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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
Artikel-ID: 107022980