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Item Details
| Title:
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METHODES DE MONTE-CARLO POUR LES EQUATIONS DE TRANSPORT ET DE DIFFUSION
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| By: |
Bernard Lapeyre, Etienne Pardoux, Remi Sentis |
| Format: |
Paperback |
| List price:
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£32.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540633936 |
| ISBN 13: |
9783540633938 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
1 October, 1997 |
| Edition: |
1998 ed. |
| Series: |
Mathimatiques Et Applications 29 |
| Pages: |
192 |
| Synopsis: |
Le but de ce livre est de donner une introduction aux methodes de Monte-Carlo orientee vers la resolution des equations aux derivees partielles. Apres des rappels sur les techniques de simulation, de reduction de variance et de suites a discrepance faible, les auteurs traitent en detail le cas des equations de transport, de l'equation de Boltzmann et des equations paraboliques de diffusion. Dans chaque cas ils introduisent les processus aleatoires associees et discutent les techniques d'implementation. " |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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