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Stochastic Numerics for the Boltzmann Equation [electronic resource]
- 作者： Rjasanow, Sergej.
- 其他作者：
- 出版： Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg
- 叢書名： Springer series in computational mathematics37
- 主題： Stochastic analysis , Transport theory , Mathematics , Probability Theory and Stochastic Processes. , Mathematical and Computational Physics. , Numerical analysis , Partial Differential Equations.
- ISBN： 9783540276890 (electronic bk.) 、 9783540252689 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
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讀者標籤：
- 系統號： 005017624 | 機讀編目格式
館藏資訊
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.
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