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Méthodes de Monte-Carlo Pour Les Équations de Transport Et de Diffusion
Paperback
Series: Mathématiques Et Applications, Book 29
General MathematicsPhysicsProbability & Statistics
ISBN13: 9783540633938
Publisher: Springer Nature
Published: Oct 31 1997
Pages: 178
Weight: 0.61
Height: 0.41 Width: 6.14 Depth: 9.21
Language: French
Le but de ce livre est de donner une introduction aux méthodes de Monte-Carlo orientée vers la résolution des équations aux dérivées partielles. Après des rappels sur les techniques de simulation, de réduction de variance et de suites à discrepance faible, les auteurs traitent en détail le cas des équations de transport, de l'équation de Boltzmann et des équations paraboliques de diffusion. Dans chaque cas ils introduisent les processus aléatoires associées et discutent les techniques d'implémentation.
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