Monte Carlo Methods in Boundary Value Problems

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Springer-Verlag, 1991 - Boundary value problems - 283 pages
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This book deals with Random Walk Methods for solving multidimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems: (1) potential theory, (2) elasticity, and (3) diffusion. Some of the advantages of our new methods as compared to conventional numerical methods are that they cater for stochasticities in the boundary value problems and complicated shapes of the boundaries.

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Contents

Introduction
1
Monte Carlo Algorithms for Solving Integral Equations
50
Monte Carlo Algorithms for Solving Boundary
91
Copyright

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