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.
Or split into 4x interest-free payments of 25% on orders over R50
Learn more
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.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Springer Series in Computational Mathematics, 37 |
Release date | May 2005 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2005 |
Authors | Sergej Rjasanow, Wolfgang Wagner |
Dimensions | 235 x 155 x 15mm (L x W x T) |
Format | Hardcover |
Pages | 256 |
Edition | 2005 ed. |
ISBN-13 | 978-3-540-25268-9 |
Barcode | 9783540252689 |
Categories | |
LSN | 3-540-25268-1 |