Stochastic Numerics for the Boltzmann Equation

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 unifyi...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Rjasanow, Sergej (Autor), Wagner, Wolfgang (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Springer Series in Computational Mathematics, 37
Temas:
Numerical analysis.
Probabilities.
Mathematical physics.
Differential equations.
Numerical Analysis.
Probability Theory.
Theoretical, Mathematical and Computational Physics.
Differential Equations.
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:XIV, 256 p. online resource.
ISBN:9783540276890
ISSN:2198-3712 ;

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