Monte Carlo Methods in Boundary Value Problems - Hardcover

Sabelfeld, Karl K.

 
9783540530015: Monte Carlo Methods in Boundary Value Problems

Synopsis

This book deals with random walk methods for solving multi-dimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems - potential theory, elasticity and diffusion. Some of the advantages of new methods as compared to conventional numerical methods are that they cater for stochasticities in the boundary value problems and complicated shapes of the boundaries. This monograph on mathematical physics, numerical and computational techniques, computer science and technology is intended for researchers and students in computational and applied mathematics, simulation and mathematical physics.

"synopsis" may belong to another edition of this title.

Synopsis

This book deals with random walk methods for solving multi-dimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems - potential theory, elasticity and diffusion. Some of the advantages of new methods as compared to conventional numerical methods are that they cater for stochasticities in the boundary value problems and complicated shapes of the boundaries. This monograph on mathematical physics, numerical and computational techniques, computer science and technology is intended for researchers and students in computational and applied mathematics, simulation and mathematical physics.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9783642759796: Monte Carlo Methods: in Boundary Value Problems (Scientific Computation)

Featured Edition

ISBN 10:  3642759793 ISBN 13:  9783642759796
Publisher: Springer, 2011
Softcover