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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2015, Volume 55, Number 11, Pages 1938–1951
DOI: https://doi.org/10.7868/S0044466915110149 (Mi zvmmf10303) 		 
This article is cited in 5 scientific papers (total in 5 papers)

A combined approach to the estimation of statistical error of the direct simulation Monte Carlo method

M. Yu. Plotnikova, E. V. Shkarupab

a Kutateladze Institute of Thermophysics, Siberian Branch, Russian Academy of Sciences, pr. Akademika Lavrent'eva 1, Novosibirsk, 630090, Russia
b Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, pr. Akademika Lavrent'eva 6, Novosibirsk, 630090, Russia
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DOI: https://doi.org/10.7868/S0044466915110149
Abstract: Presently, the direct simulation Monte Carlo (DSMC) method is widely used for solving rarefied gas dynamics problems. As applied to steady-state problems, a feature of this method is the use of dependent sample values of random variables for the calculation of macroparameters of gas flows. A new combined approach to estimating the statistical error of the method is proposed that does not practically require additional computations, and it is applicable for any degree of probabilistic dependence of sample values. Features of the proposed approach are analyzed theoretically and numerically. The approach is tested using the classical Fourier problem and the problem of supersonic flow of rarefied gas through permeable obstacle.
Key words: direct simulation Monte Carlo method, statistical error, numerical solution of rarefied gas dynamics problems.
Funding agency Grant number
Russian Foundation for Basic Research 14-08-00534_а
13-01-00746_а
Ministry of Education and Science of the Russian Federation НШ-5111.2014.1
Received: 11.03.2015
English version:
Computational Mathematics and Mathematical Physics, 2015, Volume 55, Issue 11, Pages 1913–1925
DOI: https://doi.org/10.1134/S0965542515110135
Bibliographic databases:
Document Type: Article
UDC: 519.634
MSC: 82B80
Language: Russian
Citation: M. Yu. Plotnikov, E. V. Shkarupa, “A combined approach to the estimation of statistical error of the direct simulation Monte Carlo method”, Zh. Vychisl. Mat. Mat. Fiz., 55:11 (2015), 1938–1951; Comput. Math. Math. Phys., 55:11 (2015), 1913–1925
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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