Title:
Stochastic numerics for the Boltzmann equation
Personal Author:
Series:
Springer series in computational mathematics ; 37
Publication Information:
Berlin : Springer, 2005
ISBN:
9783540252689
Added Author:
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
---|---|---|---|---|---|
Searching... | 30000010148735 | QA274.2 R52 2005 | Open Access Book | Book | Searching... |
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Summary
Summary
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.