Stochastic Methods for Boundary Value Problems: Numerics for High-Dimensional Pdes and Applications

ISBN-13: 9783110479065 / Angielski / Twarda / 2016 / 208 str.

Karl K. Sabelfeld;Nikolai A. Simonov

Opis

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.

Recenzje

"This book will be of great interest to any researcher who works in the eld of numerical solution of PDEs and integral equations."
Nikolaos Halidias in: Mathematical Review Clippings MR3676590 (2018)

O autorze

Karl K. Sabelfeld, Novosibirsk State University, Russia;
Nikolai A. Simonov, Novosibirsk State University, Russia.