Monte Carlo Methods: In Boundary Value Problems

By Karl K. Sabelfeld

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.

• Format: Paperback
• Language: English
• ISBN: 3642759793
• ISBN13: 9783642759796
• Release Date: December 2011
• Publisher: Springer
• Length: 283 Pages
• Weight: 0.94 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"