New Monte Carlo Methods with Estimating Derivatives / edited by G. A. Mikhailov.

Format:

Book

Contributor:

Mikhaĭlov, G. A., editor.

Language:

English

Subjects (All):

Markov processes.

Mathematical physics.

Monte Carlo method.

Physical Description:

1 online resource (196 pages)

Edition:

First edition.

Place of Publication:

Zeist, The Netherlands : VSP BV, [1995]

Contents:

Intro

CONTENTS

Preface

1. Estimation of integrals and solution of integral equations

2. Estimation of derivatives

3. Solution of the Helmholtz equation

4. Solution of metaharmonic equations and elliptic systems

5. Monte Carlo methods with calculating parametric derivatives in the radiation transport theory

6. Solution of nonlinear problems

Appendix. Some simulation algorithms

References.

Notes:

Includes bibliographical references.

Description based on print version record.

Other Format:

Print version: Mikhailov, G. A. New Monte Carlo Methods with Estimating Derivatives

ISBN:

9783112318935

3112318935

OCLC:

1353269270