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Mathematics Academia Sinica
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2007 / June Volume 2 No.2
Stochastic weighted particle method, theory and numerical examples
Published Date
2007 / June
Title
Stochastic weighted particle method, theory and numerical examples
Author
S. Rjasanow, W. Wagner
Keyword
Boltzmann equation, Stochastic numerics, Variance reduction, Boltzmann equation, Stochastic numerics, Variance reduction
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Pagination
461-493
Abstract
In the present paper we give a theoretical background of the Stochastic Weighted Particle Method (SWPM) for the classical Boltzmann equation. This numerical method was developed for problems with big deviation in magnitude of values of interest. We describe the corresponding algorithms, give a brief summary of the convergence theory and illustrate the new possibilities on hand of numerical tests.
Received
2004-12-07
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