WIAS Preprint No. 157, (1995)
A generalized collision mechanism for stochastic particle schemes approximating Boltzmann type equations
Authors
- Rjasanow, Sergej
- Wagner, Wolfgang
2010 Mathematics Subject Classification
- 65C05 76P05 82C80
Keywords
- Boltzmann type equations, stochastic particle method, collision mechanism, random weight transfer, variance reduction
DOI
Abstract
A generalized collision mechanism for Boltzmann type stochastic particle schemes is developed. This mechanism is based on the idea of random weight transfer originating from random discrete velocity models. The problem of applying the new degrees of freedom for the purpose of variance reduction is studied. Some results of numerical experiments are given.
Appeared in
- Comput. Math. Appl., 35 (1998), No. 1/2, pp. 165-178
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