Stochastic Methods for Boundary Value Problems

£114.50

Stochastic Methods for Boundary Value Problems

Numerics for High-dimensional PDEs and Applications

Differential calculus and equations

Authors: Karl K. Sabelfeld, Nikolai A. Simonov

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Language: English

Published by: De Gruyter

Published on: 26th September 2016

Format: LCP-protected ePub

Size: 208 pages

ISBN: 9783110479164


Contents:

Introduction

Random walk algorithms for solving integral equations

Random walk-on-boundary algorithms for the Laplace equation

Walk-on-boundary algorithms for the heat equation

Spatial problems of elasticity

Variants of the random walk on boundary for solving stationary potential problems

Splitting and survival probabilities in random walk methods and applications

A random WOS-based KMC method for electron–hole recombinations

Monte Carlo methods for computing macromolecules properties and solving related problems

Bibliography

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