Monte Carlo Methods / Najlacnejšie knihy
Monte Carlo Methods

Code: 07082895

Monte Carlo Methods

by Karl K. Sabelfeld

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 ... more

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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

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