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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Lapeyre, Bernard; Pardoux, Etienne; Sentis, Remi
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Description for Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
paperback. 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 real-life scenarios. Translator(s): Craig, Fionn; Craig, Alan. Series: Oxford Texts in Applied & Engineering Mathematics. Num Pages: 174 pages, 2 figures. BIC Classification: PBK; PBT; PDE; TBJ. Category: (U) Tertiary Education (US: College). Dimension: 233 x 155 x 10. Weight in Grams: 260.
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. This is the sixth volume in the Oxford Texts in Applied and Engineering Mathematics ... Read more
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. This is the sixth volume in the Oxford Texts in Applied and Engineering Mathematics ... Read more
Product Details
Format
Paperback
Publication date
2004
Publisher
Oxford University Press United Kingdom
Number of pages
174
Condition
New
Series
Oxford Texts in Applied & Engineering Mathematics
Number of Pages
174
Place of Publication
Oxford, United Kingdom
ISBN
9780198525936
SKU
V9780198525936
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-1
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