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.
€96.29
İçerik tablosu
Kinetic theory.- Related Markov processes.- Stochastic weighted particle method.- Numerical experiments.
Bu e-kitabı satın alın ve 1 tane daha ÜCRETSİZ kazanın!
Dil İngilizce ● Biçim PDF ● Sayfalar 256 ● ISBN 9783540276890 ● Dosya boyutu 3.5 MB ● Yayımcı Springer Berlin ● Kent Heidelberg ● Ülke DE ● Yayınlanan 2005 ● İndirilebilir 24 aylar ● Döviz EUR ● Kimlik 2160940 ● Kopya koruma Sosyal DRM
Aynı yazardan daha fazla e-kitap / Editör
4.110 Bu kategorideki e-kitaplar
