Journals Higher Education



Published: 09 October 2003

176 Pages

ISBN: 9780198525929

Bookseller Code (06)

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

B. Lapeyre, É. Pardoux, and R. Sentis
Translated by Alan Craig and Fionn Craig

Oxford Texts in Applied and Engineering Mathematics

  • An unique text on the application of Monte-Carlo methods to partial differential equations