Scientific Computation

Monte Carlo Methods

in Boundary Value Problems

Authors: Sabelfeld, Karl K.

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Softcover $129.00 net
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  • ISBN 978-3-642-75979-6
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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.

Buy this book

Softcover $129.00 net
( price for USA )
  • ISBN 978-3-642-75979-6
  • free shipping for individuals worldwide
  • usually dispatched within 3 to 5 business days

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Bibliographic Information

Bibliographic Information
Book Title
Monte Carlo Methods
Book Subtitle
in Boundary Value Problems
Series Title
Scientific Computation
Copyright
1991
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
Softcover ISBN
978-3-642-75979-6
Series ISSN
1434-8322
Edition Number
1
Topics