Stochastic Methods for Boundary Value Problems
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.
- First published
- 2016
- Publishers
- De Gruyter GmbH· Walter
- Subjects
- Boundary value problems·Numerical solutions·Random walks stochastic analysis
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