This monograph presents new probabilistic representations for classical boundary value problems of mathematical physics and is the first book devoted to the walk on boundary algorithms. Compared to the well-known Wiener and diffusion path integrals, the trajectories of random walks in this publication are simlated on the boundary of the domain as Markov chains generated by the kernels of the boundary integral equations equivalent to the original boundary value problem.
The book opens with an introduction for solving the interior and exterior boundary values for the Laplace and heat equations, which is followed by applying this method to all main boundary value problems of the potential and elasticity theories.
- ISBN10 311182604X
- ISBN13 9783111826042
- Publish Date 1 January 1994
- Publish Status Out of Print
- Publish Country DE
- Publisher De Gruyter
- Imprint Walter de Gruyter & Co
- Pages 141
- Language English