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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Hlavní autori: Sabelfeld, Karl K, Simonov, Nikolai A
Médium: E-kniha Kniha
Jazyk:English
Vydavateľské údaje: Berlin De Gruyter 2016
Walter de Gruyter GmbH
Vydanie:1
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ISBN:3110479060, 9783110479065
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Popis
Shrnutí: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.
Bibliografia:Includes bibliographical references (p. [193]-198)
ISBN:3110479060
9783110479065
DOI:10.1515/9783110479454