Global weighted Monte Carlo method for the nonlinear Boltzmann equation
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 10, pp. 1860-1870

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New weighted modifications of direct statistical simulation methods as applied to the nonlinear Boltzmann equation are developed on the basis of an original strategy–stratification of the collision distribution in a multiparticle system according to the index of a pair of interacting particles. The weighted algorithms are validated on a model problem with a known solution. It is shown that they effectively estimate variations in the functionals with varying parameters, in particular, with the number of particles in the simulating ensemble.
@article{ZVMMF_2005_45_10_a10,
     author = {M. S. Ivanov and M. A. Korotchenko and G. A. Mikhailov and S. V. Rogazinskii},
     title = {Global weighted {Monte} {Carlo} method for the nonlinear {Boltzmann} equation},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1860--1870},
     publisher = {mathdoc},
     volume = {45},
     number = {10},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_10_a10/}
}
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M. S. Ivanov; M. A. Korotchenko; G. A. Mikhailov; S. V. Rogazinskii. Global weighted Monte Carlo method for the nonlinear Boltzmann equation. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 10, pp. 1860-1870. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_10_a10/