Stochastic Numerics for the Boltzmann Equation

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 unifyi...

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Bibliographic Details
Main Authors: Rjasanow, Sergej (Author), Wagner, Wolfgang (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
Series:Springer Series in Computational Mathematics, 37
Subjects:
Online Access:Full Text via HEAL-Link
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100 1 |a Rjasanow, Sergej.  |e author. 
245 1 0 |a Stochastic Numerics for the Boltzmann Equation  |h [electronic resource] /  |c by Sergej Rjasanow, Wolfgang Wagner. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg,  |c 2005. 
300 |a XIV, 256 p.  |b online resource. 
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490 1 |a Springer Series in Computational Mathematics,  |x 0179-3632 ;  |v 37 
505 0 |a Kinetic theory -- Related Markov processes -- Stochastic weighted particle method -- Numerical experiments. 
520 |a 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. 
650 0 |a Mathematics. 
650 0 |a Partial differential equations. 
650 0 |a Numerical analysis. 
650 0 |a Probabilities. 
650 0 |a Physics. 
650 1 4 |a Mathematics. 
650 2 4 |a Numerical Analysis. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Theoretical, Mathematical and Computational Physics. 
650 2 4 |a Partial Differential Equations. 
700 1 |a Wagner, Wolfgang.  |e author. 
710 2 |a SpringerLink (Online service) 
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776 0 8 |i Printed edition:  |z 9783540252689 
830 0 |a Springer Series in Computational Mathematics,  |x 0179-3632 ;  |v 37 
856 4 0 |u http://dx.doi.org/10.1007/3-540-27689-0  |z Full Text via HEAL-Link 
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