WIAS Preprint No. 502, (1999)

Simulation of Rare Events by the Stochastic Weighted Particle Method for the Boltzmann Equation


  • Rjasanow, Sergej
  • Wagner, Wolfgang

2010 Mathematics Subject Classification

  • 65C05 76P05 82C80


  • Boltzmann equation, stochastic particle method, rare events, variance reduction, numerical experiments




An extension of the stochastic weighted particle method for the numerical treatment of the Boltzmann equation is presented. A new procedure for modelling the inflow boundary condition is introduced and its performance is tested in a two-dimensional example with strong density gradients. A gain factor in computing time of several orders of magnitude is achieved in specific situations.

Appeared in

  • Math.Comput. Modelling 33 (2001), no. 8-9, pp. 907-926

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