Stochastic numerics for the Boltzmann equation
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Author
Contributions
- Wagner, Wolfgang. - Contributor
Publication
2005 - Springer, Berlin
Language
English
Word Count
64,000 words, Guess
Page Count
256 pages
Identifiers
- Open LibraryOL3480159M
- ISBN-139783540252689
- ISBN-103540252681
- OCLC Control Number60634590
- OCLC Control Number60613343
and 3 more
- OCLC Control Numberstochasticnumeri00rjas
- Library of Congress Control Number2005922826
- Goodreads2898512
Classifications
- DDC519.2/2
- LCCQA274.2 .R58 2005
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.
Subjects
Series Statement
- Springer series in computational mathematics,
Other Editions
- Stochastic numerics for the Boltzmann equation
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