E Book

Stochastic Numerics for the Boltzmann Equation

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Kinetic theory -- Related Markov processes -- Stochastic weighted particle method -- Numerical experiments.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.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

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Penerbit

Berlin, Heidelberg : Springer., 2005

Deskripsi Fisik

XIV, 256 p.online resource.

Bahasa

English

ISBN/ISSN

9783540276890

Klasifikasi

518

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

1st ed. 2005.

Subjek

Numerical analysis.
Probabilities.
Probability Theory and Stochastic Processes.
Mathematical physics.
Theoretical, Mathematical and Computational Physics.
Partial differential equations.

Info Detail Spesifik

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Pernyataan Tanggungjawab

Sergej Rjasanow, Wolfgang Wagner.

Versi lain/terkait

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