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    Monte Carlo Methods: In Boundary Value Problems

    ISBN-10: 3642759793
    ISBN-13: 9783642759796
    Edition: 2011
    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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    Copyright Year: 2011
    Publisher: Springer Verlag
    Binding: Paperback
    Pages: 295
    Size: 6.10" wide x 9.25" long
    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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