Quiet direct simulation Monte-Carlo with random timesteps

DOI10.1016/J.JCP.2006.06.008MaRDI QIDQ870523zbMATH OpenOpenAlexFDO

Authors William Peter

Publication date 13 March 2007

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2006.06.008

zbMATH Keywords

numerical examplesdiffusion equationparticle-in-cell methodsdirect simulation Monte-Carlostochastic processess

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Heat equation (35K05)

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Cites work

• scientific article; zbMATH DE number 1817998 (Why is no real title available?)
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 4083255 (Why is no real title available?)
• scientific article; zbMATH DE number 3179793 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3626821 (Why is no real title available?)
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Direct simulation methods for compressible inviscid ideal-gas flow
• Efficient numerical solution of stochastic differential equations using exponential timestepping
• Exponential Timestepping with Boundary Test for Stochastic Differential Equations
• Failure analysis of the molecular block model for the direct simulation Monte Carlo method
• Statistical simulation of low-speed rarefied gas flows

Cited in

(5)

• An exponential timestepping algorithm for diffusion with discontinuous coefficients
• Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance
• A low-variance deviational simulation Monte Carlo for the Boltzmann equation
• An improved quiet direct simulation method for Eulerian fluids using a second-order scheme
• Time step truncation in direct simulation Monte Carlo for semiconductors

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