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