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

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISBN
9783540252689
3540252681
Dimensions
24 cm
Extent
XIII, 256 S.
Language
Englisch
Notes
graph. Darst.
Literaturverz. S. 243 - 253

Bibliographic citation
Springer series in computational mathematics ; 37

Classification
Physik
Keyword
Verdünntes Gas
Boltzmann-Gleichung
Monte-Carlo-Simulation

Event
Veröffentlichung
(where)
Berlin, Heidelberg, New York
(who)
Springer
(when)
2005
Creator

Table of contents
Rights
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Last update
11.06.2025, 2:23 PM CEST

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Associated

Time of origin

  • 2005

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