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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2010 Volume 50, Number 2, Pages 352–361 (Mi zvmmf4834)

This article is cited 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

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.

UDC: 519.676

Received: 02.06.2009
Revised: 22.07.2009


 English version:
Computational Mathematics and Mathematical Physics, 2010, 50:2, 335–344

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