Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications
Mathematische Physik Monte-Carlo-Simulation Partielle Differentialgleichung Randwertproblem
De Gruyter 2016EISBN 9783110479454
This 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.