Stochastic numerics for the Boltzmann equation
By: Sergej Rjasanow, Wolfgang Wagner.
Contributors: Wagner, Wolfgang.
Series: Springer series in computational mathematics,; 37
Publisher: Springer
Published: 2005
Place of publication: Berlin; New York
Language: eng
Number of pages: 256
ISBN-13: 9783540252689
Subjects: Stochastic analysis.; Transport theory.
Description: 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.
Notes: Includes bibliographical references (p. [243]-253) and index.