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Stochastic Methods for Boundary Value Problems

Numerics for High-dimensional PDEs and Applications

Language EnglishEnglish
Book Hardback
Book Stochastic Methods for Boundary Value Problems Karl K. Sabelfeld
Libristo code: 13513137
Publishers De Gruyter, September 2016
This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional bo... Full description
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119.28 €
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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 from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.

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About the book

Full name Stochastic Methods for Boundary Value Problems
Author Karl K. Sabelfeld, Nikolai A. Simonov
Language English
Binding Book - Hardback
Date of issue 2016
Number of pages 208
EAN 9783110479065
ISBN 3110479060
Libristo code 13513137
Publishers De Gruyter
Weight 525
Dimensions 170 x 240 x 16

Categories

Mathematics & Science > Mathematics
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