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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 2, Pages 352–361 (Mi zvmmf4834)  

This article is cited in 12 scientific papers (total in 12 papers)

Estimation of the statistical error of the direct statistical modeling 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
References:
Abstract: The statistical error of the direct simulation Monte Carlo method for numerical solution of the rarefied gas dynamics problems is investigated. Based on the central limit theorem for Markov processes, asymptotic confidence intervals for the errors connected with the number of time steps are obtained for estimates of the three main macroparameters of the flow (density, velocity, and temperature). For the quantities involved in the expressions for the confidence intervals, practical recommendations are given concerning their numerical evaluation simultaneously with the calculation of the flow macroparameters. The proposed approaches to constructing the confidence intervals are illustrated using the classical problem of heat transfer between two infinite parallel plates as an example.
Key words: rarefied gas dynamics, direct simulation Monte Carlo method, statistical error, confidence interval.
Received: 02.06.2009
Revised: 22.07.2009
English version:
Computational Mathematics and Mathematical Physics, 2010, Volume 50, Issue 2, Pages 335–344
DOI: https://doi.org/10.1134/S0965542510020156
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: M. Yu. Plotnikov, E. V. Shkarupa, “Estimation of the statistical error of the direct statistical modeling method”, Zh. Vychisl. Mat. Mat. Fiz., 50:2 (2010), 352–361; Comput. Math. Math. Phys., 50:2 (2010), 335–344
Citation in format AMSBIB
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  • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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