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＜電子ブック＞
Stochastic Numerics for the Boltzmann Equation / by Sergej Rjasanow, Wolfgang Wagner
(Springer Series in Computational Mathematics. ISSN:21983712 ; 37)

版	1st ed. 2005.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2005
本文言語	英語
大きさ	XIV, 256 p : online resource
著者標目	*Rjasanow, Sergej author Wagner, Wolfgang author SpringerLink (Online service)
件　名	LCSH:Numerical analysis LCSH:Probabilities LCSH:Mathematical physics LCSH:Differential equations FREE:Numerical Analysis FREE:Probability Theory FREE:Theoretical, Mathematical and Computational Physics FREE:Differential Equations
一般注記	Kinetic theory -- Related Markov processes -- Stochastic weighted particle method -- Numerical experiments 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 HTTP:URL=https://doi.org/10.1007/3-540-27689-0

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