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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| VerfasserIn: | |
| 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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Table of 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