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

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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 fro...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Sabelfeld, Karl K.
Otros Autores: Simonov, N. A.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin/Boston, GERMANY : De Gruyter, 2016.
©2016
Temas:
Boundary value problems > Numerical solutions.
Stochastic analysis.
Random walks (Mathematics)
Problèmes aux limites > Solutions numériques.
Analyse stochastique.
Marches aléatoires (Mathématiques)
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Boundary value problems > Numerical solutions
Stochastic analysis
Partielle Differentialgleichung
Integralgleichung
Randwertproblem
Monte-Carlo-Simulation
Irrfahrtsproblem
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (208)
Bibliografía:Includes bibliographical references.
ISBN:3110479451
9783110479454

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