Wasserstein-penalized Entropy closure: A use case for stochastic particle methods
Mohsen Sadr, Nicolas G. Hadjiconstantinou, M. Hossein Gorji

TL;DR
This paper introduces a Wasserstein-entropy based closure method for particle simulations of kinetic equations, improving the coverage of physically realizable moments and providing an efficient sampling algorithm.
Contribution
It proposes a novel Wasserstein-entropy regularized closure that extends the maximum-entropy approach to cover the entire moment space, including the Junk line, with an efficient Monte Carlo sampling method.
Findings
The method reliably closes the distribution given moments up to heat flux.
It outperforms traditional optimization in sampling the distribution.
Applicable to larger rarefaction regimes with higher-order moments.
Abstract
We introduce a framework for generating samples of a distribution given a finite number of its moments, targeted to particle-based solutions of kinetic equations and rarefied gas flow simulations. Our model, referred to as the Wasserstein-Entropy distribution (WE), couples a physically-motivated Wasserstein penalty term to the traditional maximum-entropy distribution (MED) functions, which serves to regularize the latter. The penalty term becomes negligible near the local equilibrium, reducing the proposed model to the MED, known to reproduce the hydrodynamic limit. However, in contrast to the standard MED, the proposed WE closure can cover the entire physically realizable moment space, including the so-called Junk line. We also propose an efficient Monte Carlo algorithm for generating samples of the unknown distribution which is expected to outperform traditional non-linear…
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Taxonomy
TopicsProbabilistic and Robust Engineering Design · Statistical Methods and Bayesian Inference · Markov Chains and Monte Carlo Methods
