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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| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2016] ©2016 |
| Year of Publication: | 2016 |
| Language: | English |
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| Physical Description: | 1 online resource (X, 198 p.) |
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Sabelfeld, Karl K., author. aut http://id.loc.gov/vocabulary/relators/aut Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications / Karl K. Sabelfeld, Nikolai A. Simonov. Berlin ; Boston : De Gruyter, [2016] ©2016 1 online resource (X, 198 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- Preface -- Contents -- 1. Introduction -- 2. Random walk algorithms for solving integral equations -- 3. Random walk-on-boundary algorithms for the Laplace equation -- 4. Walk-on-boundary algorithms for the heat equation -- 5. Spatial problems of elasticity -- 6. Variants of the random walk on boundary for solving stationary potential problems -- 7. Splitting and survival probabilities in random walk methods and applications -- 8. A random WOS-based KMC method for electron–hole recombinations -- 9. Monte Carlo methods for computing macromolecules properties and solving related problems -- Bibliography restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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 Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) Boundary value problems Numerical solutions. Random walks (Mathematics) Stochastic analysis. Mathematische Physik. Monte-Carlo-Simulation. Partielle Differentialgleichung. Randwertproblem. MATHEMATICS / Differential Equations / General. bisacsh Simonov, Nikolai A., author. aut http://id.loc.gov/vocabulary/relators/aut Title is part of eBook package: De Gruyter DG Plus eBook-Package 2016 9783110701005 Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2016 9783110485103 ZDB-23-DGG Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics 2016 9783110485288 ZDB-23-DMA EPUB 9783110479164 print 9783110479065 https://doi.org/10.1515/9783110479454 https://www.degruyter.com/isbn/9783110479454 Cover https://www.degruyter.com/cover/covers/9783110479454.jpg |
| language |
English |
| format |
eBook |
| author |
Sabelfeld, Karl K., Sabelfeld, Karl K., Simonov, Nikolai A., |
| spellingShingle |
Sabelfeld, Karl K., Sabelfeld, Karl K., Simonov, Nikolai A., Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications / Frontmatter -- Preface -- Contents -- 1. Introduction -- 2. Random walk algorithms for solving integral equations -- 3. Random walk-on-boundary algorithms for the Laplace equation -- 4. Walk-on-boundary algorithms for the heat equation -- 5. Spatial problems of elasticity -- 6. Variants of the random walk on boundary for solving stationary potential problems -- 7. Splitting and survival probabilities in random walk methods and applications -- 8. A random WOS-based KMC method for electron–hole recombinations -- 9. Monte Carlo methods for computing macromolecules properties and solving related problems -- Bibliography |
| author_facet |
Sabelfeld, Karl K., Sabelfeld, Karl K., Simonov, Nikolai A., Simonov, Nikolai A., Simonov, Nikolai A., |
| author_variant |
k k s kk kks k k s kk kks n a s na nas |
| author_role |
VerfasserIn VerfasserIn VerfasserIn |
| author2 |
Simonov, Nikolai A., Simonov, Nikolai A., |
| author2_variant |
n a s na nas |
| author2_role |
VerfasserIn VerfasserIn |
| author_sort |
Sabelfeld, Karl K., |
| title |
Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications / |
| title_sub |
Numerics for High-dimensional PDEs and Applications / |
| title_full |
Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications / Karl K. Sabelfeld, Nikolai A. Simonov. |
| title_fullStr |
Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications / Karl K. Sabelfeld, Nikolai A. Simonov. |
| title_full_unstemmed |
Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications / Karl K. Sabelfeld, Nikolai A. Simonov. |
| title_auth |
Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications / |
| title_alt |
Frontmatter -- Preface -- Contents -- 1. Introduction -- 2. Random walk algorithms for solving integral equations -- 3. Random walk-on-boundary algorithms for the Laplace equation -- 4. Walk-on-boundary algorithms for the heat equation -- 5. Spatial problems of elasticity -- 6. Variants of the random walk on boundary for solving stationary potential problems -- 7. Splitting and survival probabilities in random walk methods and applications -- 8. A random WOS-based KMC method for electron–hole recombinations -- 9. Monte Carlo methods for computing macromolecules properties and solving related problems -- Bibliography |
| title_new |
Stochastic Methods for Boundary Value Problems : |
| title_sort |
stochastic methods for boundary value problems : numerics for high-dimensional pdes and applications / |
| publisher |
De Gruyter, |
| publishDate |
2016 |
| physical |
1 online resource (X, 198 p.) |
| contents |
Frontmatter -- Preface -- Contents -- 1. Introduction -- 2. Random walk algorithms for solving integral equations -- 3. Random walk-on-boundary algorithms for the Laplace equation -- 4. Walk-on-boundary algorithms for the heat equation -- 5. Spatial problems of elasticity -- 6. Variants of the random walk on boundary for solving stationary potential problems -- 7. Splitting and survival probabilities in random walk methods and applications -- 8. A random WOS-based KMC method for electron–hole recombinations -- 9. Monte Carlo methods for computing macromolecules properties and solving related problems -- Bibliography |
| isbn |
9783110479454 9783110701005 9783110485103 9783110485288 9783110479164 9783110479065 |
| callnumber-first |
Q - Science |
| callnumber-subject |
QA - Mathematics |
| callnumber-label |
QA379 |
| callnumber-sort |
QA 3379 S234 42016 |
| url |
https://doi.org/10.1515/9783110479454 https://www.degruyter.com/isbn/9783110479454 https://www.degruyter.com/cover/covers/9783110479454.jpg |
| illustrated |
Not Illustrated |
| dewey-hundreds |
500 - Science |
| dewey-tens |
510 - Mathematics |
| dewey-ones |
519 - Probabilities & applied mathematics |
| dewey-full |
519.2/3 |
| dewey-sort |
3519.2 13 |
| dewey-raw |
519.2/3 |
| dewey-search |
519.2/3 |
| doi_str_mv |
10.1515/9783110479454 |
| oclc_num |
960040322 |
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AT sabelfeldkarlk stochasticmethodsforboundaryvalueproblemsnumericsforhighdimensionalpdesandapplications AT simonovnikolaia stochasticmethodsforboundaryvalueproblemsnumericsforhighdimensionalpdesandapplications |
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n |
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(DE-B1597)466759 (OCoLC)960040322 |
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Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications / |
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