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Sabelfeld, Karl K. / Simonov, Nikolai A.

Stochastic Methods for Boundary Value Problems

Numerics for High-dimensional PDEs and Applications

    99,95 € / $140.00 / £91.00*

    eBook (EPUB)
    Publication Date:
    September 2016
    ISBN
    978-3-11-047916-4
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    Overview

    Aims and Scope

    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:
    Introduction
    Random walk algorithms for solving integral equations
    Random walk-on-boundary algorithms for the Laplace equation
    Walk-on-boundary algorithms for the heat equation
    Spatial problems of elasticity
    Variants of the random walk on boundary for solving stationary potential problems
    Splitting and survival probabilities in random walk methods and applications
    A random WOS-based KMC method for electron–hole recombinations
    Monte Carlo methods for computing macromolecules properties and solving related problems
    Bibliography

    Details

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    Karl K. Sabelfeld, Novosibirsk State University, Russia;
    Nikolai A. Simonov, Novosibirsk State University, Russia.

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