Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each...
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mat...
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each...
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mat...
Le but de ce livre est de donner une introduction aux methodes de Monte-Carlo orientee vers la resolution des equations aux derivees partielles. Apres des rappels sur les techniques de simulation, de reduction de variance et de suites a discrepance faible, les auteurs traitent en detail le cas des equations de transport, de l'equation de Boltzmann et des equations paraboliques de diffusion. Dans chaque cas ils introduisent les processus aleatoires associees et discutent les techniques d'implementation.
Le but de ce livre est de donner une introduction aux methodes de Monte-Carlo orientee vers la resolution des equations aux derivees partielles. Ap...
This monograph is dedicated to the derivation and analysis of fluid models occurring in plasma physics. It focuses on models involving quasi-neutrality approximation, problems related to laser propagation in a plasma, and coupling plasma waves and electromagnetic waves. Applied mathematicians will find a stimulating introduction to the world of plasma physics and a few open problems that are mathematically rich. Physicists who may be overwhelmed by the abundance of models and uncertain of their underlying assumptions will find basic mathematical properties of the related systems of partial...
This monograph is dedicated to the derivation and analysis of fluid models occurring in plasma physics. It focuses on models involving quasi-neutra...
This monograph is dedicated to the derivation and analysis of fluid models occurring in plasma physics. It focuses on models involving quasi-neutrality approximation, problems related to laser propagation in a plasma, and coupling plasma waves and electromagnetic waves. Applied mathematicians will find a stimulating introduction to the world of plasma physics and a few open problems that are mathematically rich. Physicists who may be overwhelmed by the abundance of models and uncertain of their underlying assumptions will find basic mathematical properties of the related systems of partial...
This monograph is dedicated to the derivation and analysis of fluid models occurring in plasma physics. It focuses on models involving quasi-neutra...
