Quiet direct simulation Monte-Carlo with random timesteps-Reference-Cited by-同舟云学术

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Quiet direct simulation Monte-Carlo with random timesteps

Published:2007-01 Issue:1 Volume:221 Page:1-8
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Peter William

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

Reference26 articles.

1. Computational Plasma Physics: With Applications to Fusion and Astrophysics;Tajima,1989

2. Plasma Physics Via Computer Simulation;Birdsall,1991

3. Handbook of Stochastic Methods;Gardiner,1985

4. An Introduction to Stochastic Processes in Physics;Lemons,2002

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance;Arabian Journal of Mathematics;2020-07-13

2. An exponential timestepping algorithm for diffusion with discontinuous coefficients;Journal of Computational Physics;2019-11

3. An improved Quiet Direct Simulation method for Eulerian fluids using a second-order scheme;Journal of Computational Physics;2009-04

4. A low-variance deviational simulation Monte Carlo for the Boltzmann equation;Journal of Computational Physics;2007-10

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