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Monte Carlo Methods: In Boundary Value Problems

Monte Carlo Methods: In Boundary Value Problems

Paperback

Series: Scientific Computation

Technology & EngineeringGeneral MathematicsPhysics

ISBN10: 3642759793
ISBN13: 9783642759796
Publisher: Springer Nature
Published: Dec 13 2011
Pages: 283
Weight: 0.94
Height: 0.64 Width: 6.14 Depth: 9.21
Language: English
The book includes random walk algorithms for solving multi-dimensional problems of mathematical physics in: (1) potential theory, (2) elasticity, (3) diffusion. In contrast to conventional numerical methods the new random walk methods cater for the stochasticity in boundary value problems and for complicated shapes of boundaries.

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General Mathematics