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Monte Carlo Methods: in Boundary Value Problems by Karl K. Sabelfeld 9783642759796

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Description

This book deals with Random Walk Methods for solving multidimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems: (1) potential theory, (2) elasticity, and (3) diffusion. Some of the advantages of our new methods as compared to conventional numerical methods are that they cater for stochasticities in the boundary value problems and complicated shapes of the boundaries.

Book Information
ISBN 9783642759796
Author Karl K. Sabelfeld
Format Paperback
Page Count 283
Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight(grams) 464g

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