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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics) - Softcover
Synopsis
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.
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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.
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (eng)
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
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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
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
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Oxford University Press, 2003
ISBN 10: 0198525931
ISBN 13: 9780198525936
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Paperback)
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ISBN 10: 0198525931
ISBN 13: 9780198525936
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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
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Paperback)
Published by
Oxford University Press, Oxford, 2003
ISBN 10: 0198525931
ISBN 13: 9780198525936
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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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9780198525936
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics)
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