Monte Carlo Methods: In Boundary Value Problems (Paperback) (ISBN-13: 9783642759796)

The book includes random walk algorithms for solving multi-dimensional problems of mathematical physics in: (1) potential theory, (2) elasticity, (3) diffusion. In contrast to conventional numerical methods the new random walk methods cater for the stochasticity in boundary value problems and for complicated shapes of boundaries.

Author: Karl K. Sabelfeld
ISBN-10: 3642759793
ISBN-13: 9783642759796
Publisher: Springer
Language: English
Published: 12/13/2011
Pages: 283
Format: Paperback
Weight: 0.94lbs
Size: 9.21h x 6.14w x 0.64d