Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications

Language: English

Published by De Gruyter, 2016

3110479060 / 9783110479065

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents:IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography.…

Seller Inventory # 9783110479065

Title
Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications
Author
Nikolai A. Simonov
Publisher
De Gruyter
Publication year
2016
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3110479060
ISBN 13
9783110479065
Item weight
482 grams
Dimensions
246x175x17 mm

AHA-BUCH GmbH

Einbeck, Germany

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