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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| 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 |
| Summary: | 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 from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach. |
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| Physical Description: | 1 online resource (208) |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 3110479451 9783110479454 9783110479164 3110479168 3110479060 9783110479065 |