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Stochastic Methods for Boundary Value Problems

Numerics for High-dimensional PDEs and Applications

Karl K. Sabelfeld, Nikolai A. Simonov (Autoren)

Buch | Hardcover

X, 198 Seiten

2016
De Gruyter (Verlag)
978-3-11-047906-5 (ISBN)

Lese- und Medienproben

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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:IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron–hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography

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

"This book will be of great interest to any researcher who works in the eld of numerical solution of PDEs and integral equations."
Nikolaos Halidias in: Mathematical Review Clippings MR3676590 (2018)

Erscheinungsdatum	27.09.2016
Zusatzinfo	8 b/w and 5 col. ill.
Verlagsort	Berlin/Boston
Sprache	englisch
Maße	170 x 240 mm
Gewicht	525 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
Schlagworte	Mathematische Physik • Monte-Carlo-Simulation • Partielle Differentialgleichung • Randwertproblem
ISBN-10	3-11-047906-0 / 3110479060
ISBN-13	978-3-11-047906-5 / 9783110479065
Zustand	Neuware