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    Monte Carlo Methods: In Boundary Value Problems

    ISBN-10: 3642759793
    ISBN-13: 9783642759796
    Author(s): Karl K. Sabelfeld
    Description: 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  More...
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    Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
    Binding: Paperback
    Pages: 304
    Size: 6.30" wide x 61.42" long x 92.13" tall
    Weight: 1018.600
    Language: English

    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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