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.

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Bibliographische Detailangaben
Hauptverfasser: Sabelfeld, Karl K, Simonov, Nikolai A
Format: E-Book Buch
Sprache:Englisch
Veröffentlicht: Berlin De Gruyter 2016
Walter de Gruyter GmbH
Ausgabe:1
Schlagworte:
Boundary value problems
Boundary value problems > Numerical solutions
MATHEMATICS / Numerical Analysis
MATHEMATICS / Probability & Statistics / General
MATHEMATICS / Differential Equations / General
Mathematische Physik
Monte-Carlo-Simulation
Numerical solutions
Partielle Differentialgleichung
Random walks (Mathematics)
Randwertproblem
SCIENCE / Chemistry / Computational & Molecular Modeling
SCIENCE / Chemistry / Physical & Theoretical
SCIENCE / Physics / General
SCIENCE / Physics / Mathematical & Computational
Stochastic analysis
Randwertproblem
Monte-Carlo-Simulation
Mathematische Physik
Partielle Differentialgleichung
ISBN:3110479060, 9783110479065
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung: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.
Bibliographie:Includes bibliographical references (p. [193]-198)
ISBN:3110479060
9783110479065
DOI:10.1515/9783110479454