Multilevel Monte Carlo method for the Brownian configuration field of polymer fluids

Stochastic Brownian dynamics is an extremely powerful way to simulate the polymer dynamics in solutions and melts. Mathematically, these models are described by stochastic differential equations. The most challenging problems are the Monte Carlo algorithm, which simulates the motion of a large number of model particles and hence requires an enormous amount of computer time. It is therefore necessary to develop an efficient numerical method in operational emergency response applications. In this paper, we give an improved multilevel Monte Carlo (improved-MLMC) method based on equilibrium control variables at each level to calculate the propagation of polymers. The improved-MLMC method can be shown to result in asymptotically optimal random errors and reduce total cost when compared to the standard Monte Carlo and MLMC methods. Finally, the effect of the Wi number (dimensionless parameter) on the total cost of the presented MLMC method is also discussed in detail.