GERMAN

Stochastic Numerics for the Boltzmann Equation

By Sergej Rjasanow , Wolfgang Wagner

Book information

Publisher
Springer
Year
2005
ISBN
3540252681, 9783540252689
LCC
QA274.2 .R58 2005
Open Library ID
OL3480159M
Language
german
Format
PDF
Filesize
3 MB (3526145 bytes)
Series
Springer Series in Computational Mathematics
Edition
1
Pages
265\265
Time added
2011-01-06 10:13:16

Description

Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulation Monte Carlo (DSMC) procedures for rarefied gases, using the theory of Markov processes as a unifying framework. The second goal is a systematic treatment of an extension of DSMC, called stochastic weighted particle method. This method includes several new features, which are introduced for the purpose of variance reduction (rare event simulation). Rigorous convergence results as well as detailed numerical studies are presented.

Similar books