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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 9, Pages 1724–1734 (Mi zvmmf9742)  
Weighted modification of the majorizing frequency method as applied to solving nonlinear kinetic equations

O. V. Bloshchitsina, S. V. Rogazinskii

Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, Novosibirsk, pr. Akademika Lavrent'eva 6, 630090 Russia
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Abstract: A special two-parameter weighted Monte Carlo method is constructed that is, on the one hand, as fast as the well-known majorizing frequency method and, on the other hand, applies to pair collisions of unbounded frequency. The variances of the collision and absorption estimates are proved to be bounded for the method.
Key words: weighted Monte Carlo method, majorizing frequency method, nonlinear Boltzmann kinetic equation.
Received: 30.08.2011
Revised: 30.03.2012
English version:
Computational Mathematics and Mathematical Physics, 2012, Volume 52, Issue 9, Pages 1321–1330
DOI: https://doi.org/10.1134/S0965542512090023
Bibliographic databases:
Document Type: Article
UDC: 519.634
Language: Russian
Citation: O. V. Bloshchitsina, S. V. Rogazinskii, “Weighted modification of the majorizing frequency method as applied to solving nonlinear kinetic equations”, Zh. Vychisl. Mat. Mat. Fiz., 52:9 (2012), 1724–1734; Comput. Math. Math. Phys., 52:9 (2012), 1321–1330
Citation in format AMSBIB
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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