Code: 07082895

Monte Carlo Methods

Name: Monte Carlo Methods
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 07082895
Price: 51.61 EUR
Availability: InStock
Author: Karl K. Sabelfeld
ISBN: 9783642759796

by Karl K. Sabelfeld

Language: English
Binding: Paperback
Number of pages: 283
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2011
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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.