Buch, Englisch, Band 37, 256 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1230 g
Buch, Englisch, Band 37, 256 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1230 g
Reihe: Springer Series in Computational Mathematics
ISBN: 978-3-540-25268-9
Verlag: Springer
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Mathematik | Informatik Mathematik Mathematische Analysis Moderne Anwendungen der Analysis
- Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
Weitere Infos & Material
Kinetic theory.- Related Markov processes.- Stochastic weighted particle method.- Numerical experiments.
