Untertitel:: Springer Series in Computational Mathematics
Verlag:: Springer Berlin
Erschienen:: 04.11.2005
Seitenanzahl:: 256
ISBN:: 3540276890
EAN:: 9783540276890
Format:: eBook
Schutz:: Dig. Wass.
Downloadzeit:: Maximaler Downloadzeitraum: 24 Monate

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Stochastic Numerics for the Boltzmann Equation

Sergej Rjasanow / Wolfgang Wagner

<P>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.</P>