Stochastic Methods for Boundary Value Problems: Numerics for High-Dimensional Pdes and Applications - Softcover
Synopsis
This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.
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About the Author
Karl K. Sabelfeld, Novosibirsk State University, Russia;Nikolai A. Simonov, Novosibirsk State University, Russia.
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