Items related to Introduction to Monte-Carlo Methods for Transport and...
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics) - Softcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
Bernard Lapeyre is at Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee, France. Etienne Pardoux is at Universite de Provence, Marseille, France. Remi Sentis is Commissariat a l'Energie Atomique Bruyeres-le-Chatel, France.
"About this title" may belong to another edition of this title.
- PublisherOxford University Press
- Publication date2003
- ISBN 10 0198525931
- ISBN 13 9780198525936
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages174
Search results for Introduction to Monte-Carlo Methods for Transport and...
Seller Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Published by
Oxford University Press, 2003
ISBN 10: 0198525931
ISBN 13: 9780198525936
Used
Softcover
Seller: Attic Books (ABAC, ILAB), London, ON, Canada
Seller rating 5 out of 5 stars
Softcover. Condition: ex library-very good. Oxford Texts in Applied and Engineering Mathematics. ix, 163 p. 23 cm. Paperback. Ex library with lables on spine and front cover, ink stamps on top edge and title. Seller Inventory # 146716
Quantity: 1 available
Stock Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics)
Published by
Oxford University Press, 2003
ISBN 10: 0198525931
ISBN 13: 9780198525936
Used
paperback
Seller: Half Price Books Inc., Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_394323120
Quantity: 1 available
Seller Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 1765453-n
Quantity: Over 20 available
Stock Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2215580042854
Quantity: Over 20 available
Stock Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Print on DemandSeller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780198525936
Quantity: Over 20 available
Seller Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Paperback)
Published by
Oxford University Press, Oxford, 2003
ISBN 10: 0198525931
ISBN 13: 9780198525936
New
Paperback
Seller: Grand Eagle Retail, Fairfield, OH, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. 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 mathematicalfinance, 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 Textsin 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: Emergenceand 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 ElementMethods for Structures with Large Stochastic Variations. 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 real-life scenarios. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780198525936
Quantity: 1 available
Stock Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Print on DemandSeller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780198525936
Quantity: Over 20 available
Stock Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
PF. Condition: New. Seller Inventory # 6666-IUK-9780198525936
Quantity: 10 available
Seller Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 1765453-n
Quantity: Over 20 available
Stock Image
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780198525936_new
Quantity: Over 20 available