Stochastic Numerics for the Boltzmann Equation
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Book Overview
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.
Format:Paperback
Language:English
ISBN:3642064434
ISBN13:9783642064432
Release Date:October 2010
Publisher:Springer
Length:256 Pages
Weight:0.85 lbs.
Dimensions:0.6" x 6.1" x 9.2"
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