Stochastic numerics for the Boltzmann equation

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 unifyi...

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Những tác giả chính: Rjasanow, Sergej, Wagner, Wolfgang (Tác giả)
Định dạng: Livre numérique
Ngôn ngữ:Anglais
Được phát hành: Berlin, Heidelberg : Springer Berlin Heidelberg : Springer e-books [20..].
Cham : Springer Nature
Loạt:Springer Series in Computational Mathematics 37
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Chú thích: Archives Springer e-books (Licence nationale)
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Edition sous un autre format:• Stochastic numerics for the Boltzmann equation, Sergej Rjasanow, Wolfgang Wagner, Berlin, Springer, 2005, 1 vol. (xiii-256 p.), Springer series in computational mathematics, 3-540-25268-1
Miêu tả
Tóm tắt: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
Mô tả sách:Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
số ISBN:9783540276890
số ISSN:0179-3632
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