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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Hlavní autor: Sabelfeld, Karl K.
Další autoři: Simonov, N. A.
Médium: Licensed eBooks
Jazyk:angličtina
Vydáno: Berlin/Boston, GERMANY : De Gruyter, 2016.
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