Title: Methodes de Monte-Carlo Pour Les Equations de Transport Et de Diffusion
Publisher: Springer
Publication Date: 1997
Language: French
ISBN 10: 3540633936
ISBN 13: 9783540633938
Binding: Soft cover
Condition: New

About this title

Synopsis

Le but de ce livre est de donner une introduction aux m�thodes de Monte-Carlo orient�e vers la r�solution des �quations aux d�riv�es partielles. Apr�s des rappels sur les techniques de simulation, de r�duction de variance et de suites � discr�pance faible, les auteurs traitent en d�tail le cas des �quations de transport, de l'�quation de Boltzmann et des �quations paraboliques de diffusion. Dans chaque cas ils introduisent les processus al�atoires associ�s et discutent les techniques d'impl�mentation. Des exemples issus notamment de la neutronique et d'applications financi�res sont donn�s. Ce livre est destin� � des �tudiants de ma�trise et de D.E.A. ou � des �l�ves d'Ecole d'ing�nieurs ayant de bonnes connaissances en probabilit�s.

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