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Stochastic Numerics for the Boltzmann Equation PDF

265 Pages·2005·3.363 MB·German
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by Sergej Rjasanow, Wolfgang Wagner| 2005| 265 pages| 3.363| German

About 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 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.

Detailed Information

Author:Sergej Rjasanow, Wolfgang Wagner
Publication Year:2005
ISBN:9783540252689
Pages:265
Language:German
File Size:3.363
Format:PDF
Price:FREE
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