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Random Walks on Boundary for Solving PDEs
Language: en
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Random Walks on Boundary for Solving PDEs

Authors: Karl K. Sabelfeld
Categories: Mathematics
Type: BOOK - Published: 2013-07-05 - Publisher: Walter de Gruyter

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This monograph presents new probabilistic representations for classical boundary value problems of mathematical physics and is the first book devoted to the wal
Random Walks on Boundary for Solving PDEs
Language: en
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Random Walks on Boundary for Solving PDEs

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Random Walks on Boundary for Solving PDEs
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Random Walks on Boundary for Solving PDEs

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Random Walk and the Heat Equation
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Random Walk and the Heat Equation

Authors: Gregory F. Lawler
Categories: Mathematics
Type: BOOK - Published: 2010-11-22 - Publisher: American Mathematical Soc.

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The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an
Stochastic Methods for Boundary Value Problems
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Stochastic Methods for Boundary Value Problems

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This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry.