Random Fields and Stochastic Lagrangian Models

The book presents advanced stochastic models and simulation methods for random flows and trans...

Monte Carlo Methods and Applications

This is the proceedings of the '8 sup thsupIMACS Seminar on Monte Carlo Methods' held from...

Spherical Means for PDEs

Frontmatter -- Contents -- List of Symbols -- Chapter 1. Introduction -- Chapter 2. Scalar second...

Random Walks on Boundary for Solving PDEs

Frontmatter -- Contents -- Chapter 1. Introduction -- Chapter 2. Random walk algorithms for solvi...

Spherical and Plane Integral Operators for PDEs

The book presents integral formulations for partial differential equations, with the focus on ...

Stochastic Methods for Boundary Value Problems

This monograph is devoted to random walk based stochastic algorithms for solving high-dimensio...

Stochastic Methods for Boundary Value Problems

This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional...

Spherical Means for PDEs

Monte Carlo Methods

The book includes random walk algorithms for solving multi-dimensional problems of mathematical p...

Optimization of Weighted Monte Carlo Methods

Weighted Monte Carlo algorithms are extremely useful when direct simulation techniques are inappl...

Random Fields and Stochastic Lagrangian Models

The book presents advanced stochastic models and simulation methods for random flows and transpor...

Spherical and Plane Integral Operators for PDEs

The book presents integral formulations for partial differential equations, with the focus on sph...