Stochastic Methods for Boundary Value Problems

Numerics for High-dimensional PDEs and Applications

Karl K. Sabelfeld, Nikolai A. Simonov (Autoren)

Media-Kombination

X, 198 Seiten | Ausstattung: Hardcover & eBook

2016
De Gruyter
978-3-11-047946-1 (ISBN)

Titel leider nicht mehr lieferbar

Artikel merken

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. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.

Karl K. Sabelfeld, Novosibirsk State University, Russia;Nikolai A. Simonov, Novosibirsk State University, Russia.

Zusatzinfo	Includes a print version and an ebook
Verlagsort	Berlin
Sprache	englisch
Maße	170 x 240 mm
Themenwelt	Mathematik / Informatik ► Mathematik
Schlagworte	Mathematische Physik • Monte-Carlo-Simulation • Partielle Differentialgleichung • Randwertproblem
ISBN-10	3-11-047946-X / 311047946X
ISBN-13	978-3-11-047946-1 / 9783110479461
Zustand	Neuware