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

Zh. Vychisl. Mat. Mat. Fiz., 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

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.

UDC: 519.634

Received: 30.08.2011
Revised: 30.03.2012


 English version:
Computational Mathematics and Mathematical Physics, 2012, 52:9, 1321–1330

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© Steklov Math. Inst. of RAS, 2025