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.
| ISBN: | 9783642759796 |
| Publication date: | 13th December 2011 |
| Author: | Karl K Sabelfeld |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 283 pages |
| Series: | Scientific Computation |
| Genres: |
Mathematical physics Cybernetics and systems theory Numerical analysis Maths for engineers |