AHA-BUCH

Stochastic Numerics for the Boltzmann Equation

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ISBN-13:
9783540252689
Einband:
Book
Erscheinungsdatum:
20.05.2005
Seiten:
256
Autor:
Sergej Rjasanow
Gewicht:
566 g
Format:
243x165x22 mm
Serie:
37, Springer Series in Computational Mathematics
Sprache:
Englisch
Beschreibung:

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.