicity cannot be invoked to transform ensemble into volume averages. In such cases it is necessary to use ensemble averaging directly. A straightforward calculation of such averages converges slowly and therefore requires a large number of realizations of the system. This paper describes a much more efficient method based on the use of a Fourier expansion of the quantity to be averaged. The advantages of the Fourier approach are estimated in general terms and demonstrated explicitly with several examples for the specific problem of equal spheres in a viscous fluid. The analytical estimates suggest that similar results can be expected for other situations as well. It is shown both analytically and numerically that the variance of the Fourier coefficients is in many cases significantly smaller than that of the direct method, which leads to a much faster convergence of the former. The paper also describes a method by which the probability distribution of a uniform ensemble can be biased so as to mimic that of a non-uniform one with prescribed properties.



Computational ensemble averaging, Non-uniform systems, Stokes flow, Sedimentation


Copyright 2006 Journal of Computational Physics. This is a pre-print version of a published paper that is available at: https://www.sciencedirect.com/science/article/pii/S0021999105003190#! Recommended citation: Zhang, Quan, Kengo Ichiki, and Andrea Prosperetti. "On the computation of ensemble averages for spatially non-uniform particle systems." Journal of computational physics 212, no. 1 (2006): 247-267. DOI: 10.1016/j.jcp.2005.07.003 This item has been deposited in accordance with publisher copyright and licensing terms and with the author’s permission.