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Monte Carlo method for linear and nonlinear boundary value problems: Foundation, algorithms, numerical solutions and applications - Couverture souple
Présentation de l'éditeur
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.
Biographie de l'auteur
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
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- ÉditeurLAP LAMBERT Academic Publishing
- Date d'édition2011
- ISBN 10 384541183X
- ISBN 13 9783845411835
- ReliureBroché
- Langueanglais
- Nombre de pages268
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Monte Carlo method for linear and nonlinear boundary value problems : Foundation, algorithms, numerical solutions and applications
Edité par
LAP LAMBERT Academic Publishing, 2011
ISBN 10 : 384541183X
ISBN 13 : 9783845411835
Ancien ou d'occasion
Couverture souple
Vendeur : Buchpark, Trebbin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. | Seiten: 268 | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 10916505/2
Quantité disponible : 1 disponible(s)
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Monte Carlo method for linear and nonlinear boundary value problems
Edité par
LAP LAMBERT Academic Publishing Jul 2011, 2011
ISBN 10 : 384541183X
ISBN 13 : 9783845411835
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783845411835
Quantité disponible : 2 disponible(s)
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Monte Carlo method for linear and nonlinear boundary value problems : Foundation, algorithms, numerical solutions and applications
Edité par
LAP LAMBERT Academic Publishing, 2011
ISBN 10 : 384541183X
ISBN 13 : 9783845411835
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783845411835
Quantité disponible : 1 disponible(s)
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Monte Carlo method for linear and nonlinear boundary value problems
Edité par
LAP LAMBERT Academic Publishing, 2011
ISBN 10 : 384541183X
ISBN 13 : 9783845411835
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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 . N° de réf. du vendeur 5481127
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Monte Carlo method for linear and nonlinear boundary value problems: Foundation, algorithms, numerical solutions and applications
Edité par
LAP LAMBERT Academic Publishing, 2011
ISBN 10 : 384541183X
ISBN 13 : 9783845411835
Ancien ou d'occasion
Paperback
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
Paperback. Etat : Like New. Like New. book. N° de réf. du vendeur ERICA796384541183X6
Quantité disponible : 1 disponible(s)