Monte Carlo Methods
in Boundary Value Problems
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Beschreibung
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.
The book includes random walk algorithms for solving multi-dimensional problems of mathematical physics in: (1) potential theory, (2) elasticity, (3) diffusion. In contrast to conventional numerical methods the new random walk methods cater for the stochasticity in boundary value problems and for complicated shapes of boundaries.
Autor*in
Karl K. Sabelfeld
Themen in »Monte Carlo Methods«
Boundary value problems Diffusion processes Diffusionsprozesse Integral equations Integralgleichungen Monte Carlo Algorithmen Monte Carlo algorithms Neumann series Neumann-Reihen Random Walk Randwertprobleme