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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Inhoudsopgave
Kinetic theory.- Related Markov processes.- Stochastic weighted particle method.- Numerical experiments.
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Taal Engels ● Formaat PDF ● Pagina’s 256 ● ISBN 9783540276890 ● Bestandsgrootte 3.5 MB ● Uitgeverij Springer Berlin ● Stad Heidelberg ● Land DE ● Gepubliceerd 2005 ● Downloadbare 24 maanden ● Valuta EUR ● ID 2160940 ● Kopieerbeveiliging Sociale DRM
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