WIAS Preprint No. 1021, (2005)

Stochastic weighted particle method -- Theory and numerical examples



Authors

  • Rjasanow, Sergej
  • Wagner, Wolfgang

2010 Mathematics Subject Classification

  • 65C05 82C80

Keywords

  • Boltzmann equation, Stochastic numerics, Variance reduction

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 by numerical tests.

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