Author: Sergej Rjasanow
Publisher: Springer Science & Business Media
ISBN: 3540276890
Category : Mathematics
Languages : en
Pages : 266
Book Description
Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulation Monte Carlo (DSMC) procedures for rarefied gases, using the theory of Markov processes as a unifying framework. The second goal is a systematic treatment of an extension of DSMC, called stochastic weighted particle method. This method includes several new features, which are introduced for the purpose of variance reduction (rare event simulation). Rigorous convergence results as well as detailed numerical studies are presented.
Stochastic Numerics for the Boltzmann Equation
Author: Sergej Rjasanow
Publisher: Springer Science & Business Media
ISBN: 3540276890
Category : Mathematics
Languages : en
Pages : 266
Book Description
Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulation Monte Carlo (DSMC) procedures for rarefied gases, using the theory of Markov processes as a unifying framework. The second goal is a systematic treatment of an extension of DSMC, called stochastic weighted particle method. This method includes several new features, which are introduced for the purpose of variance reduction (rare event simulation). Rigorous convergence results as well as detailed numerical studies are presented.
Publisher: Springer Science & Business Media
ISBN: 3540276890
Category : Mathematics
Languages : en
Pages : 266
Book Description
Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulation Monte Carlo (DSMC) procedures for rarefied gases, using the theory of Markov processes as a unifying framework. The second goal is a systematic treatment of an extension of DSMC, called stochastic weighted particle method. This method includes several new features, which are introduced for the purpose of variance reduction (rare event simulation). Rigorous convergence results as well as detailed numerical studies are presented.
Energy Deposition for High-Speed Flow Control
Author: Doyle D. Knight
Publisher: Cambridge University Press
ISBN: 1108605516
Category : Technology & Engineering
Languages : en
Pages : 464
Book Description
Written by a leading expert in the field, this book presents a novel method for controlling high-speed flows past aerodynamic shapes using energy deposition via direct current (DC), laser or microwave discharge, and describes selected applications in supersonic and hypersonic flows. Emphasizing a deductive approach, the fundamental physical principles provided give an understanding of the simplified mathematical models derived therefrom. These features, along with an extensive set of 55 simulations, make the book an invaluable reference that will be of interest to researchers and graduate students working in aerospace engineering and in plasma physics.
Publisher: Cambridge University Press
ISBN: 1108605516
Category : Technology & Engineering
Languages : en
Pages : 464
Book Description
Written by a leading expert in the field, this book presents a novel method for controlling high-speed flows past aerodynamic shapes using energy deposition via direct current (DC), laser or microwave discharge, and describes selected applications in supersonic and hypersonic flows. Emphasizing a deductive approach, the fundamental physical principles provided give an understanding of the simplified mathematical models derived therefrom. These features, along with an extensive set of 55 simulations, make the book an invaluable reference that will be of interest to researchers and graduate students working in aerospace engineering and in plasma physics.
Rarefied Gas Dynamics
Author: Lei Wu
Publisher: Springer Nature
ISBN: 981192872X
Category : Science
Languages : en
Pages : 293
Book Description
This book highlights a comprehensive description of the numerical methods in rarefied gas dynamics, which has strong applications ranging from space vehicle re-entry, micro-electromechanical systems, to shale gas extraction. The book consists of five major parts: The fast spectral method to solve the Boltzmann collision operator for dilute monatomic gas and the Enskog collision operator for dense granular gas; The general synthetic iterative scheme to solve the kinetic equations with the properties of fast convergence and asymptotic preserving; The kinetic modeling of monatomic and molecular gases, and the extraction of critical gas parameters from the experiment of Rayleigh-Brillouin scattering; The assessment of the fluid-dynamics equations derived from the Boltzmann equation and typical kinetic gas-surface boundary conditions; The applications of the fast spectral method and general synthetic iterative scheme to reveal the dynamics in some canonical rarefied gas flows. The book is suitable for postgraduates and researchers interested in rarefied gas dynamics and provides many numerical codes for them to begin with.
Publisher: Springer Nature
ISBN: 981192872X
Category : Science
Languages : en
Pages : 293
Book Description
This book highlights a comprehensive description of the numerical methods in rarefied gas dynamics, which has strong applications ranging from space vehicle re-entry, micro-electromechanical systems, to shale gas extraction. The book consists of five major parts: The fast spectral method to solve the Boltzmann collision operator for dilute monatomic gas and the Enskog collision operator for dense granular gas; The general synthetic iterative scheme to solve the kinetic equations with the properties of fast convergence and asymptotic preserving; The kinetic modeling of monatomic and molecular gases, and the extraction of critical gas parameters from the experiment of Rayleigh-Brillouin scattering; The assessment of the fluid-dynamics equations derived from the Boltzmann equation and typical kinetic gas-surface boundary conditions; The applications of the fast spectral method and general synthetic iterative scheme to reveal the dynamics in some canonical rarefied gas flows. The book is suitable for postgraduates and researchers interested in rarefied gas dynamics and provides many numerical codes for them to begin with.
Theory, Numerics and Applications of Hyperbolic Problems II
Author: Christian Klingenberg
Publisher: Springer
ISBN: 3319915487
Category : Mathematics
Languages : en
Pages : 698
Book Description
The second of two volumes, this edited proceedings book features research presented at the XVI International Conference on Hyperbolic Problems held in Aachen, Germany in summer 2016. It focuses on the theoretical, applied, and computational aspects of hyperbolic partial differential equations (systems of hyperbolic conservation laws, wave equations, etc.) and of related mathematical models (PDEs of mixed type, kinetic equations, nonlocal or/and discrete models) found in the field of applied sciences.
Publisher: Springer
ISBN: 3319915487
Category : Mathematics
Languages : en
Pages : 698
Book Description
The second of two volumes, this edited proceedings book features research presented at the XVI International Conference on Hyperbolic Problems held in Aachen, Germany in summer 2016. It focuses on the theoretical, applied, and computational aspects of hyperbolic partial differential equations (systems of hyperbolic conservation laws, wave equations, etc.) and of related mathematical models (PDEs of mixed type, kinetic equations, nonlocal or/and discrete models) found in the field of applied sciences.
Advances in Numerical Simulation in Physics and Engineering
Author: Carlos Parés
Publisher: Springer
ISBN: 3319028391
Category : Mathematics
Languages : en
Pages : 303
Book Description
The book is mainly addressed to young graduate students in engineering and natural sciences who start to face numerical simulation, either at a research level or in the field of industrial applications. The main subjects covered are: Biomechanics, Stochastic Calculus, Geophysical flow simulation and Shock-Capturing numerical methods for Hyperbolic Systems of Partial Differential Equations. The book can also be useful to researchers or even technicians working at an industrial environment, who are interested in the state-of-the-art numerical techniques in these fields. Moreover, it gives an overview of the research developed at the French and Spanish universities and in some European scientific institutions. This book can be also useful as a textbook at master courses in Mathematics, Physics or Engineering.
Publisher: Springer
ISBN: 3319028391
Category : Mathematics
Languages : en
Pages : 303
Book Description
The book is mainly addressed to young graduate students in engineering and natural sciences who start to face numerical simulation, either at a research level or in the field of industrial applications. The main subjects covered are: Biomechanics, Stochastic Calculus, Geophysical flow simulation and Shock-Capturing numerical methods for Hyperbolic Systems of Partial Differential Equations. The book can also be useful to researchers or even technicians working at an industrial environment, who are interested in the state-of-the-art numerical techniques in these fields. Moreover, it gives an overview of the research developed at the French and Spanish universities and in some European scientific institutions. This book can be also useful as a textbook at master courses in Mathematics, Physics or Engineering.
Modeling and Computational Methods for Kinetic Equations
Author: Pierre Degond
Publisher: Springer Science & Business Media
ISBN: 9780817632540
Category : Mathematics
Languages : en
Pages : 372
Book Description
In recent years kinetic theory has developed in many areas of the physical sciences and engineering, and has extended the borders of its traditional fields of application. New applications in traffic flow engineering, granular media modeling, and polymer and phase transition physics have resulted in new numerical algorithms which depart from traditional stochastic Monte--Carlo methods. This monograph is a self-contained presentation of such recently developed aspects of kinetic theory, as well as a comprehensive account of the fundamentals of the theory. Emphasizing modeling techniques and numerical methods, the book provides a unified treatment of kinetic equations not found in more focused theoretical or applied works. The book is divided into two parts. Part I is devoted to the most fundamental kinetic model: the Boltzmann equation of rarefied gas dynamics. Additionally, widely used numerical methods for the discretization of the Boltzmann equation are reviewed: the Monte--Carlo method, spectral methods, and finite-difference methods. Part II considers specific applications: plasma kinetic modeling using the Landau--Fokker--Planck equations, traffic flow modeling, granular media modeling, quantum kinetic modeling, and coagulation-fragmentation problems. Modeling and Computational Methods of Kinetic Equations will be accessible to readers working in different communities where kinetic theory is important: graduate students, researchers and practitioners in mathematical physics, applied mathematics, and various branches of engineering. The work may be used for self-study, as a reference text, or in graduate-level courses in kinetic theory and its applications.
Publisher: Springer Science & Business Media
ISBN: 9780817632540
Category : Mathematics
Languages : en
Pages : 372
Book Description
In recent years kinetic theory has developed in many areas of the physical sciences and engineering, and has extended the borders of its traditional fields of application. New applications in traffic flow engineering, granular media modeling, and polymer and phase transition physics have resulted in new numerical algorithms which depart from traditional stochastic Monte--Carlo methods. This monograph is a self-contained presentation of such recently developed aspects of kinetic theory, as well as a comprehensive account of the fundamentals of the theory. Emphasizing modeling techniques and numerical methods, the book provides a unified treatment of kinetic equations not found in more focused theoretical or applied works. The book is divided into two parts. Part I is devoted to the most fundamental kinetic model: the Boltzmann equation of rarefied gas dynamics. Additionally, widely used numerical methods for the discretization of the Boltzmann equation are reviewed: the Monte--Carlo method, spectral methods, and finite-difference methods. Part II considers specific applications: plasma kinetic modeling using the Landau--Fokker--Planck equations, traffic flow modeling, granular media modeling, quantum kinetic modeling, and coagulation-fragmentation problems. Modeling and Computational Methods of Kinetic Equations will be accessible to readers working in different communities where kinetic theory is important: graduate students, researchers and practitioners in mathematical physics, applied mathematics, and various branches of engineering. The work may be used for self-study, as a reference text, or in graduate-level courses in kinetic theory and its applications.
Hyperbolic Problems: Theory, Numerics, Applications. Volume II
Author: Carlos Parés
Publisher: Springer Nature
ISBN: 3031552644
Category :
Languages : en
Pages : 463
Book Description
Publisher: Springer Nature
ISBN: 3031552644
Category :
Languages : en
Pages : 463
Book Description
Advances in Numerical Methods for Hyperbolic Balance Laws and Related Problems
Author: Giacomo Albi
Publisher: Springer Nature
ISBN: 3031298756
Category : Mathematics
Languages : en
Pages : 241
Book Description
A broad range of phenomena in science and technology can be described by non-linear partial differential equations characterized by systems of conservation laws with source terms. Well known examples are hyperbolic systems with source terms, kinetic equations, and convection-reaction-diffusion equations. This book collects research advances in numerical methods for hyperbolic balance laws and kinetic equations together with related modelling aspects. All the contributions are based on the talks of the speakers of the Young Researchers’ Conference “Numerical Aspects of Hyperbolic Balance Laws and Related Problems”, hosted at the University of Verona, Italy, in December 2021.
Publisher: Springer Nature
ISBN: 3031298756
Category : Mathematics
Languages : en
Pages : 241
Book Description
A broad range of phenomena in science and technology can be described by non-linear partial differential equations characterized by systems of conservation laws with source terms. Well known examples are hyperbolic systems with source terms, kinetic equations, and convection-reaction-diffusion equations. This book collects research advances in numerical methods for hyperbolic balance laws and kinetic equations together with related modelling aspects. All the contributions are based on the talks of the speakers of the Young Researchers’ Conference “Numerical Aspects of Hyperbolic Balance Laws and Related Problems”, hosted at the University of Verona, Italy, in December 2021.
Probabilistic Models for Nonlinear Partial Differential Equations
Author: Denis Talay
Publisher: Springer
ISBN: 3540685138
Category : Mathematics
Languages : en
Pages : 312
Book Description
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.
Publisher: Springer
ISBN: 3540685138
Category : Mathematics
Languages : en
Pages : 312
Book Description
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.
Seminar on Stochastic Analysis, Random Fields and Applications VII
Author: Robert C. Dalang
Publisher: Springer Science & Business Media
ISBN: 3034805454
Category : Mathematics
Languages : en
Pages : 470
Book Description
This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.
Publisher: Springer Science & Business Media
ISBN: 3034805454
Category : Mathematics
Languages : en
Pages : 470
Book Description
This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.