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Monte Carlo Methods
Karl K. Sabelfeld
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Description for Monte Carlo Methods
Paperback. Series: Scientific Computation. Num Pages: 295 pages, biography. BIC Classification: PHU. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 16. Weight in Grams: 463.
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.
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.
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
295
Condition
New
Series
Scientific Computation
Number of Pages
283
Place of Publication
Berlin, Germany
ISBN
9783642759796
SKU
V9783642759796
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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