TY  - GEN
T1  - Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications.
A1  - Sabelfeld, Karl K.
A2  - Simonov, N. A.
LA  - English
PP  - Berlin/Boston, GERMANY
PB  - De Gruyter
YR  - 2016
UL  - https://ebooks.jgu.edu.in/Record/ebsco_acadsubs_ocn960040322
AB  - 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.
CN  - QA379
SN  - 3110479451
SN  - 9783110479454
SN  - 9783110479164
SN  - 3110479168
SN  - 3110479060
SN  - 9783110479065
KW  - Boundary value problems : Numerical solutions.
KW  - Stochastic analysis.
KW  - Random walks (Mathematics)
KW  - Problèmes aux limites : Solutions numériques.
KW  - Analyse stochastique.
KW  - Marches aléatoires (Mathématiques)
KW  - MATHEMATICS : Applied.
KW  - MATHEMATICS : Probability & Statistics : General.
KW  - Boundary value problems : Numerical solutions
KW  - Stochastic analysis
KW  - Partielle Differentialgleichung
KW  - Integralgleichung
KW  - Randwertproblem
KW  - Monte-Carlo-Simulation
KW  - Irrfahrtsproblem
ER  -