Brownian approximation and Monte Carlo simulation of the non-cutoff Kac equation

DOI10.1007/s10955-007-9424-8zbMath1139.82035OpenAlexW1998868786MaRDI QIDQ2473357

Bernt Wennberg, Mattias Sundén

Publication date: 27 February 2008

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-007-9424-8

zbMATH Keywords

diffusion approximationdirect simulation Monte CarlothermostatMarkov jump processKac equationnon-equilibrium stationary state

Mathematics Subject Classification ID

Related Items (1)

Well-posedness and large time behaviour for the non-cutoff Kac equation with a Gaussian thermostat

Uses Software

• LAPACK
• Ziggurat
• rnorrexp

Cites Work

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