Sabelfeld / Simonov Stochastic Methods for Boundary Value Problems

Numerics for High-dimensional PDEs and Applications
1. Auflage 2016
ISBN: 978-3-11-047945-4
Verlag: De Gruyter
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 208 Seiten

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.

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

Autoren/Hrsg.

Sabelfeld, Karl K.

Simonov, Nikolai A.

Fachgebiete

• Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Stochastik

Über Autor(innen)

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