Stochastic Methods for Boundary Value Problems
eBook - PDF

Stochastic Methods for Boundary Value Problems

  1. 208 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Stochastic Methods for Boundary Value Problems

Book details
Table of contents
Citations

About This Book

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

Frequently asked questions

Simply head over to the account section in settings and click on “Cancel Subscription” - it’s as simple as that. After you cancel, your membership will stay active for the remainder of the time you’ve paid for. Learn more here.
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
Both plans give you full access to the library and all of Perlego’s features. The only differences are the price and subscription period: With the annual plan you’ll save around 30% compared to 12 months on the monthly plan.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes, you can access Stochastic Methods for Boundary Value Problems by Karl K. Sabelfeld, Nikolai A. Simonov in PDF and/or ePUB format, as well as other popular books in Mathematics & Differential Equations. We have over one million books available in our catalogue for you to explore.

Information

Publisher
De Gruyter
Year
2016
ISBN
9783110479454
Edition
1
Topic
Mathematics
Subtopic
Differential Equations
Index
Mathematics

Table of contents

  1. Contents
  2. 1 Introduction
  3. 2 Random walk algorithms for solving integral equations
  4. 3 Random walk-on-boundary algorithms for the Laplace equation
  5. 4 Walk-on-boundary algorithms for the heat equation
  6. 5 Spatial problems of elasticity
  7. 6 Variants of the random walk on boundary for solving stationary potential problems
  8. 7 Splitting and survival probabilities in random walk methods and applications
  9. 8 A random WOS-based KMC method for electron–hole recombinations
  10. 9 Monte Carlo methods for computing macromolecules properties and solving related problems
  11. Bibliography