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Item Details
Title: MONTE CARLO METHODS IN BOUNDARY VALUE PROBLEMS
By: Karl K. Sabelfeld
Format: Hardback

List price: £72.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 3540530010
ISBN 13: 9783540530015
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 1 October, 1991
Pages: 304
Description: Deals with random walk methods for solving multi-dimensional boundary value problems - Monte Carlo algorithms, which are constructed for three classes of problems - potential theory, elasticity and diffusion. Some advantages of new methods compared to conventional numerical methods are stressed.
Synopsis: This book deals with random walk methods for solving multi-dimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems - potential theory, elasticity and diffusion. Some of the advantages of 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. This monograph on mathematical physics, numerical and computational techniques, computer science and technology is intended for researchers and students in computational and applied mathematics, simulation and mathematical physics.
Illustrations: 64 figures, list of symbols, references, index
Returns: Returnable
Some other items by this author:
MONTE CARLO METHODS (PB)
MONTE CARLO METHODS AND APPLICATIONS
MONTE CARLO METHODS AND APPLICATIONS (HB)
OPTIMIZATION OF WEIGHTED MONTE CARLO METHODS (HB)
OPTIMIZATION OF WEIGHTED MONTE CARLO METHODS (PB)
RANDOM FIELDS AND STOCHASTIC LAGRANGIAN MODELS
RANDOM FIELDS AND STOCHASTIC LAGRANGIAN MODELS
RANDOM FIELDS AND STOCHASTIC LAGRANGIAN MODELS (HB)
RANDOM WALKS ON BOUNDARY FOR SOLVING PDES
RANDOM WALKS ON BOUNDARY FOR SOLVING PDES
RANDOM WALKS ON BOUNDARY FOR SOLVING PDES (HB)
SPHERICAL AND PLANE INTEGRAL OPERATORS FOR PDES
SPHERICAL AND PLANE INTEGRAL OPERATORS FOR PDES
SPHERICAL AND PLANE INTEGRAL OPERATORS FOR PDES (HB)
SPHERICAL MEANS FOR PDES
SPHERICAL MEANS FOR PDES (HB)
SPHERICAL MEANS FOR PDES (HB)
STOCHASTIC METHODS FOR BOUNDARY VALUE PROBLEMS
STOCHASTIC METHODS FOR BOUNDARY VALUE PROBLEMS
STOCHASTIC METHODS FOR BOUNDARY VALUE PROBLEMS
STOCHASTIC METHODS FOR BOUNDARY VALUE PROBLEMS (HB)



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