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Monte Carlo method for linear and nonlinear boundary value problems: Foundation, algorithms, numerical solutions and applications - Brossura
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Availability of multiprocessor computers, allows us to solve many complex problems using Monte Carlo method. Monte Carlo methods have been further developed to solve a variety of multidimensional integrals, linear and nonlinear boundary value problems. In monograph we used the deep connections between differential equations and random processes. This connection has been known long ago, the results of the theory of differential equations have been widely used in the theory of probability and vice versa. The solutions of large class linear and nonlinear equations of elliptic and parabolic type may be represented in the form of integrals over the trajectories of Markov process. In the current work we study the approaches connected with simple and branching Markov processes. We obtained effective unbiased estimators for the solutions. Constructed numerical algorithms are strict proved and used for the solution of problems of mathematical physics. This book meant for specialists of numerical methods who applied Monte Carlo methods for the solution boundary value problems, calculating multidimensional integrals and work in the area financial mathematics and statistics.
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Professor, Field of study: Monte Carlo methods and asynchronous algorithms. Head of Department Mathematical Modeling and Informatics,University of World Economy and Diplomacy (UWED). Co-autor: Gulnora Raimova, Field of study: Monte Carlo methods. Associate professor of Department Mathematical Modeling and Informatics, UWED,Tashkent,Uzbekistan
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Monte Carlo method for linear and nonlinear boundary value problems
Editore:
LAP LAMBERT Academic Publishing Jul 2011, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
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Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Availability of multiprocessor computers, allows us to solve many complex problems using Monte Carlo method. Monte Carlo methods have been further developed to solve a variety of multidimensional integrals, linear and nonlinear boundary value problems. In monograph we used the deep connections between differential equations and random processes. This connection has been known long ago, the results of the theory of differential equations have been widely used in the theory of probability and vice versa. The solutions of large class linear and nonlinear equations of elliptic and parabolic type may be represented in the form of integrals over the trajectories of Markov process. In the current work we study the approaches connected with simple and branching Markov processes. We obtained effective unbiased estimators for the solutions. Constructed numerical algorithms are strict proved and used for the solution of problems of mathematical physics. This book meant for specialists of numerical methods who applied Monte Carlo methods for the solution boundary value problems, calculating multidimensional integrals and work in the area financial mathematics and statistics. 268 pp. Englisch. Codice articolo 9783845411835
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Monte Carlo method for linear and nonlinear boundary value problems
Editore:
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
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Brossura
Da: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Rasulov AbdujabarProfessor, Field of study: Monte Carlo methods and asynchronous algorithms. Head of Department Mathematical Modeling and Informatics,University of World Economy and Diplomacy (UWED). Co-autor: Gulnora Raimova, Field . Codice articolo 5481127
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Monte Carlo method for linear and nonlinear boundary value problems
Editore:
LAP LAMBERT Academic Publishing Jul 2011, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Neuware -Availability of multiprocessor computers, allows us to solve many complex problems using Monte Carlo method. Monte Carlo methods have been further developed to solve a variety of multidimensional integrals, linear and nonlinear boundary value problems. In monograph we used the deep connections between differential equations and random processes. This connection has been known long ago, the results of the theory of differential equations have been widely used in the theory of probability and vice versa. The solutions of large class linear and nonlinear equations of elliptic and parabolic type may be represented in the form of integrals over the trajectories of Markov process. In the current work we study the approaches connected with simple and branching Markov processes. We obtained effective unbiased estimators for the solutions. Constructed numerical algorithms are strict proved and used for the solution of problems of mathematical physics. This book meant for specialists of numerical methods who applied Monte Carlo methods for the solution boundary value problems, calculating multidimensional integrals and work in the area financial mathematics and statistics.Books on Demand GmbH, Überseering 33, 22297 Hamburg 268 pp. Englisch. Codice articolo 9783845411835
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Monte Carlo method for linear and nonlinear boundary value problems : Foundation, algorithms, numerical solutions and applications
Editore:
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Availability of multiprocessor computers, allows us to solve many complex problems using Monte Carlo method. Monte Carlo methods have been further developed to solve a variety of multidimensional integrals, linear and nonlinear boundary value problems. In monograph we used the deep connections between differential equations and random processes. This connection has been known long ago, the results of the theory of differential equations have been widely used in the theory of probability and vice versa. The solutions of large class linear and nonlinear equations of elliptic and parabolic type may be represented in the form of integrals over the trajectories of Markov process. In the current work we study the approaches connected with simple and branching Markov processes. We obtained effective unbiased estimators for the solutions. Constructed numerical algorithms are strict proved and used for the solution of problems of mathematical physics. This book meant for specialists of numerical methods who applied Monte Carlo methods for the solution boundary value problems, calculating multidimensional integrals and work in the area financial mathematics and statistics. Codice articolo 9783845411835
Quantità: 1 disponibili
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Monte Carlo method for linear and nonlinear boundary value problems : Foundation, algorithms, numerical solutions and applications
Editore:
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
Antico o usato
Brossura
Da: Buchpark, Trebbin, Germania
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Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher. Codice articolo 10916505/2
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Monte Carlo method for linear and nonlinear boundary value problems: Foundation, algorithms, numerical solutions and applications
Editore:
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
Antico o usato
Paperback
Da: Mispah books, Redhill, SURRE, Regno Unito
Valutazione del venditore 4 su 5 stelle
Paperback. Condizione: Like New. Like New. book. Codice articolo ERICA796384541183X6
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