This book deals with random walk methods for solving multi-dimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems - potential theory, elasticity and diffusion. Some of the advantages of new methods as compared to conventional numerical methods are that they cater for stochasticities in the boundary value problems and complicated shapes of the boundaries. This monograph on mathematical physics, numerical and computational techniques, computer science and technology is intended for researchers and students in computational and applied mathematics, simulation and mathematical physics.
- ISBN10 3540530010
- ISBN13 9783540530015
- Publish Date 4 October 1991
- Publish Status Active
- Out of Print 23 March 2008
- Publish Country DE
- Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Format Hardcover
- Pages 295
- Language English