Code: 13513137

Stochastic Methods for Boundary Value Problems

Name: Stochastic Methods for Boundary Value Problems
Brand: De Gruyter
SKU: 13513137
Price: 118.88 EUR
Availability: InStock
Author: Karl K. Sabelfeld
ISBN: 9783110479065

by Karl K. Sabelfeld, Nikolai A. Simonov

Language: English
Binding: Hardback
Number of pages: 208
Publisher: De Gruyter, 2016
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Book synopsis

This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.