Stochastic weighted particle method, theory and numerical examples
Vol. 2 No. 2 (2007) P.461~P.493
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.
Boltzmann equation, Stochastic numerics, Variance reduction
MATHEMATICAL SUBJECT CLASSIFICATION 2010
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