Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
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Other books in the series include: Jordan and Smith's "Nonlinear Ordinary Differential Equations - An introduction to Dynamical Systems"; Sobey's "Introduction to Interactive Boundary Layer Theory"; Scott's "Nonlinear Science - Emergence and Dynamics of Coherent Structures"; Tayler's "Mathematical Models in Applied Mechanics"; Ram-Mohan's "Finite Element and Boundary Element Applications in Quantum Mechanics"; and Elishakoff and Ren's "Finite Element Methods for Structures with Large Stochastic Variations."
This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of real-life scenarios.
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