Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics)

introduction to monte-carlo methods for transport and diffusion equations (oxford texts in applied and engineering mathematics)

more information about Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics)

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics)

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Book Description
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 mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for
each example.

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics),B. Lapeyre,E. Pardoux,R. Sentis,Alan Craig,Fionn Craig,Oxford University Press, USA,0198525923,Applied,General,Mathematics,Numerical Analysis,Physics,Probability & Statistics - General,Science/Mathematics,Calculus & mathematical analysis,Mathematics / Applied,Mathematics for scientists & engineers,Mathematics | Applied Mathematics,Probability & statistics

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