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

Sabelfeld, Karl K.

 
9783540530015: Monte Carlo Methods: in Boundary Value Problems (Scientific Computation)

Inhaltsangabe

This book deals with Random Walk Methods for solving multidimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems: (1) potential theory, (2) elasticity, and (3) diffusion. Some of the advantages of our 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.

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

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