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Stochastic Numerics for the Boltzmann Equation (Paperback, Softcover reprint of hardcover 1st ed. 2005) Loot Price: R2,441
Discovery Miles 24 410
Repayment Terms: R229 pm x 12*
Stochastic Numerics for the Boltzmann Equation (Paperback, Softcover reprint of hardcover 1st ed. 2005): Sergej Rjasanow,...

Stochastic Numerics for the Boltzmann Equation (Paperback, Softcover reprint of hardcover 1st ed. 2005)

Sergej Rjasanow, Wolfgang Wagner

Series: Springer Series in Computational Mathematics, 37

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Loot Price R2,441 Discovery Miles 24 410 | Repayment Terms: R229 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: October 2010
First published: 2005
Authors: Sergej Rjasanow • Wolfgang Wagner
Dimensions: 235 x 155 x 14mm (L x W x T)
Format: Paperback
Pages: 256
Edition: Softcover reprint of hardcover 1st ed. 2005
ISBN-13: 978-3-642-06443-2
Categories: Books > Science & Mathematics > Mathematics > Numerical analysis
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Physics > General
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 3-642-06443-4
Barcode: 9783642064432

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