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Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications.
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin/Boston, GERMANY :
De Gruyter,
2016.
©2016 |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 001 | EBOOKCENTRAL_ocn960040322 | ||
| 003 | OCoLC | ||
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| 020 | |a 9783110479454 |q (electronic bk.) | ||
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| 020 | |z 3110479168 | ||
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| 020 | |z 9783110479065 |q (alk. paper) | ||
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| 029 | 1 | |a AU@ |b 000059028716 | |
| 029 | 1 | |a CHBIS |b 010896435 | |
| 029 | 1 | |a CHVBK |b 483383929 | |
| 029 | 1 | |a DEBBG |b BV043867764 | |
| 035 | |a (OCoLC)960040322 |z (OCoLC)962125295 |z (OCoLC)979760869 |z (OCoLC)1055398287 |z (OCoLC)1066429723 |z (OCoLC)1081237459 |z (OCoLC)1162019826 | ||
| 037 | |a 957921 |b MIL | ||
| 050 | 4 | |a QA379 | |
| 072 | 7 | |a MAT |x 003000 |2 bisacsh | |
| 072 | 7 | |a MAT |x 029000 |2 bisacsh | |
| 082 | 0 | 4 | |a 519.2/3 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Sabelfeld, Karl K. | |
| 245 | 1 | 0 | |a Stochastic Methods for Boundary Value Problems : |b Numerics for High-dimensional PDEs and Applications. |
| 260 | |a Berlin/Boston, GERMANY : |b De Gruyter, |c 2016. | ||
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (208) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a 1 Introduction ; 2 Random walk algorithms for solving integral equations ; 2.1 Conventional Monte Carlo scheme ; 2.2 Biased estimators ; 2.3 Linear-fractional transformations and their relations to iterative processes. | |
| 505 | 8 | |a 2.4 Asymptotically unbiased estimators based on singular approximations 2.5 Integral equation of the first kind ; 3 Random walk-on-boundary algorithms for the Laplace equation ; 3.1 Newton potentials and boundary integral equations of the electrostatics. | |
| 505 | 8 | |a 3.2 The interior Dirichlet problem and isotropic random walk-on-boundary process 3.3 Solution of the Neumann problem ; 3.4 Random estimators for the exterior Dirichlet problem ; 3.5 Third BVP and alternative methods of solving the Dirichlet problem ; 3.6 Inhomogeneous problems. | |
| 505 | 8 | |a 3.7 Continuity BVP 3.7.1 Walk on boundary for the continuity problem ; 3.8 Calculation of the solution derivatives near the boundary ; 3.9 Normal derivative of a double-layer potential ; 4 Walk-on-boundary algorithms for the heat equation. | |
| 505 | 8 | |a 4.1 Heat potentials and Volterra boundary integral equations 4.2 Nonstationary walk-on-boundary process ; 4.3 The Dirichlet problem ; 4.4 The Neumann problem ; 4.5 Third BVP ; 4.6 Unbiasedness and variance of the walk-on-boundary algorithms. | |
| 504 | |a Includes bibliographical references. | ||
| 520 | |a 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. | ||
| 546 | |a In English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Boundary value problems |x Numerical solutions. | |
| 650 | 0 | |a Stochastic analysis. | |
| 650 | 0 | |a Random walks (Mathematics) | |
| 650 | 6 | |a Problèmes aux limites |x Solutions numériques. | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 6 | |a Marches aléatoires (Mathématiques) | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Boundary value problems |x Numerical solutions |2 fast | |
| 650 | 7 | |a Random walks (Mathematics) |2 fast | |
| 650 | 7 | |a Stochastic analysis |2 fast | |
| 650 | 7 | |a Partielle Differentialgleichung |2 gnd | |
| 650 | 7 | |a Integralgleichung |2 gnd | |
| 650 | 7 | |a Randwertproblem |2 gnd | |
| 650 | 7 | |a Monte-Carlo-Simulation |2 gnd | |
| 650 | 7 | |a Irrfahrtsproblem |2 gnd | |
| 700 | 1 | |a Simonov, N. A. | |
| 758 | |i has work: |a Stochastic methods for boundary value problems (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGHDjRdJXCJ37MJfCW9xDq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |z 9783110479065 |z 3110479060 |w (DLC) 2016042706 |w (OCoLC)949750711 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4707937 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH30656616 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH30477649 | ||
| 938 | |a De Gruyter |b DEGR |n 9783110479454 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL4707937 | ||
| 938 | |a EBSCOhost |b EBSC |n 1362724 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis34324466 | ||
| 938 | |a YBP Library Services |b YANK |n 13158387 | ||
| 994 | |a 92 |b IZTAP | ||