Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications.

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Bibliographic Details
Author / Creator:Sabelfeld, Karl K.
Imprint:Berlin/Boston, GERMANY : De Gruyter, 2016.
©2016
Description:1 online resource (208)
Language:English
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11408344
Hidden Bibliographic Details
Other authors / contributors:Simonov, N. A.
ISBN:3110479451
9783110479454
9783110479454
9783110479164
3110479168
3110479060
9783110479065
Digital file characteristics:text file PDF
Notes:Includes bibliographical references.
In English.
Print version record.
Summary: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.
Other form:Print version: 9783110479065 3110479060
Standard no.:10.1515/9783110479454