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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Bibliografski detalji
Glavni autor: Sabelfeld, Karl K.
Daljnji autori: Simonov, N. A.
Format: Licensed eBooks
Jezik:engleski
Izdano: Berlin/Boston, GERMANY : De Gruyter, 2016.
©2016
Online pristup:https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1362724
Opis
Sažetak: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.
Opis fizičkog objekta:1 online resource (208)
Bibliografija:Includes bibliographical references.
ISBN:3110479451
9783110479454
9783110479164
3110479168
3110479060
9783110479065