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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Sabelfeld, Karl K.
Autres auteurs: Simonov, N. A.
Format: Électronique eBook
Langue:Inglés
Publié: Berlin/Boston, GERMANY : De Gruyter, 2016.
©2016
Sujets:
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.
Partielle Differentialgleichung
Integralgleichung
Randwertproblem
Monte-Carlo-Simulation
Irrfahrtsproblem
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Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications.
par Sabelfeld, Karl K.
Publié 2016
Texto completo
Électronique eBook
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