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Book 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.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

• Full title: Stochastic Numerics for the Boltzmann Equation
• Author: Sergej Rjasanow, Wolfgang Wagner
• Language: English
• Binding: Paperback
• Number of pages: 256
• EAN: 9783642064432
• ISBN: 3642064434
• ID: 01651693
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Weight: 421 g
• Dimensions: 235 × 155 × 15 mm
• Date of publishing: 19. October 2010

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