Stochastic Methods for Boundary Value Problems : : Numerics for High-dimensional PDEs and Applications / / Karl K. Sabelfeld, Nikolai A. Simonov.
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 fro...
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| Superior document: | Title is part of eBook package: De Gruyter DG Plus eBook-Package 2016 |
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| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2016] ©2016 |
| Year of Publication: | 2016 |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (X, 198 p.) |
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| 001 | 9783110479454 | ||
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| 020 | |a 9783110479454 | ||
| 024 | 7 | |a 10.1515/9783110479454 |2 doi | |
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| 050 | 0 | 0 | |a QA379 |b .S234 2016 |
| 072 | 7 | |a MAT007000 |2 bisacsh | |
| 082 | 0 | 4 | |a 519.2/3 |2 23 |
| 100 | 1 | |a Sabelfeld, Karl K., |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Stochastic Methods for Boundary Value Problems : |b Numerics for High-dimensional PDEs and Applications / |c Karl K. Sabelfeld, Nikolai A. Simonov. |
| 264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2016] | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (X, 198 p.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 505 | 0 | 0 | |t Frontmatter -- |t Preface -- |t Contents -- |t 1. Introduction -- |t 2. Random walk algorithms for solving integral equations -- |t 3. Random walk-on-boundary algorithms for the Laplace equation -- |t 4. Walk-on-boundary algorithms for the heat equation -- |t 5. Spatial problems of elasticity -- |t 6. Variants of the random walk on boundary for solving stationary potential problems -- |t 7. Splitting and survival probabilities in random walk methods and applications -- |t 8. A random WOS-based KMC method for electron–hole recombinations -- |t 9. Monte Carlo methods for computing macromolecules properties and solving related problems -- |t Bibliography |
| 506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
| 520 | |a 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.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents:IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron–hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography | ||
| 538 | |a Mode of access: Internet via World Wide Web. | ||
| 546 | |a In English. | ||
| 588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) | |
| 650 | 0 | |a Boundary value problems |x Numerical solutions. | |
| 650 | 0 | |a Random walks (Mathematics) | |
| 650 | 0 | |a Stochastic analysis. | |
| 650 | 4 | |a Mathematische Physik. | |
| 650 | 4 | |a Monte-Carlo-Simulation. | |
| 650 | 4 | |a Partielle Differentialgleichung. | |
| 650 | 4 | |a Randwertproblem. | |
| 650 | 7 | |a MATHEMATICS / Differential Equations / General. |2 bisacsh | |
| 700 | 1 | |a Simonov, Nikolai A., |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DG Plus eBook-Package 2016 |z 9783110701005 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE COMPLETE 2016 |z 9783110485103 |o ZDB-23-DGG |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Mathematics 2016 |z 9783110485288 |o ZDB-23-DMA |
| 776 | 0 | |c EPUB |z 9783110479164 | |
| 776 | 0 | |c print |z 9783110479065 | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/9783110479454 |
| 856 | 4 | 0 | |u https://www.degruyter.com/isbn/9783110479454 |
| 856 | 4 | 2 | |3 Cover |u https://www.degruyter.com/cover/covers/9783110479454.jpg |
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