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Monte Carlo Methods: in Boundary Value Problems (Scientific Computation) - Softcover

Sabelfeld, Karl K.

 
9783642759796: Monte Carlo Methods: in Boundary Value Problems (Scientific Computation)

Inhaltsangabe

The book includes random walk algorithms for solving multi-dimensional problems of mathematical physics in: (1) potential theory, (2) elasticity, (3) diffusion. In contrast to conventional numerical methods the new random walk methods cater for the stochasticity in boundary value problems and for complicated shapes of boundaries.

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