Items related to Monte Carlo method for linear and nonlinear boundary...
Monte Carlo method for linear and nonlinear boundary value problems: Foundation, algorithms, numerical solutions and applications - Softcover
Synopsis
Availability of multiprocessor computers, allows us to solve many complex problems using Monte Carlo method. Monte Carlo methods have been further developed to solve a variety of multidimensional integrals, linear and nonlinear boundary value problems. In monograph we used the deep connections between differential equations and random processes. This connection has been known long ago, the results of the theory of differential equations have been widely used in the theory of probability and vice versa. The solutions of large class linear and nonlinear equations of elliptic and parabolic type may be represented in the form of integrals over the trajectories of Markov process. In the current work we study the approaches connected with simple and branching Markov processes. We obtained effective unbiased estimators for the solutions. Constructed numerical algorithms are strict proved and used for the solution of problems of mathematical physics. This book meant for specialists of numerical methods who applied Monte Carlo methods for the solution boundary value problems, calculating multidimensional integrals and work in the area financial mathematics and statistics.
"synopsis" may belong to another edition of this title.
About the Author
Professor, Field of study: Monte Carlo methods and asynchronous algorithms. Head of Department Mathematical Modeling and Informatics,University of World Economy and Diplomacy (UWED). Co-autor: Gulnora Raimova, Field of study: Monte Carlo methods. Associate professor of Department Mathematical Modeling and Informatics, UWED,Tashkent,Uzbekistan
"About this title" may belong to another edition of this title.
- PublisherLAP LAMBERT Academic Publishing
- Publication date2011
- ISBN 10 384541183X
- ISBN 13 9783845411835
- BindingPaperback
- LanguageEnglish
- Number of pages268
Buy New
View this item
US$ 91.96
US$ 25.99 shipping from Germany to U.S.A.
Destination, rates & speedsSearch results for Monte Carlo method for linear and nonlinear boundary...
Stock Image
Monte Carlo method for linear and nonlinear boundary value problems : Foundation, algorithms, numerical solutions and applications
Published by
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
Used
Softcover
Seller: Buchpark, Trebbin, Germany
Seller rating 5 out of 5 stars
Condition: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. | Seiten: 268 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 10916505/2
Quantity: 1 available
Seller Image
Monte Carlo method for linear and nonlinear boundary value problems
Published by
LAP LAMBERT Academic Publishing Jul 2011, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Availability of multiprocessor computers, allows us to solve many complex problems using Monte Carlo method. Monte Carlo methods have been further developed to solve a variety of multidimensional integrals, linear and nonlinear boundary value problems. In monograph we used the deep connections between differential equations and random processes. This connection has been known long ago, the results of the theory of differential equations have been widely used in the theory of probability and vice versa. The solutions of large class linear and nonlinear equations of elliptic and parabolic type may be represented in the form of integrals over the trajectories of Markov process. In the current work we study the approaches connected with simple and branching Markov processes. We obtained effective unbiased estimators for the solutions. Constructed numerical algorithms are strict proved and used for the solution of problems of mathematical physics. This book meant for specialists of numerical methods who applied Monte Carlo methods for the solution boundary value problems, calculating multidimensional integrals and work in the area financial mathematics and statistics. 268 pp. Englisch. Seller Inventory # 9783845411835
Quantity: 2 available
Seller Image
Monte Carlo method for linear and nonlinear boundary value problems : Foundation, algorithms, numerical solutions and applications
Published by
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Availability of multiprocessor computers, allows us to solve many complex problems using Monte Carlo method. Monte Carlo methods have been further developed to solve a variety of multidimensional integrals, linear and nonlinear boundary value problems. In monograph we used the deep connections between differential equations and random processes. This connection has been known long ago, the results of the theory of differential equations have been widely used in the theory of probability and vice versa. The solutions of large class linear and nonlinear equations of elliptic and parabolic type may be represented in the form of integrals over the trajectories of Markov process. In the current work we study the approaches connected with simple and branching Markov processes. We obtained effective unbiased estimators for the solutions. Constructed numerical algorithms are strict proved and used for the solution of problems of mathematical physics. This book meant for specialists of numerical methods who applied Monte Carlo methods for the solution boundary value problems, calculating multidimensional integrals and work in the area financial mathematics and statistics. Seller Inventory # 9783845411835
Quantity: 1 available
Seller Image
Monte Carlo method for linear and nonlinear boundary value problems
Published by
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
New
Softcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Rasulov AbdujabarProfessor, Field of study: Monte Carlo methods and asynchronous algorithms. Head of Department Mathematical Modeling and Informatics,University of World Economy and Diplomacy (UWED). Co-autor: Gulnora Raimova, Field . Seller Inventory # 5481127
Quantity: Over 20 available
Stock Image
Monte Carlo method for linear and nonlinear boundary value problems: Foundation, algorithms, numerical solutions and applications
Published by
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 384541183X
ISBN 13: 9783845411835
Used
Paperback
Seller: Mispah books, Redhill, SURRE, United Kingdom
Seller rating 4 out of 5 stars
Paperback. Condition: Like New. Like New. book. Seller Inventory # ERICA796384541183X6
Quantity: 1 available