Random Walks on Boundary for Solving PDEs

Random Walks on Boundary for Solving PDEs
Author :
Publisher : Walter de Gruyter
Total Pages : 148
Release :
ISBN-10 : 9783110942026
ISBN-13 : 311094202X
Rating : 4/5 (02X Downloads)

Book Synopsis Random Walks on Boundary for Solving PDEs by : Karl K. Sabelfeld

Download or read book Random Walks on Boundary for Solving PDEs written by Karl K. Sabelfeld and published by Walter de Gruyter. This book was released on 2013-07-05 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents new probabilistic representations for classical boundary value problems of mathematical physics and is the first book devoted to the walk on boundary algorithms. Compared to the well-known Wiener and diffusion path integrals, the trajectories of random walks in this publication are simlated on the boundary of the domain as Markov chains generated by the kernels of the boundary integral equations equivalent to the original boundary value problem. The book opens with an introduction for solving the interior and exterior boundary values for the Laplace and heat equations, which is followed by applying this method to all main boundary value problems of the potential and elasticity theories.


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