Stochastic methods for boundary value problems: numerics for high-dimensional PDEs and applications

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 fro...

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Bibliographische Detailangaben
1. Verfasser: Sabel'fel'd, Karl K. 1953- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Berlin ; Boston De Gruyter [2016]
Schlagworte:
Online-Zugang:DE-898
DE-859
DE-860
DE-91
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DE-1046
DE-1043
DE-858
URL des Erstveröffentlichers
Zusammenfassung: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
Beschreibung:Description based on online resource; title from PDF title page (publisher's Web site, viewed Sep. 08, 2016)
Beschreibung:1 Online-Ressource (X, 198 Seiten)
ISBN:9783110479454
9783110479065
DOI:10.1515/9783110479454

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