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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Lapeyre, B.
Sentis, R.

Paperback

Series: Oxford Texts in Applied and Engineering Mathematics, Book 6

LinguisticsGeneral MathematicsPhysics

ISBN10: 0198525931
ISBN13: 9780198525936
Publisher: Oxford University Press
Published: Oct 9 2003
Pages: 174
Weight: 0.57
Height: 0.36 Width: 6.10 Depth: 9.14
Language: English
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each example.

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