Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications 9783110479454, 9783110479065

This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problem

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English Pages 208 Year 2016

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Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications
 9783110479454, 9783110479065

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