An adaptive multilevel Monte Carlo algorithm for the stochastic drift–diffusion–Poisson system

Abstract

We present an adaptive multilevel Monte Carlo algorithm for solving the stochastic drift–diffusion–Poisson system with non-zero recombination rate. The a-posteriori error is estimated to enable goal-oriented adaptive mesh refinement for the spatial dimensions, while the a-priori error is estimated to guarantee linear convergence of the H1 error. In the adaptive mesh refinement, efficient estimation of the error indicator gives rise to better error control. For the stochastic dimensions, we use the multilevel Monte Carlo method to solve this system of stochastic partial differential equations. Finally, the advantage of the technique developed here compared to uniform mesh refinement is discussed using a realistic numerical example.