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Monte Carlo Methods: In Boundary Value Problems

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Monte Carlo Methods: In Boundary Value Problems - Sabelfeld, Karl K
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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.

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Monte Carlo Methods: In Boundary Value Problems 2011, Springer, Berlin, Heidelberg

ISBN-13: 9783642759796

Trade paperback

Monte Carlo Methods: In Boundary Value Problems 1991, Springer

ISBN-13: 9783540530015

Hardcover