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Englisch
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Beschreibung
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.
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.
Zusammenfassung
Dr. phil. Wolfgang Wagner ist wissenschaftlicher Mitarbeiter der Hessischen Stiftung Friedens- und Konfliktforschung.
Inhaltsverzeichnis
Kinetic theory.- Related Markov processes.- Stochastic weighted particle method.- Numerical experiments.
Details
| Erscheinungsjahr: | 2010 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Reihe: | Springer Series in Computational Mathematics |
| Inhalt: |
xiv
256 S. |
| ISBN-13: | 9783642064432 |
| ISBN-10: | 3642064434 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Rjasanow, Sergej
Wagner, Wolfgang |
| Auflage: | Softcover reprint of hardcover 1st edition 2005 |
| Hersteller: |
Springer
Springer Vieweg Springer-Verlag GmbH Springer Series in Computational Mathematics |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 15 mm |
| Von/Mit: | Sergej Rjasanow (u. a.) |
| Erscheinungsdatum: | 19.10.2010 |
| Gewicht: | 0,417 kg |