Stochastic Numerics for the Boltzmann Equation
| Autor: | Sergej Rjasanow, Wolfgang Wagner |
|---|---|
| EAN: | 9783540276890 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 04.11.2005 |
| Kategorie: | |
| Schlagworte: | Boltzmann equation Monte Carlo methods Variance interacting particle systems numerics rarified gas dynamics stochastic numerics |
96,29 €*
Versandkostenfrei
Die Verfügbarkeit wird nach ihrer Bestellung bei uns geprüft.
Bücher sind in der Regel innerhalb von 1-2 Werktagen abholbereit.
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.