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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Bibliographic Details
Main Authors:	Sabelfeld, Karl K, Simonov, Nikolai A
Format:	eBook Book
Language:	English
Published:	Berlin De Gruyter 2016 Walter de Gruyter GmbH
Edition:	1
Subjects:	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 Access:	Get full text
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