书目名称 | Stochastic Numerics for the Boltzmann Equation |
编辑 | Sergej Rjasanow,Wolfgang Wagner |
视频video | |
丛书名称 | Springer Series in Computational Mathematics |
图书封面 |  |
描述 | .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.. |
出版日期 | Book 2005 |
关键词 | Boltzmann equation; Monte Carlo methods; Variance; interacting particle systems; numerics; rarified gas d |
版次 | 1 |
doi | https://doi.org/10.1007/3-540-27689-0 |
isbn_softcover | 978-3-642-06443-2 |
isbn_ebook | 978-3-540-27689-0Series ISSN 0179-3632 Series E-ISSN 2198-3712 |
issn_series | 0179-3632 |
copyright | Springer-Verlag Berlin Heidelberg 2005 |