DIRECT SIMULATION MONTE CARLO: Recent Advances and Applications1

P1: KKK/ary P2: ARK/plb QC: MBL
November 15, 1997 11:57 Annual Reviews AR049-14
Annu. Rev. Fluid Mech. 1998. 30:403–41
DIRECT SIMULATION MONTE

CARLO: Recent Advances and
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Applications1
Annu. Rev. Fluid Mech. 1998.30:403-441. Downloaded from www.annualreviews.org
E.S. Oran, C.K. Oh, and B.Z. Cybyk

Laboratory for Computational Physics and Fluid Dynamics, Naval Research
Laboratory, Code 6404, Washington, DC 20375; e-mail: oran@lcp.nrl.navy.mil,
oh@lcp.nrl.navy.mil, cybyk@lcp.nrl.navy.mil
KEY WORDS: rarefied gases, microchannel flows, vapor deposition processes, plasma etch,
particle simulations
ABSTRACT
The principles of and procedures for implementing direct simulation Monte Carlo
(DSMC) are described. Guidelines to inherent and external errors common in
DSMC applications are provided. Three applications of DSMC to transitional
and nonequilibrium flows are considered: rarefied atmospheric flows, growth of
thin films, and microsystems. Selected new, potentially important advances in
DSMC capabilities are described: Lagrangian DSMC, optimization on parallel
computers, and hybrid algorithms for computations in mixed flow regimes. Fi-
nally, the limitations of current computer technology for using DSMC to compute
low-speed, high–Knudsen-number flows are outlined as future challenges.
INTRODUCTION
Spacecraft reentry into planetary atmospheres, the function of thrusters used
on spacecraft to adjust orbits, and the behavior of outgassed plumes are all
important problems in rarefied atmospheric gas dynamics. In the field of ma-
terials processing, a variety of vapor-phase processing and plasma-etch ap-
plications are used to produce thin films. In both atmospheric dynamics and
1 The US Government has the right to retain a nonexclusive royalty-free license in and to any
copyright covering this paper.
403
404 ORAN ET AL
materials processing, the densities of the gases are quite low (a few torrs or less).
However, in the relatively new development of microsystems, such as micro-
electro-mechanical systems (MEMS), gases flow in micron-sized channels at
relatively high densities (atmospheric, perhaps higher). Each of these distinct
applications of high-Knudsen-number flows is now of practical scientific and
engineering importance.
When the average distance traveled by particles between collisions (the mean-
free-path) becomes comparable with, or even larger than, an important charac-
teristic length in the system, the continuum fluid approximation breaks down
and the particle nature of matter must be taken explicitly into account. Such
flows may be characterized by the Knudsen number,
λ
Kn = , (1)
L
where Kn is the Knudsen number, λ is the mean-free-path, and L is a charac-
teristic length. Often we use the local Knudsen number, since L may be the
length scale of any macroscopic gradient,
ϕ
L = ∂ϕ , (2)
| ∂x |
where ϕ may be the density, temperature, pressure, or velocity. Using a local
Knudsen number instead of a global quantity avoids the question of how to select
L for large or complex systems. The effects of this breakdown of the continuum
approximation are noticeable when Kn ' 0.1 or even less, depending on the
properties of the flow being considered.
The interactions of atoms, ions, and molecules in a gas may be described by
the hierarchy of mathematical models in Table 1. These models range from very
Table 1 Levels of models of many-body interactions
Equation Solution method
Newton’s Law Molecular dynamics (deterministic, particle-

f = ma based, prescribed interparticle forces)
Liouville equation Monte Carlo methods
F(xi, vi, t), i = 1, Np (statistical, particle-based methods)
Direct simulation Monte Carlo
Boltzmann equation Direct solution
F(x, v, t)
binary collisions (low density)
Navier-Stokes equation Direct solution: finite differences,
ρ(x, t), u(x, t) finite volumes, spectral methods, and so on
short mean-free-path (small Kn) (continuum flow methods)
DSMC ADVANCES AND APPLICATIONS 405
fundamental solutions of sets of elementary interactions of particles (such as

molecular dynamics methods) to approximations of systems in which the indi-
vidual particles are replaced by continuum fluid elements (such as the Navier-
Stokes equations). Between these extremes are various statistical, particle-
based methods that can be used for selected problems.
Molecular dynamics is the most fundamental level of this hierarchy. Parti-
cles may interact according to classical mechanics through Newton’s Law or
according to quantum mechanical potentials that could make solving the prob-
lem completely intractable. Both Monte Carlo approaches and the Boltzmann
equation are derived from the Liouville equation. All Monte Carlo methods ex-
ploit the statistical nature of multiple collisions in microscopic systems. When
particle densities are high enough that the system of particles can be considered
continuous, the Navier-Stokes equations, or various subsets of them, usually
describe the fluid.
Some of the information in Table 1 is recast into quantitative form in
Figure 1, which shows the regimes of validity of the methods. These regimes
are expressed as a function of an important characteristic length L in the sys-
tem and the mean molecular spacing δ. For a fixed molecular diameter d, as
the mean spacing between molecules decreases, the density increases. This is
shown on the horizontal axis. Because molecular dynamics is based on the
most fundamental set of equations, it is valid in principle throughout the entire
range of parameters. There are no physical reasons why it cannot be used for
all ranges of densities and system sizes, even though it may be impracticable
computationally.
When the ratio of the mean molecular spacing δ to the molecular diameter d
is large (δ/d 1), the fluid becomes dilute. The direct simulation Monte Carlo
(DSMC) method may be used (Bird 1994) for dilute fluids when the ratio of
the mean-free-path to the molecular diameter is at least λ/d ≥ 10. DSMC is a
statistical method that can be used very efficiently in the transition regime, where
O(0.1) < Kn < O(10). DSMC remains valid, though extremely expensive
to use, for much lower values of Kn. When the mean-free-path of a particle is
small compared with the macroscopic dimensions of the system, the medium
behaves as a continuum fluid. Then the properties such as density, velocity,
and energy are well defined at any location. This is the regime where Kn < 0.1
and the Navier-Stokes equations are generally used. Because of the different
criteria for applying Navier-Stokes and DSMC, both methods are valid in the
triangular domain of Figure 1, where δ/d > 10 but Kn < 0.1.
Because of the growing importance and applicability of high-Kn flows, sev-
eral theoretical and computational approaches have been explored. These ap-
proaches range from the most basic direct solution of the Boltzmann equation,
to statistical methods such as those based on the BGK (Bhatnagar, Gross, and
406 ORAN ET AL
Figure 1 Regimes of validity of molecular dynamics, direct simulation Monte Carlo, and Navier-
Stokes, as a function of the characteristic length scale and mean molecular spacing of a system.
Krook) approximation (Bhatnagar et al 1954), to higher-order expansions such

as the Burnett equations (Burnett 1936) or other higher-moment methods, to
methods that approximate the form of the boundary conditions or constitutive
relations in the Navier-Stokes equations. A brief description of these methods
is given at the end of the next section. These models all must be solved nu-
merically. Accurate solutions for realistic problems may be both difficult and
extremely expensive to obtain.
As computer speed and memory have increased and become more gener-
ally available, DSMC has emerged as the primary method for solving realistic
problems with high-Kn flows. Improvements in computer technology, in turn,
have driven work that has improved our abilities. Now we can incorporate
various types of input data and represent the nonequilibrium interactions of

many species, radiation effects, and complex geometries.
The fundamental work on DSMC is described by Bird (1976, 1994), its pi-
oneer and inventor. Bird has also written a review of DSMC research (Bird
1978), giving the early background of DSMC and comparing it with molecular
dynamics and the other methods in Table 1. Subsequently, there have been
excellent reviews by Muntz (1989), Cheng (1992), and Cheng & Emmanuel
(1995). Muntz (1989) summarized work in rarefied gas dynamics, with an
emphasis on computational aspects, and compared DSMC computations of the

nonequilibrium structure of shock waves and boundary layers. Cheng’s (1992)

review emphasized hypersonic viscous flows and high-temperature gas dynam-
ics, in which interest was rekindled by the challenge to produce a high-speed
aerospace plane and space transportation systems. Cheng & Emmanuel (1995)
discussed the use of DSMC as a predictive tool and compared DSMC computa-
tions with experiments and with Navier-Stokes calculations in the very low-Kn
regime. There have been many comparisons of DSMC with experiments and
other computations in the various proceedings of the International Symposia on
Rarefied Gas Dynamics (RGD). Muntz (1989) offered a good listing of these
proceedings up to 1988 (see also Muntz et al 1989, Beylich 1991, Shizgal &
Weaver 1994, 1995, and Harvey & Lord 1996).
This review has three objectives: to describe selected current applications
of DSMC, to discuss new advances and directions in the method itself, and
to describe some of the current problems in using DSMC for practical flow
solutions. New advances include the development of a Lagrangian DSMC
approach, the advantage of using parallel computers, and the development of
various types of hybrid methods.
OVERVIEW OF THE PRINCIPLES OF DSMC

DSMC is a direct particle simulation method based on kinetic theory. The
fundamental idea is to track a large number of statistically representative par-
ticles. The particles’ motion and interactions are then used to modify their
positions, velocities, or chemical reactions. Conservation of mass, momentum,
and energy is enforced to machine accuracy.
The primary approximation of DSMC is to uncouple the molecular motions
and the intermolecular collisions over small time intervals. Particle motions are
modeled deterministically, while the collisions are treated statistically. Symme-
tries in physical space can be used to reduce the number of grid dimensions and
to reduce the storage requirements for molecular spatial information. However,
modeling collisions is always a three-dimensional calculation. The limitations
of DSMC are the same as those of classical kinetic theory: the assumption of
408 ORAN ET AL
molecular chaos and the restriction to dilute gases. DSMC is equivalent to solv-
ing the Boltzmann equation for a monatomic gas undergoing binary collisions
(Nanbu 1980, Babovsky & Illner 1989). Comparisons of DSMC with molec-
ular dynamics are very expensive, but excellent agreement has been shown in
shock computations (Salomons & Mareschal 1992) and slip lengths (Morris
et al 1992). In addition, many computational studies have shown that DSMC
solutions approach Navier-Stokes solutions in the limit of very low Kn (Muntz
1989, Cheng 1992, and many articles in the proceedings of the International
Symposia on RGD).
Using each simulated molecule to represent a large number of actual mole-

cules reduces computational requirements to a manageable level but introduces
statistical error. The statistical error of a DSMC solution is inversely propor-
tional to the square root of the total number N of simulated particles (or sample
size). The computational work is directly proportional to N. The simplicity of
the algorithm allows for straightforward incorporation of higher-order physical
models and for application to complex geometries. The primary drawback of
DSMC is its cost. Whereas idealized calculations are possible on small compu-
ters, significant computational resources are required to simulate realistic flows.
However, this drawback has been mitigated by the fact that the method is capa-
ble of giving quantitative results in the high-Kn flow regime and that large-scale
computer resources are more generally available.
Figure 2 shows the procedures involved in applying DSMC to an unsteady or
steady flow problem. Execution of the method requires using a cell, or spatial
element, network in physical space. The cell network provides geometric areas
and volumes required to evaluate macroscopic flow properties. It is also used
by the collision process model, in which only particles located within the same
cell, at a given time, are allowed to interact.
A DSMC simulation, like a continuum computational fluid dynamics (CFD)
calculation, proceeds from a set of prescribed initial conditions. The particle
positions, velocities, collision cross sections, and boundary conditions deter-
mine the subsequent evolution of the system. As in a continuum solution or
an experiment, the solution that evolves may be very sensitive to the particular
choice of initial, boundary, and input conditions.
The DSMC Procedure

The core of the DSMC algorithm consists of four primary processes: move
the particles, index and cross-reference the particles, simulate collisions, and
sample the flow field. These procedures are uncoupled during each time-step.
Of primary importance is the selection of a timestep that is less than the mean
collision time. Simulation results are independent of the timestep increment as
long as this requirement and the cell-size requirement on the gradient resolution
are satisfied.

Figure 2 DSMC flowchart.
The first process, moving simulated molecules, enforces the boundary con-
ditions and samples macroscopic properties along solid surfaces. Modeling
molecule-surface interactions requires applying the conservation laws to in-
dividual molecules instead of using the velocity distribution function. Such
treatment of the boundary conditions allows DSMC to be extended to include
physical effects such as chemical reactions, catalytic walls, radiation effects,
three-body collisions, and ionized flows, without major modifications in the
basic procedure.
The second DSMC process involves indexing and tracking particles. A
scheme for molecular referencing is the prerequisite for the next two steps:
410 ORAN ET AL
modeling collisions and sampling the flow field. Accurate and fast indexing
and tracking are key to practical DSMC applications for large-scale processing.
This subject is discussed further in the section on Lagrangian DSMC.
The next step, simulating collisions, is a probabilistic process that sets DSMC
apart from deterministic simulation methods such as molecular dynamics. Sev-
eral collisional modeling techniques have been applied successfully within the
framework of DSMC. All simulate an appropriate number of representative col-
lisions between randomly selected pairs of molecules within each cell but with
various degrees of computational efficiency. The currently preferred model is

the no-time-counter technique (Bird 1994), used in conjunction with the sub-
cell technique (Bird 1986b). The sub-cell method calculates local collision
rates based on the individual cells but restricts possible collision pairs to sub-
cells. This procedure improves accuracy by ensuring that collisions occur only
between near neighbors.
The final process is sampling the macroscopic flow properties. The spatial
coordinates and velocity components of molecules in a particular cell are used
to calculate macroscopic quantities at the geometric center of the cell. The
other steps of the DSMC procedure do not depend on the sampling process.
Therefore, one way to reduce computational time is to sample the flow properties
every nth timestep.
The DSMC technique is explicit and time-marching, so that it always pro-
duces a flow simulation that is unsteady. For an unsteady flow application, an
ensemble of many independent computations may be assembled and averaged to
obtain final results with an acceptable statistical accuracy. An ensemble average
(the instantaneous average over area or volume elements of an arbitrarily large
group of similar systems) is commonly used to present unsteady DSMC results.
To simulate a steady problem, each independent computation proceeds until a
steady flow is established at a sufficiently large time, and the desired steady
result is a time average of all values calculated after reaching the steady state.
Numerical Approximations and Input Data

Two distinct types of errors can affect the accuracy of a DSMC simulation. The
first type is the result of computational approximations inherent in the method.
These include errors due to the finite cell sizes in physical space; the finite size
of the timestep; the ratio, S, of actual to simulated particles; and various aspects
of how boundary conditions are implemented. The second type of error is the
result of uncertainties or inadequacies in the physical model input parameters.
These include uncertainty about the types of species modeled, their interaction
cross sections, and other aspects of boundary conditions and interactions.
When the cell size in physical space is too big, macroscopic gradients are typ-
ically underpredicted. For accurate DSMC calculations, linear cell dimensions
must be smaller than λ in each spatial direction. A general guideline is that in

regions of large gradients, the cell size 1xc , in the direction characterized by
λ, must be chosen such that 1xc ' λ/3 or less (Bird 1994).
Another computational approximation involves the time interval over which
molecular motions and collisions are uncoupled. The effects of this step are
negligible if the global timestep 1tg is smaller than the mean collision time.
The global timestep is estimated from kinetic theory by 1tg = λπ/(2c̄). The
most probable molecular speed is given by c̄ = (2RTo )1/2 , where R is the
specific gas constant (R = k/m, where k is the Boltzmann constant and m is

the mean molecular mass) and To is the undisturbed gas temperature. DSMC
procedures are not subject to a stability criterion such as the Courant-Friedrichs-
Lewy condition of continuum CFD. Disturbances propagate at sound or shock
speed throughout the DSMC computational domain, even though the ratio of
spatial cell size to timestep may be a smaller value.
Very large values of the actual- to simulated-particle ratio S, as are typical
of most applications, lead to unacceptable statistical scatter levels in a single
independent computation. To reduce the scatter to acceptable levels, the results
of a large ensemble of independent computations must be averaged. Typical
values of S used in calculations range from 1014 to 1018 for a three-dimensional
computation. In problems involving chemical reactions or thermal radiation,
large values of S are particularly problematic. Important physical effects, caused
by only a few molecules, may not be simulated properly. In these cases, special
remedies, such as those proposed by Bird (1994) and Boyd (1996), are required.
The errors involved with various submodels and input data are not summa-
rized as easily as those inherent in the method itself. These can be evaluated
only on a case-by-case basis and depend on the expectations and degree of real-
ism required from the solution. Input data may consist of the type of gas-surface
interactions or collision cross-sections. Special data have been developed for
various problems, such as those that occur in atmospheric dynamics or materials
processing and design.
Any numerical result obtained in gas dynamics, whether from DSMC or a
continuum CFD method, depends on accurate treatment of surface interactions.
Boundary-condition models attempt to simulate the correct interaction physics
in a numerically efficient manner. The degree of success varies from model
to model and is problem-dependent. The DSMC method relies on molecule-
surface interaction models that are simple, fast, and sufficiently accurate for a
wide range of engineering problems. The primary types of molecule-surface
interactions used in DSMC are specular and diffuse interactions and some
combination of these. In specular reflection, the normal velocity component
of the incident molecule is reversed, while the parallel component does not
change. This perfectly elastic condition does not support the development of
412 ORAN ET AL
boundary layers. In diffuse reflection, the final velocity components of the

reflected molecule are not a function of incident velocity but are distributed
according to a Maxwellian based on the wall temperature. This distribution is
an important part of applications such as thin-film growth, where the objective
is actually to deposit molecules on the surface.
Another kind of input data is the collision cross-section, which is the equiva-
lent of the chemical reaction in continuum CFD. The models of collision cross
section may range from the simplest hard-sphere model to complex models for
inelastic collisions that account for vibrational and rotational nonequilibrium

(Borgnakke & Larsen 1975). The hard-sphere model is sometimes adequate for
idealized monotonic gas computations but not for real gases. The variable hard-
sphere model (Bird 1992) corrects for the primary deficiency in the hard-sphere
model, namely an inaccurate representation of the total collision cross section,
while retaining simplicity of implementation. The variable soft-sphere model
(Koura & Matsumoto 1991, 1992) further refines the variable hard-sphere model
by improving postcollision scattering dynamics. The generalized hard-sphere
model (Hassan & Hash 1993) extends the variable hard-sphere model to allow
relaxation of internal models.
Relation of DSMC to Other Methods for Transition Flows
Our interest in DSMC is based on its ability to produce accurate answers over
a range of values of Kn, including both the low-Kn regime, where the contin-
uum methods break down, and the high-Kn regime, where collisions must be
taken into account. Most of the methods used in all regimes are based on the
Boltzmann equation:
Z ∞ Z 4π
∂n f ∂n f ∂n f
+c· +F· = n 2 ( f ∗ f 1∗ − f f 1 )cr σ d dc1 , (3)
∂t ∂r ∂c −∞ 0
an integro-differential equation in nf, the product of the number density n and
the velocity distribution function f. In this equation, c is the molecular velocity,
cr the relative molecular speed, F is an external force, the superscript ∗ indicates
postcollision values, f and f1 represent two different types of molecules, σ is
the collision cross section, and is the solid angle. The right side of the
equation is the collision integral, which is the source of problems in finding a
solution.
If the Boltzmann equation is solved by considering a small perturbation of
f from the equilibrium Maxwellian form, f can be expressed in terms of Kn in
the form of power series,
f = f (0) + Kn f (1) + Kn 2 f (2) + · · · . (4)
This representation of f leads to a series of approximations (Kogan 1973, also
summarized in Muntz 1989). When Kn → 0, the first term produces the
Maxwell equilibrium distribution, and the corresponding conservation equa-

tions reduce to the Euler equations of inviscid flow. For Kn 1, the second
term reduces to the Navier-Stokes equations of viscous flow. Similarly, the third
term produces the Burnett equations. Each level of approximation implies a
different distribution function that deviates from the Maxwell-Boltzmann dis-
tribution. For very high-Kn flows, the distribution function in Equation 4 may
be expanded in Kn −1 , which is then the small parameter.
Several approaches can be used in the very low-Kn regime. First, for the
very lowest values of Kn, say 10−3 < Kn < 0.1, the Navier-Stokes equa-
tions with modified boundary conditions may be used to include the effects
of the velocity slip and temperature jump at the walls. Work of this sort is
summarized by Cheng (1993) and has been advanced significantly by the ad-
dition of higher-order terms (Beskok & Karniadakis 1994). Other methods in-
clude solutions to the Burnett equations (Burnett 1936) and Grad’s 13-moment
method (Grad 1949). The 13-moment equations are a particular set of mo-
ments of the Boltzmann equation found by expanding f as a series of Hermite
tensor polynomials. In the limit of small values of the pressure tensor, the
13-moment equations reduce the Burnett equations. The Burnett equations
are valid as a successive correction to the Euler equations for nearly inviscid
flow because the isentropic relations are used to simplify critical terms (Burnett
1936).
For transition flows (0.05 < Kn < 10), several methods based on kinetic
theory and different computational approaches have been used with varying
degrees of success. One way to solve the Boltzmann equation is to linearize
the collision integral on the right side of Equation 3 (Cercignani 1975). An-
other way is to simplify the collision integral, as done with the BGK approach,
which uses an expansion in Kn −1 . The BGK equation is thus most accurate
for problems in which perturbations are small and boundary conditions are pre-
scribed in terms of equilibrium distributions. Highly nonlinear problems are
not accurately represented by the BGK equation. Mott-Smith (1951) linearly
combined two distribution functions to investigate shock structures. One dis-
tribution represented the uniform upstream flow, while the other modeled the
downstream flow. The Hicks-Yen-Nordsieck hybrid approach (Nordsieck &
Hicks 1967, Yen 1971) solves the full Boltzmann equation by using a Monte
Carlo method for the collision integral and a finite-difference method for the
rest of the Boltzmann equation.
In probability methods, such as DSMC, the Boltzmann equation is not solved
directly. These methods (e.g. Koura 1970, Belotserkovskii & Yanitskii 1975,
Deshpande 1978, Nanbu 1980) dynamically follow a subset of the molecules,
and interactions between the molecules occur only within the randomly se-
lected subset. Probabilistic approaches use two explicit steps in dealing with
414 ORAN ET AL
the intermolecular collisions and the motion of the simulated particles. If the
simulation of the collision phenomenon is consistent with the Boltzmann for-
mulation, then the technique produces the Boltzmann solution. This approach
is in the same category of probability methods as DSMC (Yen 1984).
An interesting alternate approach is the discrete-velocity gas model
(Broadwell 1964, Gatignol 1970, Goldstein et al 1989). Here, the molecu-
lar velocities are allowed to be in only a few selected ranges. This method
is close in spirit to the discrete-ordinate method commonly used to solve the
radiative transport equation. It also represents an interesting limit, in which the

distribution in velocity space, but not time or space, is highly limited. Other
methods that are even more simplified, such as the various lattice gas cellular
automata methods, achieve efficiency at the expense of accuracy and physical
reality. They are intriguing because they give qualitatively correct answers.
CURRENT APPLICATIONS OF DSMC

In the past 20 years, DSMC has been used primarily for problems in rarefied at-
mospheric dynamics. The many comparisons of calculations with experiments
have been vital in gaining widespread acceptance of DSMC. These compar-
isons have both validated and advanced DSMC methodology and experiment
design. In recent years, DSMC has been applied beyond the aerospace field
to other high-Kn flows. In addition to briefly describing selected highlights
of atmospheric problems, this review also describes applications to design and
processing of materials and to microsystems.
Rarefied Atmospheric Gases

Detailed comparisons between experiments and computations of rarefied atmo-
spheric flows have given credibility to computations of transition-regime flows
and, in particular, to DSMC. At one extreme there are very basic, careful studies
of the structure of shock waves or flows around specific configurations such
as blunt bodies (Moss et al 1994, Dogra et al 1995a,b). These building-block
calculations and their calibrations give important physical insights into flow
structure and provide test problems for determining the level of resolution or
input data necessary to obtain adequate solutions.
At the other extreme are computations of very complex problems that describe
entire vehicles maneuvering through rarefied, reacting, space atmospheres. At
least parts of these problems are in the transition regime. In such cases, it is
often not possible to vary input and numerical parameters until convergence and
accuracy is assured. It is then necessary to use the results and intuitions from
less complex problems to guide the analysis. This information might include, for
example, chemical reaction mechanisms with calibrated cross sections, how to
calculate the effects of radiation transport, or how to construct the computational

grid. The computations performed are then the best that can be made with given
resources.
The structure of normal shocks in high-Kn, nonequilibrium flow is a good
example of one of the more basic configurations. When modeled with DSMC,
simple problems provide a wealth of information useful for experiments and
more complicated simulations. The shocks are relatively thick, and the proper-
ties of the gas change greatly over a few mean-free-paths. Thick shock waves in
high-speed, dilute gases are important because of the significant radiative and
chemical reaction processes that occur in the shock wave (Bird 1985, 1986a,
1987, Moss 1987, Muntz 1989). Muntz (1989) reviewed comparisons of ex-
periments for shocks in rarefied monatomic gases (argon, xenon, and helium)
in the range of Mach 5–10. Comparison of the number densities through the
shock waves is a test of the first moment of the equations. More difficult tests
are comparisons of the full width of the distribution function at half maximum
and the velocity both in and perpendicular to the shock motion, which give
information about the distribution function itself (Muntz 1989). For exam-
ple, Pham-Van-Diep et al (1989) and Erwin et al (1991) measured the highly
nonequilibrium velocities inside a hypersonic normal shock wave in helium at
Mach 25 and compared these velocities with DSMC computations. The result
showed that in such cases of extreme nonequilibrium, a bimodal distribution
function exists that is consistent with the distribution functions on either side
of the shock. In all of these comparisons, DSMC quantitatively reproduced the
features of the highly nonequilibrium flow experiments.
Subsequent work used normal shock experiments to investigate nonequilib-
rium effects for more complex chemistry and radiation transport. For example,
Olynick et al (1991) compared DSMC calculations with measurements of a 6.4-
km/s shock in pure nitrogen at 1 torr, room temperature. This problem is well
within the continuum range, and so there are steep computational requirements.
In this case, there is not much ionization, but the flow is highly nonequilibrium.
The effects of rotational and vibrational excitation, dissociation, and recombi-
nation must be considered. In other work, Bird (1987) and Moss et al (1988)
used the normal shock configuration (in which air at 0.1 torr was heated by a
10-km/s shock) to compute and compare the spectral distribution of emitted
radiation. This work required a complicated chemical model using 11 reacting
species and, considering inelastic collisions, a large number of electronic states.
Many adjustable constants were associated with transforming the data into the
right form for use in DSMC. The comparison was very good in the equilib-
rium region, downstream of the shock. It also captured the trends well in the
nonequilibrium shock region. In this case, the deviations from the experiment
provided a starting point for refining the chemical model.
416 ORAN ET AL
Computations of the nonequilibrium flows around spacecraft are perhaps the

most ambitious and complex DSMC calculations (see Moss 1995, Haas et al
1995). The general conclusion is that DSMC is successful in application to
problems such as (a) aerobraking performed on the Magellan spacecraft as it
entered the atmosphere of Venus (Curtis 1994) and of the HITEN spacecraft as
it entered the Earth’s atmosphere (Abe et al 1991, 1992); (b) flow around the
Galileo probe as it entered and measured Jupiter’s atmosphere (Haas & Milos
1994); (c) deployment of SKIPPER, a US Department of Defense satellite,
the purpose of which was to characterize the aerothermal chemistry of low-

orbiting and reentering spacecraft (Levin et al 1994); (d) plume impingement

on satellites and satellite instrumentation, as well as plume-plume interactions,
which are generic problems on space shuttles and space stations (see Moss
1995); (e) aerodynamics and real gas effects of reentry vehicles used in space
transportation systems (Ivanov et al 1997a,b).
In spacecraft aerobraking, when a vehicle enters a planetary atmosphere, its
trajectory and velocity are altered by firing thrusters in carefully planned maneu-
vers. There are only small propulsive burns. When Magellan entered the upper
atmosphere of Venus, it was necessary to modify the orbit from very elliptical
to nearly circular so that the atmospheric drag optimally damped the kinetic
energy into heat. The orbit adjustments changed the reentry pattern enough to
prevent antennas from overheating and solder connections from melting (Haas
et al 1995). Here DSMC provided key inputs to the aerobraking procedure by
examining the heating and the forces on the vehicle at specified altitude ranges
and velocities (Rault 1993, Haas & Feiereisen 1994, Haas & Schmitt 1994).
DSMC was also used to compute flow around a space platform on the upper
Atmosphere Research Satellite (Rault & Woronowicz 1995) to evaluate the
potential problem of contaminant flux polluting one of the satellite telescopes.
Atmospheric contamination could come from a variety of processes, such as
outgassing from the surface, equipment venting, and thruster plumes. This
contamination can affect the operation of optical telescopes, radiators, and
solar panels. Computing the contamination is an extremely complex process.
The atmosphere surrounding the spacecraft is of low density and composed
of atomic and molecular species with a wide range of molecular weights and
concentrations. In addition, there can be critical species at very low levels. The
physics involves processes such as surface desorption, reflection, absorption,
and adsorption. The computations required expensive applications of DSMC
on a parallel computer. They used an unstructured grid overlaid on a Cartesian
mesh to resolve both the near and far fields in order to account for the return
flux due to distant intermolecular collisions.
Reentry capsules are used for transportation of payloads from orbital space
stations. Knowledge of their aerodynamic properties, such as the pressure and
(a)
Figure 3 (a) Number densities (normalized by the free-stream density) obtained from DSMC
computations around a reentry capsule (altitude, 100 km; angle of attack, −20◦ ; velocity, 7600
m/s). (b) Computational grid (three- and two-dimensional views) for the capsule (altitude, 85 km;
angle of attach, −70◦ ; velocity, 7500 m/s). (Figures 3a and 3b courtesy of M Ivanov.)
friction forces on a capsule, provides information that can lead to enhanced

stability, increased payloads, and thinner heat shields. DSMC has been used to
evaluate the aerodynamics of reentry capsules over a variety of atmospheric flow
conditions, ranging from almost free-molecular to near-continuum. Ivanov et al
(1997a,b) have computed the three-dimensional flow around such capsules, in-
cluding the effects of nonequilibrium molecular interactions, over a typical alti-
tude range (135–85 km) and at various angles of attack. The computations were
also compared with experimental data for free flight at 85 km (Reshetin et al
1982). Figure 3 shows the computed number density normalized by the free-
stream density, at a velocity of 7600 m/s, computed for 100 km at an angle of
attack of −20◦ , as well as the computational grid. (The grid is discussed below.)
Materials Design and Processing—Film Growth and Etching

Perhaps one of the greatest challenges today in materials sciences is the design
and economical production of materials that have specific physical properties,
for example, as required of ceramic and semiconductor devices. Here we
418 ORAN ET AL
Figure 3 (Continued )
discuss briefly two important types of materials processes: growth of thin films
and plasma etching. The growth of thin films from precursors in the vapor phase
is a reactive flow process. Gas-phase precursors are transported to a heated solid
surface, or substrate, where they react and bind to form the growing film. In
plasma etching, perhaps micron-sized patterns are chemically etched into a
substrate.
Now there is an increasing emphasis on low-pressure processes that could im-
prove film uniformity and quality-control doping processes, grow larger films,
and etch smaller features. In many of these cases, the characteristic sizes are
small enough (microns) and the densities are low enough (atmospheric or less)
that the flow is in the transition regime. Consequently, DSMC has begun to
play a major role in characterizing such processes. Here we briefly summa-

rize several examples of recent work that uses DSMC as a basis for modeling
reactors.
In thin-film growth processes, precursors may be neutral, ionic, or charged
gases. Sometimes precursors react before an intermediate reaches the substrate
surface. Then, in some cases, gaseous by-products are released as surface re-
actions occur. These by-products must be transported out of the region of the
substrate. This is a general description of different processes called chemical
vapor deposition (CVD) and physical vapor deposition (PVD). CVD and PVD
are largely distinguished by the degree to which chemical reactions are impor-
tant in the vapor phase before contact with the surface. In these processes, the
usual reactive-flow processes, such as fluid flow, heat transport by material or
radiation, molecular diffusion, plasma processes (which cause inhomogeneities
in the vapor phase as well as electron and ion interactions), and surface reactions
may be important to film growth.
The object of these processes is to control the gas composition near the
substrate. In both CVD and PVD, when the film to be created is relatively
large, uniform background conditions are required over a large area (perhaps
30–40 cm2). If the conditions near the substrate are wrong, or the gas remains
there for too little or too much time, the growth and quality of the film may be
hampered or ruined. It is important to move the precursor to the substrate and
remove the gaseous by-products at the right rates. Controlling the transport of
gases to the substrate is crucial to consistent production of films of the required
composition, uniformity, and size. There are excellent reviews of various CVD
processes, such as vapor phase epitaxy (Jensen 1994) and diamond film growth
(Butler & Woodin 1993).
DSMC simulations of low-pressure CVD have been used in semiconductor
growth to study the deposition over micron-sized trenches and flow through and
around growth substrates. The vapor-phase process in CVD must be designed
to produce uniform deposition across each wafer and from wafer to wafer, and to
produce good step coverage over topographical features. For example, Ikegawa
& Kobayashi (1989) and Coronell & Jensen (1992, 1993) analyzed the flow in
and around systems of wafers. Silane, SiH4, and H2 comprise a typical system,
in which a heavier reactant is carried by a lighter gas. When an atom sticks
to the surface, two hydrogen atoms are desorbed simultaneously. Adherence to
the surface is often modeled parametrically by defining a sticking coefficient to
represent the surface reaction. It is important to create a uniform surface. This
uniformity may be optimized by correctly choosing the total pressure, composi-
tion of the entering gas, and spacing of the wafers. In the interwafer simulations,
typical sizes are 5-cm–diameter wafers spaced 0.5 cm apart at pressures of 0.1
torr, so that Kn = 0.2, based on the mean-free-path of the reactants.
420 ORAN ET AL
Figure 4 Simulated film profile for a trench at Kn = 0.1. (a) No surface diffusion model. (b)
Surface diffusion model. (c) Experimentally observed step coverage. (Figure courtesy of K Jensen.)
Figure 4 shows how a small topographical feature, such as a trench, is cov-

ered (Coronell & Jensen 1992, 1993). The gas transport around the trench was
described using a DSMC computation. Here Kn ' 0.1. This computation
required a model for film growth coupled to the DSMC computation of the
background gas, as well as a model for surface diffusion accounting for the
mobility of surface molecules. Based on experiments and simulations, surface
diffusion does not appear to be very important to the process of covering a step
with films made of metal and refractory materials, although it does mitigate
surface roughness. The DSMC calculations show that important nonequilib-
rium effects occur in the gas, as shown in the velocity distributions near the
growth surface. Figure 5 compares an equilibrium distribution to that of the
perpendicular and parallel velocities computed.
Extensive work has been carried out on the design and characterization of
plasma-etch reactors for microelectronic circuits (Bartel et al 1994, Shuffle-
botham et al 1995, Economou & Bartel 1996, Font & Boyd 1996, Johannes
et al 1996). These reactors have a plasma source (e.g. electron heating due
to a radio-frequency antenna), a process chamber, and a platform where the
wafer is manufactured. The ions in the plasma are part of the surface chemistry
and help control the anisotropy in the etch process. Efforts to improve the
performance of the wafer and lower the power requirements of the circuit have
led to efforts to make the wafer features as small as possible, while retaining the
desired shape and the correct position on the wafer. If these efforts succeed, a
typical feature size may be less than 10−6 m, whereas now the wafers are large
(perhaps up to 200–300 nm). To achieve this size reduction, the conditions

Figure 5 DSMC computations of parallel (x-component) and perpendicular (y-component) veloc-

ity distributions above the growth surface. (a) At distance λ/3 above surface: parallel component
(◦), perpendicular component (+) and Maxwellian distribution (−). (b) Perpendicular velocity
distribution at λ/3 (◦), 3λ (+) above the surface, and Maxwellian distribution (−). (Figure courtesy
of K Jensen.)
in the chamber must be controlled precisely. In the reactor, the flow expands
from choked continuum flow in a small nozzle, to a rarefied flow near the wafer
where it approaches free-molecular flow.
Recent work (Johannes et al 1996) modeled a high-density chemically react-
ing plasma at low pressures (less than 10 mtorr). The plasma simulations were
performed with a continuum code that predicts the electron behavior by using
Maxwell’s equations to calculate the power deposition into the discharge. A
DSMC code was used to describe the neutral and ion transport. Self-consistent
fields were computed from Poisson’s equation. The inflow gas was Cl2; the reac-
tants were Cl+ − +
2 , Cl, Cl , Cl ; and the etchant was SiCl2. The gas-phase chemical
reactions included an extensive set of processes accounting for electron-impact
reactions, charge-exchange reactions, and ion-ion recombination. The surface
recombination of Cl to form Cl2 and Cl atoms etched to form SiCl2 were assigned
specific probabilities. Figure 6 is taken from a computation of the flowfield of
a plasma-etch reactor for etching SiO2 on a wafer.
Microsystems
The etching and processing techniques described above are often used to make
components of microsystems, a general class of systems on the micron or
submicron scale. Such systems include microminiaturized devices, commonly
called micro-electro-mechanical systems (MEMS), such as microaccelerators,
microactuators, microflaps, microsatellites, microrobots, microengines, and the
head-platter systems in computer disk drives (Gabriel 1995, Ho & Tai 1997).
MEMS have become important because of their current and potential use in a
422 ORAN ET AL
Figure 6 DSMC computation of the F− and SiF4 number density in a commercial plasma-etch
system for etching SiO2 dielectric on a wafer: pressure approximately 8 mtorr, C2F6 inflow gas.
(Figure courtesy of T Bartel.)
variety of medical and engineering problems. For example, combining MEMS

devices with electronic sensors could result in highly controllable integrated
systems. The success of designing and fabricating microsystems depends on
the operation of a number of components, the most fundamental of which are
flows through narrow channels, diffusers, and nozzles. In many systems using
gases, the flow may be in the high-Kn regime.
In the past few years, an increasing effort has been made to understand and
predict the properties of flows in microsystems, of which the microchannel is
a basic element. In these systems, the mean-free-path of the molecules may
be the order of the system size, so that Kn is in the transition regime. Viscous
momentum transport from the wall to the flow is an important aspect of the
system. Near the walls, rough surfaces and high gradients in the fluid variables,
such as velocity and pressure, may affect transport in ways different than those
in larger systems. There have been experiments on microchannels (Pong et al
1994, Harley et al 1995) and a number of theoretical and computational efforts
based on extensions and modification of the Navier-Stokes equations to accom-
modate relatively high-Kn effects (Beskok & Karniadakis 1994, Arkilic et al
1995, 1997, Harley et al 1995, Beskok et al 1996).
Some attempts have been made to use DSMC to simulate microchannels

(Oh et al 1995, 1997, Ahn et al 1996, Piekos & Breuer 1996). These attempts
have led to some important computational and theoretical questions. If these
simulations are for realistic values of the input parameters, they must represent
relatively small microchannels (approximately 2 µm high), for relatively small
aspect ratios (approximately 30–50), and for either high subsonic or supersonic
flow velocities (Mach number greater than aproximately 0.5). Otherwise, some
sort of parameter scaling must be used to give qualitative results. Such scaling,
however, limits the overall generality and applicability of the method.

As an example of high-Kn effects in microchannels, consider Figure 7 (Oh

et al 1995). The figure shows temperature contours for a very high-speed flow
that is choked as it enters microchannels. At the top (Figure 7a) is a Navier-
Stokes computation of this flow (Kn < 0.01, based on channel height), using
no-slip boundary conditions determined from a characteristic analysis of the
system. The next three figures are DSMC results for calculations where Kn
is increased progressively from 0.065, 0.13, to 0.19. As Kn increases, the
shock thickness and oblique shock angles at the channel entrance (x = 1.0)
Figure 7 DSMC computations of temperature contours at steady state for flow in a microchannel:
(a) Kn = 0.01 (Navier-Stokes solution), (b) Kn = 0.065, (c) Kn = 0.13, and (d) Kn = 0.19.
Channel dimensions are normalized by the channel height Lh.
424 ORAN ET AL
increase, and the thickness of the thermal boundary layer behind the oblique
shocks increases. The streamwise velocity and temperature profiles at various
locations down the channel reflect the development of the velocity and tem-
perature boundary layers, and the velocity slip and temperature jump at the
channel entrance increase with Kn. Moving downstream for any particular cal-
culation, the magnitude of the velocity slip is essentially constant, while that
of the temperature jump decreases gradually.
The microchannel that exists in a computer disk drive is an example of a
gas-film lubrication system. The drive’s read/write head may float above the
surface of the spinning platter. The head will not accurately read or write if it
flies too high, since the sensitivity decreases exponentially with distance from
the platter. If the head flies too low, it can accidentally scratch the surface of
the disk or even crash into the platter, which is 0.1–0.05 microns thick. The
repulsive pressure that develops between the head and the platter may be 1.5–
2.0 atm, which helps to maintain the gap between the head and the platter. The
force on the head can be obtained from the pressure distribution acting on it.
This force is important for design considerations.
Because Kn may be of order one, DSMC may be used to simulate the flow
between the head and the platter (Alexander et al 1994, Igarashi 1994, Huang
et al 1997). Figure 8 shows a schematic diagram of the slider-disk system
(inset in upper left corner) and the pressure distribution predicted by a three-
dimensional DSMC computation using hundreds of thousands of particles in-
teracting through a hard-sphere model. In addition to the DSMC simulation,
Huang et al (1997) simulated the system using the molecular gas-film lubri-
cation method (Fukui & Kaneko 1988), which is a correction to the Reynolds
equation, based on a linearized BGK model of the Boltzmann equation. These
computations were benchmarked against the DSMC computation and gave rel-
atively good agreement, even for values of Kn as high as 35, for the particular
cases simulated.
The use of DSMC for computing flows in vapor processing, etching, and
microsystems has required a number of innovations that extend the method in
directions different from those needed for rarefied atmospheric flows. One such
innovation is the use of new boundary conditions at the walls and at the outflow.
At the walls, impinging particles might be reflected elastically or inelastically,
the particles might adhere, or new particles could be emitted owing to chemical
reactions (e.g. Lord 1992, Collins & Knox 1994). Accounting for these effects
requires models of the surface interaction and reaction, as was shown for the
growth of the film over the trench in Figure 4. Also, the vacuum outflow bound-
ary conditions do not apply to this system, since the region outside the modeled
domain might be atmospheric or higher. A substantial backpressure may be
required because the flow is subsonic (Coronell & Jensen 1992, Nance et al

Figure 8 Pressure profile computed using DSMC for the flow between the head and the platter in
a computer disk drive at a minimum separation of 5 nm. Schematic of the geometry in the upper
left of the figure. (Figure courtesy of A Garcia.)
1997, Oh et al 1995, 1997). Different applications have treated these bound-

ary conditions in different ways, partly because of the various natures of the
problems and partly because of the structure of the numerical method used.
ADVANCES IN DSMC
A number of elements make DSMC, and computation in general, usable for
practical scientific and engineering applications. These elements include in-
creases in computer speed and memory as well as related advances in network-
ing and data storage. Part of this progress is the result of new computer archi-
tectures and ways of using these architectures. Advances in software include
operating systems, algorithms that improve performance of a code or optimize
the use of a particular computer system, and methods for data display and visu-
alization. Finally, significant improvements have been made in the input data,
such as multispecies reaction rates and boundary conditions. We focus here
on two of these areas: DSMC algorithm innovations and architecture-specific
programming.
426 ORAN ET AL
Lagrangian DSMC
As in standard finite-difference or finite-volume methods, the original DSMC
method used a rectilinear, orthogonal, Cartesian grid. This is the simplest, most
cost-effective grid. Statistical accuracy requires enough simulated particles in
a computational cell, putting a lower limit on cell size. However, as in the
case of continuum problems, there are situations with curved or time-changing
obstacles and boundaries for which a different grid is necessary to produce an
accurate solution. Thus, as advances were made in gridding and grid generation
in general, some of these advances were applied to DSMC. A number of DSMC

efforts use unstructured grids (e.g. with triangular, tetrahedral, and other shapes)
as well as sophisticated gridding methods for flows around complex bodies. In
principle, any size or shape of computational cell may be used for DSMC. The
only requirement is that it must be possible to compute a particle location in
space, to identify which particles are in which cells, and to compute the area or
volume of the cells.
An example is shown in Figure 3, which uses two overlaid grids to take
advantage of the particular features and requirements of DSMC to optimize
the calculation (Ivanov et al 1997a,b). Here, one grid is used for the collision
procedure and the second for sampling. This approach allows efficient defi-
nition of complex flow geometries. Variable cell sizes are related to the local
gradients in the flow properties and to the mean-free-path. Also, it allows the
size to adapt to local conditions as the flow develops.
A new effort to expand the scope of DSMC to allow more grid adaptation,
including moving internal and external boundaries, involves combining DSMC
with the monotonic Lagrangian grid (MLG) (Cybyk et al 1995). The MLG
(Boris 1986, Lambrakos & Boris 1987) is a method of constructing and main-
taining data structures for many-particle simulations. The MLG maintains a
direct correspondence between the indexing and the position of the particle.
The basic idea is to keep particles that are close in physical space close in index
space and hence close in computer memory. This is done by maintaining the
monotonicity constraints
x(i, j, k) ≤ x(i + 1, j, k) for 1 ≤ i ≤ N x − 1, all j and k;
y(i, j, k) ≤ y(i, j + 1, k) for 1 ≤ j ≤ N y − 1, all i and k; (5)
z(i, j, k) ≤ z(i, j, k + 1) for 1 ≤ k ≤ Nz − 1, all i and j,
where (Nx, Ny, Nz) defines the data structure and (i, j, k) represents the grid
indices. Each particle is assigned three indices in the MLG data arrays for its
three spatial coordinates. Other particle attributes, such as velocity compo-
nents, are grouped together and stored as a single object in a record of fixed
length (i.e. words or bytes). Objects are then arranged in computer memory by
axis. Efficient mapping to memory locations depends on the computer memory

architecture. Optimal MLG libraries have been developed for various computer
platforms (D Fyfe, unpublished information).
The MLG for any set of particles has some interesting properties. First,
the sorting algorithm to put the particles into an MLG order has an operation
count that scales as N log N. The basic MLG procedure is to sort all particle
record data according to monotonicity requirements of the first spatial direction,
partition the result into subsets, and then sort each subset according to the
next spatial direction, and so on. When the constraints are all satisfied, the
data is in MLG order. If particles move as the computation evolves, they

are resorted and indexed by interchanging particle data in computer memory
until the monotonicity conditions are reestablished. This data restructuring
is faster than N log N. For a given set of particles arranged in space, there
are many MLGs. Some of these MLGs correspond to excellent grids, which
properly reflect the flow physics and the material gradients. Many others are
considerably less physical. Curiously, the worst MLGs are the hardest to find.
A straightforward procedure called stochastic grid restructuring can be used to
obtain a physically reasonable MLG (Sinkovits et al 1993).
Within a well-structured MLG, a particle’s most influential neighbors are
at most two or three indices away in data memory for the types of molecular
interaction laws we are using. Thus, we define the nearest-neighbor template
by those particles that may have significant interactions with the center particle.
The size of this template is controlled by specifying a maximum particle index
offset.
In the application of DSMC, the MLG particles are the simulated particles;
the templates, which are defined by the particles, are the computational cells.
Template sizes (i.e. the number of templates) are constant from timestep to
timestep, resulting in good modeling statistics. A key benefit, and a direct
consequence, of the use of templates is that the MLG automatically refines
the grid according to changes in number density. As the flow changes in
time, the grid also changes, and so automatically adapts. Figure 9 (Cybyk
et al 1995) shows the time-dependent behavior of the DSMC-MLG for an
exploding circular diaphragm test problem. Time-dependent variations in the
density caused by the expansion of the high-density helium into the driven
section result in changes and readjustments of the MLG. The evolution of the
adaptive grid, represented by lines that connect the average center-of-mass
locations of the time-varying templates, is shown in the figure. Initially, 52%
of the templates are distributed throughout the driver section. The shapes and
areas of the templates change gradually as the driver gas propagates radially
outward from the lower left corner. The DSMC-MLG automatically achieves
the best resolution possible for a given grid size.
428 ORAN ET AL
Figure 9 Time evolution of the DSMC-MLG adaptive grid for a circular diaphragm shock-tube.

Figure 10 DSMC-MLG solution showing absolute velocity contours of a counter-clockwise-

rotating ellipse. Variables are nondimensionalized by free-stream mean-free-path and mean colli-
sion time. Center of ellipse: (5.0, 5.0). Angle α is measured from horizontal axis: (a) α = 10.2◦ ,
(b) α = 101.5◦ , (c) α = 203.1◦ , and (d) α = 304.6◦ .
Another potential advantage of using the MLG arises in applications with

moving or changing internal boundaries, as would occur in microsystems that
have moving or rotating parts. Such parts might include moving microgears or
microvalves in MEMS. Figure 10 shows a computation of a moving, rotating
ellipse in a two-dimensional DSMC-MLG problem. As the ellipse rotates and
drives the flow, the computational grid, which is determined by the locations of
the particles, changes appropriately. The difficulties associated with gridding
around irregular boundaries are reduced by using virtual particles inside the
ellipse [in a manner similar to that used in the outflow boundary condition of
Oh et al (1995)]. The virtual particles remain at fixed locations with respect to
the moving bodies but do not participate in gas-phase binary collisions. The
430 ORAN ET AL
next steps in this type of problem would be to compute the forces on the ellipse
and then allow the ellipse to respond self-consistently to the fluid.
The computational effort required to solve the problem shown in Figure 9 was
evaluated and compared for several different approaches to the same problems.
It takes longer to obtain the DSMC-MLG solution than it would to solve the
same physical problem with the same number of computational Cartesian cells,
although such a solution would be less accurate in the high-gradient regions. It
takes less time to obtain the DSMC-MLG solution than it would using an equiva-
lently accurate Cartesian grid. However, because the MLG parallelizes so well,
the computation is highly efficient on a parallel computer, as discussed below.
Parallelization
Most efforts to reduce DSMC computation times have involved optimizing the
DSMC procedures on a particular type of computer. For example, earlier efforts
to use vectorization techniques for DSMC on a CRAY-2 (Baganoff & McDonald
1990, Boyd 1991) increased the speed by a factor of five (Boyd 1991). Now,
parallelization of DSMC has become a focus of recent research efforts. This
research has led to the most significant reductions in computational time for
large systems.
To parallelize a code efficiently, a number of different aspects of the process
must be considered, including program control, data control, and programming
tools (Fischer & Patera 1994). The program control, or the program structure,
is either in data-parallel or task-parallel mode. The data-parallel mode, which
is the mode usually used on massively parallel computers such as the Thinking
Machines connection machines (CM), is one in which the same operations
are performed simultaneously on different sets of data. In the task-parallel
mode, individual processors run completely different operations on different
data. The task-parallel mode, also in principle supported by the CM, describes
the operation of the Intel and IBM SP computers.
Data control means the process by which data in one processor-memory unit is
accessed by a second processor-memory unit. This process is usually carried out
by using operations in message-passing libraries, such as EXPRESS, PVM, and
MPI (see e.g. Fischer & Patera 1994). The message-passing system appropriate
for a given computer system should be used in order to avoid communication
delays resulting from features of the hardware design.
The programming tools include the programming language (e.g. Fortran
90) and various parallelizing compilers. These tools determine the process
by which data and tasks are distributed on the computer. However, no auto-
mated compilers have been able to extract the best parallel performance from
a computational procedure. Therefore, it is still necessary to think about how
to optimize the numerical algorithms themselves.
One major factor that hampers the parallelization of a DSMC code is that
it can require a great deal of interprocessor communication, which is rela-
tively slow. For DSMC and most fluid codes, interprocessor communication
increases as the number of processors increases (Nance et al 1995). The sorting
and indexing processes in DSMC require intensive interprocessor communi-
cation and account for 30–60% of total computational time (Wong & Long
1992, Dagum 1995, Oh et al 1996). In the most efficient sorting procedure,
the computational time is directly proportional to the total number N of sim-
ulated particles. Therefore, an efficient, fast, platform-specific way to handle

interprocessor communication is essential for large-scale problems on a large

number of parallel processors.
A second factor hampering parallelization is load balancing among the pro-
cessors. Load balancing keeps all of the processors active and doing useful
work for as much time as possible. In a case of poor load balancing, many
processors might be idle for significant amounts of time, while just a few are
active. Evaluation of the effects of collisions in a DSMC computation is a pro-
cess that involves significant load-balancing issues. For example, at any given
time, compution of the effects of collisions between pairs of molecules actively
involves only two of the total number of molecules. In the worst case, the
two processors containing the colliding particles are active, and the remaining
processors might be idle. In the optimized CM (Wong & Long 1992, Oh et al
1996), approximately 50% of total computational time is spent in computing
the results of the collision processes and ensuring optimal load balancing.
Comparable parallel efficiencies have been obtained using both data-parallel
and task-parallel machines. The task-parallel (or multiple-instruction multiple-
data; MIMD) codes achieved their speedups primarily through the development
of load-balancing algorithms based on partitioning the interactions according to
the physical space they represent (Furlani & Lordi 1989, Goldstein & Sturtevant
1989, Wilmoth 1992). On data-parallel machines, such as the CM-2 and CM-5
(Dagum 1991, Wong & Long 1992, Oh et al 1996) and the data-parallel mode of
the IBM SP-2 (Dietrich & Boyd 1996), most of the effort has focused on hard-
ware optimization and the development of data structures to use the hardware
most efficiently. Even in the best cases, the parallel efficiencies of the DSMC
codes are significantly lower than those obtained for continuum CFD codes.
This difference is primarily the result of the communication-intensive nature of
the collision, sorting, and indexing procedures of DSMC codes. At present, the
parallel efficiency of DSMC codes reaches 80–90% (Dietrich & Boyd 1996,
Oh et al 1996) for large numbers (hundreds of thousands) of particles.
For all parallel computers, a dynamic load-balancing scheme (which controls
all working processors and minimizes idle time) reduces interprocessor com-
munications and so improves performance. This reduction could be achieved
432 ORAN ET AL
by further using the message-passing libraries in data-parallel programming

languages such as Fortran 90, CM-Fortran, and High-Performance Fortran.
Hybrid Algorithms
The term hybrid algorithm is ambiguous: It has grown to mean some kind of
combination of two or more computational approaches. For easy references,
we have categorized these approaches as follows:
Type 1—This type is more or less synonymous with the type of process split-
ting done in typical reactive flow codes. These algorithms take advantage
of the disparity or similarity in time and space scales. Different physical

processes are computed by different methods, and the results of different
effects are coupled by standard timestep-splitting techniques (Oran & Boris
1987).
Type 2—This type uses different models to describe the physics in dif-
ferent regimes of physical time or space, such as combining Boltzmann,
Navier-Stokes, DSMC, or molecular dynamics solutions for various regions
of space, depending on the properties of the flow in the different regimes.
Type 3—At least one method is used to describe the entire space and provide
information used to select regions that require a different solution technique.
There have been many Type 1 computations, since process splitting is a fairly
standard approach. Johannes et al (1996) described a Type 1 simulation of the
neutral and ion transport in a glow discharge plasma reactor (Figure 6). Here
a fluid plasma model is coupled to DSMC to produce a self-consistent simu-
lation of the plasmas, neutrals, and ions. Coronell & Jensen (1992) developed
a Monte Carlo radiation model that could be used with standard DSMC to
compute the behavior of neutrals and ions. de Jong et al (1992) incorporated
a Navier-Stokes computation to solve continuity, momentum, and energy con-
servation for a gas of frozen chemical composition and then used DSMC to
compute the chemical reactions. In the sense that de Jong et al used a Type 1
hybrid algorithm, the DSMC is an embedded discrete computation that samples
and provides information about thermodynamic properties within a continuum
model. In addition to these Type 1 hybrid approaches that use DSMC, others
combine Monte Carlo methods with fluid computations for a variety of plasma
applications (e.g. Birdsall 1991, Porteous & Graves 1991, Ventzek et al 1994).
Type 2 computations use different methods for the same physical processes
but in different regimes of time or space. This is usually done to simulate
problems that span multiple regimes, as shown in Figure 1. The most com-
mon approach here is to use combinations of Navier-Stokes, DSMC, molecular
dynamics, or even Boltzmann equation calculations for different parts of the
physical domain, as appropriate for the physics in each regime. For example,
a Navier-Stokes solution would apply in some regions and DSMC in others,
as determined by the local value of Kn or the degree of nonequilibrium in the
flow. The challenge of such an approach involves coupling the computations
in space with the proper boundary conditions.
Type 2 computations using combined DSMC and Navier-Stokes solvers
could reduce the computational time and cost, as well as increase the accu-
racy, of many types of practical simulations. Consider, for example, flows
around a blunt body entering the atmosphere. At certain altitudes the major
part of the flow around the front of the body can be represented by continuum
flow, but the region in the wake is rarefied. Another example is the molec-
ular beam epitaxy problem in which the flow around the molecular source is
dense (i.e. continuum) but rarefies substantially before it reaches the substrate.
Wadsworth & Erwin (1990), Eggers & Beylich (1995), and Hash & Hassan
(1995) described work on hybrid DSMC and Navier-Stokes solvers in which
they tested several different criteria, to decide where to use which method, and
several different spatial interface conditions for connecting the two methods.
Hash & Hassan (1995) examined criteria for flows that were slightly in transla-
tional nonequilibrium and found that the criterion Kn = 0.05 is a good metric
for the methods. They also addressed the difficult problem of coupling the
physical variables at the interface, where particles (density), momentum, and
energy must be conserved. Of the conditions tested, they found that the Marshak
conditions (Golse 1989), in which half fluxes at the interface are equated, were
accurate and efficient.
In a Type 3 or decoupled hybrid approach, Nance et al (1997) used the
Navier-Stokes equations to obtain the solution for the full flowfield. Then, this
solution was used to determine the boundary conditions between the different
regimes. The properties along the boundary are interpolated for the DSMC
from the full Navier-Stokes solution and are held fixed throughout the DSMC
solution. Then, only half of the boundary problem must be dealt with: What
particles are emitted from the continuum into the rarefied region?
The issues involved in describing the boundaries between regimes are even
more complex in a Type 3 hybrid approach between a Navier-Stokes or a DSMC
solution and a molecular dynamics solution. Here not only are there questions
of how to represent the fluxes in and out of the different regimes, but very large
differences exist in the time scales characteristic of the regimes. O’Connell &
Thompson (1995) considered coupling a molecular dynamics model to repre-
sent structural inhomogeneities at a solid surface and a Navier-Stokes model
to represent the gas phase above the surface. This model could be used, for
example, for the physical processes at the growing film surface of a vapor-phase
reactor. One major concern here is continuity of thermodynamic and transport
434 ORAN ET AL
properties across the interface. In this case, the question of how to terminate the
spatial extent of the molecular dynamics was answered by introducing an over-
lap region. The problem was solved by computing both the molecular dynamics
and fluid dynamics solutions in the overlap region and then forcing continuity.
Although this work deals specifically with a Navier-Stokes model coupled to
molecular dynamics, some of the issues are also applicable to coupling DSMC
and molecular dynamics.
A recent Type 3 approach (CK Oh & ES Oran, unpublished information)
studied the possibility of computing the same computational domain by both

methods, Navier-Stokes and DSMC, and interactively using the conditions

from one method to provide conditions for the other method. These inves-
tigations, which are in a preliminary stage, have already had one interesting
result: A Navier-Stokes computation, using DSMC input constitutive proper-
ties and boundary conditions, can effectively act as a statistical-noise filter for
a DSMC computation. The long period in which statistics must be gathered
in order to achieve a good solution can be virtually eliminated by a short pass
through the Navier-Stokes computations.
A CURRENT DILEMMA
The boundaries drawn in Figure 1 between regimes in which various methods
apply are based on very general physical principles, unrelated to the limitations
on computational capability. Figure 11 is an attempt to put further limits on the
applicability of a method by looking at the computational limits. The Navier-
Stokes method is valid for low Kn at high enough densities. DSMC can be used
for high-Kn fluids, and it is still possible to use DSMC for the regimes of overlap
with Navier-Stokes, where Kn ' 0.1 and δ/d ' 10, but here the computations
become quite expensive. Molecular dynamics, however, becomes expensive for
low-density problems because the computational timestep is limited by the time
scales of the interaction potential and the method of solution. For example, if the
particles are too far apart, it could take thousands or even millions of timesteps
to simulate a few collisions. The expense becomes exorbitant. Thus, molecular
dynamics is too expensive for dilute gas systems. In the regime of parameter
space in which L/d ' 100, there are few particles per volume element and,
therefore, few collisions. When this is the case, large fluctuations occur in the
calculations of the mean properties of the system, such as density, pressure, and
temperature. A DSMC calculation would require many ensembles to get good
statistics.
There is an important physical problem for which the limit of L/d ' 100
becomes a serious practical issue. Currently, basic experiments and practical

Figure 11 Computational range of method. Regimes in which it is computationally practical to

use the methods shown in Figure 1.
microdevices involve flows characterized by high Kn and very low velocities.

In one typical case, the channel dimensions are 1.2 µm high by 5 µm wide
by 3000 µm long (Pong et al 1994). The undisturbed helium gas pressure and
temperature might be 1 atm and 298 K, respectively, and the inflow velocity
might be '20 cm/s. In this case, Kn is in the range of 0.13 and DSMC is a
possible solution method.
However, DSMC cannot be used for reasons involving both the number of
timesteps and the resolution required. Because of the relatively high number
density at 1 atm, the mean collision time is very small (approximately 10−10 s).
In DSMC, the computational timestep must be less than the mean collision time.
436 ORAN ET AL
The particle transit time, which is the time that a flow with speed 20 cm/s takes
to pass through the channel, is 10−2 s. Therefore, to reach the steady-state flow
condition requires 108 timesteps. A full three-dimensional simulation of these
experiments would also be impractical because of the large number of compu-
tational cells required. One condition that must be satisfied during a DSMC
procedure is that the smallest dimension of the computational cells must not be
greater than one half of the mean-free-path. For the microchannel described
above, a minimum of 500,000 cells would then be required. Considering that
each cell contains a certain number of particles (at least 20), a total of 107 parti-
cles would be required. Such a calculation is certainly beyond the capabilities

of current computers.
There is also the problem that statistical scatter due to small perturbations
increases as the flow velocity becomes very subsonic, that is, when V f Vth ,
where Vf and Vth are flow and mean molecular thermal velocities, respectively.
In the example above, the thermal speed is approximately 1000 m/s. With
0.2-m/s flow, the statistical noise is four orders of magnitude greater than the
required signal. Therefore, a feature in such a low-speed flow can be completely
lost in the noise. However, as the ensemble or time average converges, the
correct result should emerge. The solution of a microchannel flow at 0.2 m/s
would require over 108 samples in a time-averaged steady flow because the
statistical fluctuations decrease with the square root of the sample size. This
statistical scatter is added to the intrinsic statistical scatter in the DSMC method.
This intrinsic scatter arises because DSMC represents an extremely large
number of real molecules by a relatively small number of simulated particles.
Reducing this scatter by time- or ensemble-averaging alone to produce reliable
solutions is beyond the capability of current computers. Computing the large
number of timesteps required to reach steady flow in large systems may pose an
even more difficult problem. Generally, in the DSMC framework, flows with
high velocities are much easier to compute than are flows with low velocities.
The conclusion is that we cannot accurately simulate a channel 3000 µm long,
in which the gas is moving at a very low subsonic flow velocity.
This computational limit can be added in Figure 11. The x represents the
regime of the microchannel flow problem described above. This flow would be
calculable if the velocity were much higher. However, at the low velocities in
the problem, the L/d = 100 line moves upward as the ratio of Vth /V f increases.
Therefore, the problem becomes incalculable because of large fluctuations.
A general method that will solve problems for flows in the low-speed, high-
Kn regime is still needed. This method must be computationally feasible on
modern computers, at least on the largest or fastest computers available now.
This calls for the development of some kind of acceleration method for DSMC,
perhaps analogous to implicit, multigrid, or asymptotic methods that allow large
timesteps in some CFD problems. Then again, perhaps an entirely different

algorithm for treating such flows must be developed.
SUMMARY AND CONCLUSION

This review has given an overview of the use of DSMC to simulate impor-
tant applications of transitional and nonequilibrium flows. In addition, we
have described selected new, potentially important advances in DSMC ca-
pabilities. These capabilities have grown enormously in the past ten years,
concomitant with the growth of computer capabilities. The need to model

a variety of transition-regime flows quantitatively has significantly advanced
DSMC methodology. Applications considered here are rarefied atmospheric
flows, growth of thin films, and microchannels in micro-electro-mechanical sys-
tems. New advances considered are Lagrangian DSMC, the optimization of the
computation on parallel computers, and advances of hybrid algorithms for com-
putations in mixed-flow regimes. Growth in DSMC capabilities has, in many
respects, paralleled and gained from developments in continuum techniques.
One curious point is that the DSMC timestep and the Courant-Friedrichs-
Lewy condition for explicit continuum computations with similar computa-
tional cell sizes are of the same order of magnitude. For Navier-Stokes simu-
lations, the timestep may be even further limited by the stability and accuracy
conditions for computing the effects of processes such as thermal conduction,
viscosity, molecular diffusion, and especially stiff or rapidly changing chemi-
cal reactions. However, DSMC is not subject to the same stability conditions
that apply to reactive-flow Navier-Stokes simulations. None of the secondary
timestep limitations inherent in reactive Navier-Stokes computations occur in
determining the timestep for a DSMC computation. These limitations may be
traced to unphysical elements in the representation of these processes in the
continuum formulation. Many of the input conditions for Navier-Stokes codes,
such as chemical reaction rates and diffusion coefficients, imply unrealistic
rates of information transfer when the computational cell is beyond a certain
size. This is not a problem faced in DSMC. In addition, none of the problems
of numerical stability associated with continuum methods occur in DSMC.
If it were possible to use DSMC throughout its physically realistic range,
the applicability and generality of the solution to transitional flow problems
would be substantially greater. Fundamental inconsistencies in chemical and
thermodynamic processes might no longer lead to numerical and physical prob-
lems in the solution. However, computational costs of DSMC are high, even
in regimes where it is being used now, and much of the potential range of the
method is beyond current computational capabilities. DSMC has already given
quantitative answers to a broad range of questions that otherwise could not have
438 ORAN ET AL
been answered with sufficient accuracy. The simplicity and flexibility of the
implementation and the stability of the solution make it an attractive tool for
solving physics and engineering problems.
ACKNOWLEDGMENTS
This work was supported by the Applied and Computational Mathematics Pro-
gram of the Defense Advanced Research Project Agency and the Office of
Naval Research. The authors thank Klavs F. Jensen, Timothy J. Bartel, Michail
S. Ivanov, and Alejandro L. Garcia for use of their figures, and Chih-Ming
Ho, James M. McMichael, David E. Fyfe, and Graeme A. Bird for extremely
useful discussions and encouragement. Some of the work on which this paper
is based was done in collaboration with John D. Anderson, Jr., Jay P. Boris,
Thuong X. Nguyen, and Robert S. Sinkovits. Finally, the authors thank Eliza I.
Stefaniw for her critical and useful comments and her help in constructing this
manuscript.
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DIRECT SIMULATION MONTE CARLO: Recent Advances and Applications1

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DIRECT SIMULATION MONTE CARLO: Recent Advances and Applications1

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P1: KKK/ary P2: ARK/plb QC: MBL

November 15, 1997 11:57 Annual Reviews AR049-14

Annu. Rev. Fluid Mech. 1998. 30:403–41

DIRECT SIMULATION MONTE

E.S. Oran, C.K. Oh, and B.Z. Cybyk

copyright covering this paper.

Table 1 Levels of models of many-body interactions

Equation Solution method

Newton’s Law Molecular dynamics (deterministic, particle-

DSMC ADVANCES AND APPLICATIONS 405

fundamental solutions of sets of elementary interactions of particles (such as

Krook) approximation (Bhatnagar et al 1954), to higher-order expansions such

DSMC ADVANCES AND APPLICATIONS 407

various types of input data and represent the nonequilibrium interactions of

emphasis on computational aspects, and compared DSMC computations of the

nonequilibrium structure of shock waves and boundary layers. Cheng’s (1992)

OVERVIEW OF THE PRINCIPLES OF DSMC

Using each simulated molecule to represent a large number of actual mole-

The DSMC Procedure

DSMC ADVANCES AND APPLICATIONS 409

Figure 2 DSMC flowchart.

various degrees of computational efficiency. The currently preferred model is

Numerical Approximations and Input Data

DSMC ADVANCES AND APPLICATIONS 411

must be smaller than λ in each spatial direction. A general guideline is that in

specific gas constant (R = k/m, where k is the Boltzmann constant and m is

boundary layers. In diffuse reflection, the final velocity components of the

inelastic collisions that account for vibrational and rotational nonequilibrium

DSMC ADVANCES AND APPLICATIONS 413

Maxwell equilibrium distribution, and the corresponding conservation equa-

radiative transport equation. It also represents an interesting limit, in which the

CURRENT APPLICATIONS OF DSMC

Rarefied Atmospheric Gases

DSMC ADVANCES AND APPLICATIONS 415

calculate the effects of radiation transport, or how to construct the computational

Computations of the nonequilibrium flows around spacecraft are perhaps the

the purpose of which was to characterize the aerothermal chemistry of low-

orbiting and reentering spacecraft (Levin et al 1994); (d) plume impingement

DSMC ADVANCES AND APPLICATIONS 417

friction forces on a capsule, provides information that can lead to enhanced

Materials Design and Processing—Film Growth and Etching

DSMC ADVANCES AND APPLICATIONS 419

play a major role in characterizing such processes. Here we briefly summa-

Figure 4 shows how a small topographical feature, such as a trench, is cov-

DSMC ADVANCES AND APPLICATIONS 421

Figure 5 DSMC computations of parallel (x-component) and perpendicular (y-component) veloc-

variety of medical and engineering problems. For example, combining MEMS

DSMC ADVANCES AND APPLICATIONS 423

Some attempts have been made to use DSMC to simulate microchannels

however, limits the overall generality and applicability of the method.

As an example of high-Kn effects in microchannels, consider Figure 7 (Oh

DSMC ADVANCES AND APPLICATIONS 425

1997, Oh et al 1995, 1997). Different applications have treated these bound-

in general, some of these advances were applied to DSMC. A number of DSMC

DSMC ADVANCES AND APPLICATIONS 427

axis. Efficient mapping to memory locations depends on the computer memory

data is in MLG order. If particles move as the computation evolves, they

DSMC ADVANCES AND APPLICATIONS 429

Figure 10 DSMC-MLG solution showing absolute velocity contours of a counter-clockwise-

Another potential advantage of using the MLG arises in applications with

the computation is highly efficient on a parallel computer, as discussed below.

DSMC ADVANCES AND APPLICATIONS 431

ulated particles. Therefore, an efficient, fast, platform-specific way to handle

interprocessor communication is essential for large-scale problems on a large