Format:
1 Online-Ressource (ix, 198 Seiten)
ISBN:
9783110479454
,
9783110479164
,
9783110479461
Series Statement:
De Gruyter eBook-Paket Mathematik
Content:
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.
Note:
Frontmatter -- -- Preface -- -- Contents -- -- 1. Introduction -- -- 2. Random walk algorithms for solving integral equations -- -- 3. Random walk-on-boundary algorithms for the Laplace equation -- -- 4. Walk-on-boundary algorithms for the heat equation -- -- 5. Spatial problems of elasticity -- -- 6. Variants of the random walk on boundary for solving stationary potential problems -- -- 7. Splitting and survival probabilities in random walk methods and applications -- -- 8. A random WOS-based KMC method for electron–hole recombinations -- -- 9. Monte Carlo methods for computing macromolecules properties and solving related problems -- -- Bibliography
,
Mode of access: Internet via World Wide Web.
,
In English
Additional Edition:
ISBN 9783110479065
Additional Edition:
Erscheint auch als Druck-Ausgabe Sabel'fel'd, Karl K., 1953 - Stochastic methods for boundary value problems Berlin : De Gruyter, 2016 ISBN 3110479060
Additional Edition:
ISBN 9783110479461
Additional Edition:
ISBN 9783110479065
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9783110479065
Language:
English
Subjects:
Mathematics
Keywords:
Partielle Differentialgleichung
;
Integralgleichung
;
Randwertproblem
;
Monte-Carlo-Simulation
;
Irrfahrtsproblem
;
Electronic books
DOI:
10.1515/9783110479454
URL:
Volltext
(lizenzpflichtig)
Author information:
Sabel'fel'd, Karl K. 1953-
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