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Monte Carlo Methods

Language EnglishEnglish
Book Paperback
Book Monte Carlo Methods Karl K. Sabelfeld
Libristo code: 07082895
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, December 2011
This book deals with Random Walk Methods for solving multidimensional boundary value problems. Monte... Full description
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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.

About the book

Full name Monte Carlo Methods
Author Karl K. Sabelfeld
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 283
EAN 9783642759796
ISBN 3642759793
Libristo code 07082895
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 464
Dimensions 155 x 235 x 16

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis
Mathematics & Science > Mathematics > Applied mathematics
Mathematics & Science > Physics
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