03754nam 2200589 450 991081332690332120230808202653.03-11-047916-83-11-047945-110.1515/9783110479454(CKB)3850000000001081(EBL)4707937(OCoLC)962321927(MiAaPQ)EBC4707937(DE-B1597)466759(OCoLC)960040322(OCoLC)979760869(DE-B1597)9783110479454(Au-PeEL)EBL4707937(CaPaEBR)ebr11274566(CaONFJC)MIL957921(EXLCZ)99385000000000108120161013h20162016 uy 0engurcn|nnn|||||txtrdacontentcrdamediacrrdacarrierStochastic methods for boundary value problems numerics for high-dimensional PDEs and applications /Karl K. Sabelfeld, Nikolai A. SimonovBerlin, [Germany] ;Boston, [Massachusetts] :De Gruyter,2016.©20161 online resource (x, 198 pages) colour illustrations3-11-047906-0 Includes bibliographical references.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 -- BibliographyThis 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 Boundary value problemsNumerical solutionsStochastic analysisRandom walks (Mathematics)Boundary value problemsNumerical solutions.Stochastic analysis.Random walks (Mathematics)519.2/3Sabelfeld K. K(Karl Karlovich),1027546Simonov N. A.MiAaPQMiAaPQMiAaPQBOOK9910813326903321Stochastic methods for boundary value problems3967873UNINA