Bernard Lapeyre (, Ecole Nationale des Ponts et Chaussees, Marne-la, Etienne Pardoux (, Universite de Provence, Marseille, France), Remi Sentis (Commissariat a l'Energie Atomique Bruyeres-le-Chatel

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

• Broschiertes Buch

Produktbeschreibung

Other books in the series include: Jordan and Smith's "Nonlinear Ordinary Differential Equations - An introduction to Dynamical Systems"; Sobey's "Introduction to Interactive Boundary Layer Theory"; Scott's "Nonlinear Science - Emergence and Dynamics of Coherent Structures"; Tayler's "Mathematical Models in Applied Mechanics"; Ram-Mohan's "Finite Element and Boundary Element Applications in Quantum Mechanics"; and Elishakoff and Ren's "Finite Element Methods for Structures with Large Stochastic Variations."

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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 real-life scenarios.

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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Oxford Texts in Applied and Engineering Mathematics
• Verlag: Oxford University Press
• Seitenzahl: 176
• Erscheinungstermin: 24. Juli 2003
• Englisch
• Abmessung: 234mm x 156mm x 10mm
• Gewicht: 282g
• ISBN-13: 9780198525936
• ISBN-10: 0198525931
• Artikelnr.: 21743049

Inhaltsangabe

1: Monte-Carlo methods and Integration
2: Transport equations and processes
3: The Monte-Carlo method for the transport equations
4: The Monte-Carlo method for the Boltzmann equation
5: The Monte-Carlo method for diffusion equations
Bibliography
Index