Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Szerző: Bernard Lapeyre

Nyelv:

Kötés: Puha kötésű

Kiadó: Oxford University Press

Elérhetőség: Beszállítói készleten

Küldés 9-13 napon belül

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Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbe...

Információk a könyvről

Szerző

Bernard Lapeyre

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2003

oldal

174

EAN

9780198525936

ISBN

0198525931

Enbook ID

04033314

Kiadó

Oxford University Press

Súly

260

Méretek

155 x 233 x 10

Teljes leírás

Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each example. This is the sixth volume in the Oxford Texts in Applied and Engineering Mathematics series, which includes texts based on taught courses that explain the mathematical or computational techniques required for the resolution of fundamental applied problems, from the undergraduate through to the graduate level. Other books in the series include: Jordan & Smith: Nonlinear Ordinary Differential Equations: An introduction to Dynamical Systems; Sobey: Introduction to Interactive Boundary Layer Theory; Scott: Nonlinear Science: Emergence and Dynamics of Coherent Structures; Tayler: Mathematical Models in Applied Mechanics; Ram-Mohan: Finite Element and Boundary Element Applications in Quantum Mechanics; Elishakoff and Ren: Finite Element Methods for Structures with Large Stochastic Variations.

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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

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Teljes leírás

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