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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表中的内容
Kinetic theory.- Related Markov processes.- Stochastic weighted particle method.- Numerical experiments.
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语言 英语 ● 格式 PDF ● 网页 256 ● ISBN 9783540276890 ● 文件大小 3.5 MB ● 出版者 Springer Berlin ● 市 Heidelberg ● 国家 DE ● 发布时间 2005 ● 下载 24 个月 ● 货币 EUR ● ID 2160940 ● 复制保护 社会DRM
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