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Stochastic Numerics for the Boltzmann Equation (Hardcover, 2005 ed.) Loot Price: R3,104

Discovery Miles 31 040

Repayment Terms: R291 pm x 12*

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Stochastic Numerics for the Boltzmann Equation (Hardcover, 2005 ed.): Sergej Rjasanow, Wolfgang Wagner

Stochastic Numerics for the Boltzmann Equation (Hardcover, 2005 ed.)

Sergej Rjasanow, Wolfgang Wagner

Series: Springer Series in Computational Mathematics, 37

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Loot Price R3,104 Discovery Miles 31 040 | Repayment Terms: R291 pm x 12*

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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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Springer Series in Computational Mathematics, 37
Release date:	May 2005
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
Categories:	Books > Science & Mathematics > Mathematics > Numerical analysis Promotions
LSN:	3-540-25268-1
Barcode:	9783540252689