| Introduction to Monte-Carlo Methods for Transport and Diffusion Equations Contributor(s): Lapeyre, B. (Author), Pardoux, É. (Author), Sentis, R. (Author) |
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ISBN: 0198525931 ISBN-13: 9780198525936 Publisher: Oxford University Press, USA OUR PRICE: $75.05 Product Type: Paperback - Other Formats Published: October 2003 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Mathematics | Applied - Science | Physics - General - Language Arts & Disciplines | Linguistics - General |
| Dewey: 530.138 |
| LCCN: 2003273501 |
| Physical Information: 0.36" H x 6.1" W x 9.14" (0.57 lbs) 174 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |