| Title:
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STOCHASTIC NUMERICS FOR THE BOLTZMANN EQUATION
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| By: |
Sergej Rjasanow, Wolfgang Wagner |
| Format: |
Paperback |
| List price:
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£89.99 |
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| ISBN 10: |
3642064434 |
| ISBN 13: |
9783642064432 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
19 October, 2010 |
| Edition: |
Softcover reprint of hardcover 1st ed. 2005 |
| Series: |
Springer Series in Computational Mathematics 37 |
| Pages: |
256 |
| Synopsis: |
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. |
| Illustrations: |
9 Tables, black and white; XIV, 256 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |