Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications.

This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples fro...

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Bibliographic Details
Main Author: Sabelfeld, Karl K.
Other Authors: Simonov, N. A.
Format: Licensed eBooks
Language:English
Published: Berlin/Boston, GERMANY : De Gruyter, 2016.
©2016
Online Access:https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1362724