Introduction to Monte-Carlo Methods for Transport and Diffusion Equations: 6 - Rilegato

Lapeyre, Bernard; Pardoux, Etienne; Sentis, Remi

 
9780198525929: Introduction to Monte-Carlo Methods for Transport and Diffusion Equations: 6
Rilegato
ISBN 10: 0198525923 ISBN 13: 9780198525929
Casa editrice: OUP Oxford, 2003

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

  • 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

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Editore
OUP Oxford
Data di pubblicazione
2003
Lingua
Inglese
ISBN 10 
0198525923
ISBN 13 
9780198525929
Rilegatura
Copertina rigida
Numero di pagine
174
Contatto del produttore
non disponibile
Persona responsabile
Penguin Random House Ireland Limited
productsafety@penguin.co.uk

Morrison Chambers, 32 Nassau Street
Dublin
Irlanda

Altre edizioni note dello stesso titolo

9780198525936: Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics, 6)

Edizione in evidenza

ISBN 10:  0198525931 ISBN 13:  9780198525936
Casa editrice: Oxford University Press, 2003
Brossura