Stochastic methods for boundary value problems : numerics for high-dimensional PDEs and applications /

Sabelfeld, K. K.

Stochastic methods for boundary value problems : numerics for high-dimensional PDEs and applications / Karl K. Sabelfeld, Nikolai A. Simonov. - 1 online resource (208 pages)

Includes bibliographical references.

9783110479164 9783110479454


Boundary value problems--Numerical solutions.
Stochastic analysis.
Random walks (Mathematics)


Electronic books.

QA379 / .S234 2016

519.2/3