Karl K. Sabelfeld

Broschiertes Buch

Monte Carlo Methods

in Boundary Value Problems

Beschreibung

This book deals with Random Walk Methods for solving multidimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems: (1) potential theory, (2) elasticity, and (3) diffusion. Some of the advantages of our new methods as compared to conventional numerical methods are that they cater for stochasticities in the boundary value problems and complicated shapes of the boundaries.

Autor

The book includes random walk algorithms for solving multi-dimensional problems of mathematical physics in: (1) potential theory, (2) elasticity, (3) diffusion. In contrast to conventional numerical methods the new random walk methods cater for the stochasticity in boundary value problems and for complicated shapes of boundaries.

Produktdetails

• Scientific Computation
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-642-75979-6
• Softcover reprint of the original 1st ed. 1991
• Seitenzahl: 304
• Erscheinungstermin: 13. Dezember 2011
• Englisch
• Abmessung: 235mm x 155mm x 17mm
• Gewicht: 463g
• ISBN-13: 9783642759796
• ISBN-10: 3642759793
• Artikelnr.: 36113850