Name: Monte Carlo Methods
ISBN: 978-3-642-75979-6

Overview

Authors:

Karl K. Sabelfeld

Karl K. Sabelfeld

View author publications

You can also search for this author in PubMed Google Scholar

Part of the book series: Scientific Computation (SCIENTCOMP)

Buy print copy

Softcover Book USD 54.99

Price excludes VAT (USA)

Tax calculation will be finalised at checkout

Keywords

Boundary value problems
Diffusion processes
Diffusionsprozesse
Integral equations
Integralgleichungen
Monte Carlo Algorithmen
Monte Carlo algorithms
Neumann series
Neumann-Reihen
Random Walk
Randwertprobleme
complexity

About this book

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.

Bibliographic Information

Book Title: Monte Carlo Methods
Book Subtitle: in Boundary Value Problems
Authors: Karl K. Sabelfeld
Series Title: Scientific Computation
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1991
Softcover ISBN: 978-3-642-75979-6Published: 13 December 2011
Series ISSN: 1434-8322
Series E-ISSN: 2198-2589
Edition Number: 1
Number of Pages: XII, 283

Publish with us

Policies and ethics

Monte Carlo Methods