Download or read book Random Walks on Boundary for Solving PDEs written by Karl K. Sabelfeld and published by Walter de Gruyter. This book was released on 2013-07-05 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents new probabilistic representations for classical boundary value problems of mathematical physics and is the first book devoted to the walk on boundary algorithms. Compared to the well-known Wiener and diffusion path integrals, the trajectories of random walks in this publication are simlated on the boundary of the domain as Markov chains generated by the kernels of the boundary integral equations equivalent to the original boundary value problem. The book opens with an introduction for solving the interior and exterior boundary values for the Laplace and heat equations, which is followed by applying this method to all main boundary value problems of the potential and elasticity theories.
Download or read book Random Walk and the Heat Equation written by Gregory F. Lawler and published by American Mathematical Soc.. This book was released on 2010-11-22 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.
Download or read book Stochastic Methods for Boundary Value Problems written by Karl K. Sabelfeld and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-09-26 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach. The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: Introduction Random walk algorithms for solving integral equations Random walk-on-boundary algorithms for the Laplace equation Walk-on-boundary algorithms for the heat equation Spatial problems of elasticity Variants of the random walk on boundary for solving stationary potential problems Splitting and survival probabilities in random walk methods and applications A random WOS-based KMC method for electron–hole recombinations Monte Carlo methods for computing macromolecules properties and solving related problems Bibliography
Download or read book Spherical Means for PDEs written by Karl K. Sabelfeld and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-12-19 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monographs presents new spherical mean value relations for classical boundary value problems of mathematical physics. The derived spherical mean value relations provide equivalent integral formulations of original boundary value problems. Direct and converse mean value theorems are proved for scalar elliptic equations (the Laplace, Helmholtz and diffusion equations), parabolic equations, high-order elliptic equations (biharmonic and metaharmonic equations), and systems of elliptic equations (the Lami equation, systems of diffusion and elasticity equations). In addition, applications to the random walk on spheres method are given.
Download or read book Random Walks on Boundary for Solving PDEs written by K. K. Sabelfeld and published by . This book was released on 1994 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Spherical and Plane Integral Operators for PDEs written by Karl K. Sabelfeld and published by Walter de Gruyter. This book was released on 2013-10-29 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents integral formulations for partial differential equations, with the focus on spherical and plane integral operators. The integral relations are obtained for different elliptic and parabolic equations, and both direct and inverse mean value relations are studied. The derived integral equations are used to construct new numerical methods for solving relevant boundary value problems, both deterministic and stochastic based on probabilistic interpretation of the spherical and plane integral operators.
Download or read book Numerical Methods and Applications written by Todor Boyanov and published by Springer Science & Business Media. This book was released on 2007-02-20 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the 6th International Conference on Numerical Methods and Applications, NMA 2006, held in Borovets, Bulgaria, in August 2006. The 84 revised full papers presented together with 3 invited papers were carefully reviewed and selected from 111 submissions. The papers are organized in topical sections on numerical methods for hyperbolic problems, robust preconditioning solution methods, Monte Carlo and quasi-Monte Carlo for diverse applications, metaheuristics for optimization problems, uncertain/control systems and reliable numerics, interpolation and quadrature processes, large-scale computations in environmental modelling, and contributed talks.
Download or read book Large Scale Scientific Computing written by Ivan Lirkov and published by Springer. This book was released on 2018-01-10 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-conference proceedings of the 11th International Conference on Large-Scale Scientific Computations, LSSC 2017, held in Sozopol, Bulgaria, in June 2017. The 63 revised short papers together with 3 full papers presented were carefully reviewed and selected from 63 submissions. The conference presents results from the following topics: Hierarchical, adaptive, domain decomposition and local refinement methods; Robust preconditioning algorithms; Monte Carlo methods and algorithms; Numerical linear algebra; Control and optimization; Parallel algorithms and performance analysis; Large-scale computations of environmental, biomedical and engineering problems. The chapter 'Parallel Aggregation Based on Compatible Weighted Matching for AMG' is available open access under a CC BY 4.0 license.
Download or read book Partial Differential Equations of Applied Mathematics written by Erich Zauderer and published by John Wiley & Sons. This book was released on 2011-10-24 with total page 968 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition features the latest tools for modeling, characterizing, and solving partial differential equations The Third Edition of this classic text offers a comprehensive guide to modeling, characterizing, and solving partial differential equations (PDEs). The author provides all the theory and tools necessary to solve problems via exact, approximate, and numerical methods. The Third Edition retains all the hallmarks of its previous editions, including an emphasis on practical applications, clear writing style and logical organization, and extensive use of real-world examples. Among the new and revised material, the book features: * A new section at the end of each original chapter, exhibiting the use of specially constructed Maple procedures that solve PDEs via many of the methods presented in the chapters. The results can be evaluated numerically or displayed graphically. * Two new chapters that present finite difference and finite element methods for the solution of PDEs. Newly constructed Maple procedures are provided and used to carry out each of these methods. All the numerical results can be displayed graphically. * A related FTP site that includes all the Maple code used in the text. * New exercises in each chapter, and answers to many of the exercises are provided via the FTP site. A supplementary Instructor's Solutions Manual is available. The book begins with a demonstration of how the three basic types of equations-parabolic, hyperbolic, and elliptic-can be derived from random walk models. It then covers an exceptionally broad range of topics, including questions of stability, analysis of singularities, transform methods, Green's functions, and perturbation and asymptotic treatments. Approximation methods for simplifying complicated problems and solutions are described, and linear and nonlinear problems not easily solved by standard methods are examined in depth. Examples from the fields of engineering and physical sciences are used liberally throughout the text to help illustrate how theory and techniques are applied to actual problems. With its extensive use of examples and exercises, this text is recommended for advanced undergraduates and graduate students in engineering, science, and applied mathematics, as well as professionals in any of these fields. It is possible to use the text, as in the past, without use of the new Maple material.
Download or read book First passage Phenomena And Their Applications written by Ralf Metzler and published by World Scientific. This book was released on 2014-03-21 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic.
Download or read book Numerical Methods and Applications written by Lirkov Ivan Dimov and published by Springer. This book was released on 2011-01-27 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-conference proceedings of the 7th International Conference on Numerical Methods and Applications, NMA 2010, held in Borovets, Bulgaria, in August 2010. The 60 revised full papers presented together with 3 invited papers were carefully reviewed and selected from numerous submissions for inclusion in this book. The papers are organized in topical sections on Monte Carlo and quasi-Monte Carlo methods, environmental modeling, grid computing and applications, metaheuristics for optimization problems, and modeling and simulation of electrochemical processes.
Download or read book Design Theory 88 written by Sandra L. Newsome and published by Springer Science & Business Media. This book was released on 2013-03-07 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1984, Nam Sub, who was then the Assistant Director for Engineering at the National Science Foundation (NSF), created the Design Theory and Methodology Program. Among his goals in creating this program were to develop a science of engineering design and to establish design as an accepted field of engineering research. From 1984 to 1986 this program was directed by Susan Finger; from 1986 to the present Jack Dixon has been the director. The program itself has covered a broad range of disciplines, from chemical engineering to architecture, and a broad range of research paradigms, from psychological experiments to mathematical models. The present volume is based on the second NSF Grantee Workshop on Design Theory and Methodology, called Design Theory '88, which was held June 2-5, 1988 at Rensselaer Polytechnic Institute in Troy, NY, USA. It is, however, not strictly a proceedings since it includes some material that was not presented at a the Workshop and since it omits some papers and discussions that were presented at the Workshop. At the Workshop, invited speakers presented overviews of six different research areas based on summaries submitted in advance by the grantees of the Design Theory and Methodology Program. Since most of the speakers were not supported under the NSF program they brought fresh views to it. The other papers in this book were submitted directly to this volume and were not presented at the Workshop.
Download or read book Finite Difference Methods Theory and Applications written by Ivan Dimov and published by Springer. This book was released on 2019-01-28 with total page 701 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed conference proceedings of the 7th International Conference on Finite Difference Methods, FDM 2018, held in Lozenetz, Bulgaria, in June 2018.The 69 revised full papers presented together with 11 invited papers were carefully reviewed and selected from 94 submissions. They deal with many modern and new numerical techniques like splitting techniques, Green’s function method, multigrid methods, and immersed interface method.
Download or read book Analog and Hybrid Computer Programming written by Bernd Ulmann and published by Walter de Gruyter GmbH & Co KG. This book was released on 2023-05-22 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: As classic digital computers are about to reach their physical and architectural boundaries, interest in unconventional approaches to computing, such as quantum and analog computers, is rapidly increasing. For a wide variety of practical applications, analog computers can outperform classic digital computers in terms of both raw computational speed and energy efficiency. This makes them ideally suited a co-processors to digital computers, thus forming hybrid computers. This second edition of "Analog and Hybrid Computer Programming" provides a thorough introduction to the programming of analog and hybrid computers. It contains a wealth of practical examples, ranging from simple problems such as radioactive decay, harmonic oscillators, and chemical reaction kinetics to advanced topics which include the simulation of neurons, chaotic systems such as a double-pendulum simulation and many more. In addition to these examples, it contains a chapter on special functions which can be used as "subroutines" in an analog computer setup.
Download or read book Partial Differential Equations for Scientists and Engineers written by Stanley J. Farlow and published by Courier Corporation. This book was released on 2012-03-08 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical text shows how to formulate and solve partial differential equations. Coverage includes diffusion-type problems, hyperbolic-type problems, elliptic-type problems, and numerical and approximate methods. Solution guide available upon request. 1982 edition.
Download or read book Partial Differential Equations of Applied Mathematics written by Erich Zauderer and published by Wiley-Interscience. This book was released on 1998-08-04 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The only comprehensive guide to modeling, characterizing, and solving partial differential equations This classic text by Erich Zauderer provides a comprehensive account of partial differential equations and their applications. Dr. Zauderer develops mathematical models that give rise to partial differential equations and describes classical and modern solution techniques. With an emphasis on practical applications, he makes liberal use of real-world examples, explores both linear and nonlinear problems, and provides approximate as well as exact solutions. He also describes approximation methods for simplifying complicated solutions and for solving linear and nonlinear problems not readily solved by standard methods. The book begins with a demonstration of how the three basic types of equations (parabolic, hyperbolic, and elliptic) can be derived from random walk models. It continues in a less statistical vein to cover an exceptionally broad range of topics, including stabilities, singularities, transform methods, the use of Green's functions, and perturbation and asymptotic treatments. Features that set Partial Differential Equations of Applied Mathematics, Second Edition above all other texts in the field include: Coverage of random walk problems, discontinuous and singular solutions, and perturbation and asymptotic methods More than 800 practice exercises, many of which are fully worked out Numerous up-to-date examples from engineering and the physical sciences Partial Differential Equations of Applied Mathematics, Second Edition is a superior advanced-undergraduate to graduate-level text for students in engineering, the sciences, and applied mathematics. The title is also a valuable working resource for professionals in these fields. Dr. Zauderer received his doctorate in mathematics from the New York University-Courant Institute. Prior to joining the staff of Polytechnic University, he was a Senior Weitzmann Fellow of the Weitzmann Institute of Science in Rehovot, Israel.
Download or read book Simulation of Distributed parameter and Large scale Systems written by S. G. Tzafestas and published by North-Holland. This book was released on 1980 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
