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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Table des matières
Kinetic theory.- Related Markov processes.- Stochastic weighted particle method.- Numerical experiments.
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Langue Anglais ● Format PDF ● Pages 256 ● ISBN 9783540276890 ● Taille du fichier 3.5 MB ● Maison d’édition Springer Berlin ● Lieu Heidelberg ● Pays DE ● Publié 2005 ● Téléchargeable 24 mois ● Devise EUR ● ID 2160940 ● Protection contre la copie DRM sociale
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