Monte Carlo method for linear and nonlinea...

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Sprache: Englisch

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Beschreibung

Availability of multiprocessor computers, allows us to solve many complex problems using Monte Carlo method. Monte Carlo methods have been further developed to solve a variety of multidimensional integrals, linear and nonlinear boundary value problems. In monograph we used the deep connections between differential equations and random processes. This connection has been known long ago, the results of the theory of differential equations have been widely used in the theory of probability and vice versa. The solutions of large class linear and nonlinear equations of elliptic and parabolic type may be represented in the form of integrals over the trajectories of Markov process. In the current work we study the approaches connected with simple and branching Markov processes. We obtained effective unbiased estimators for the solutions. Constructed numerical algorithms are strict proved and used for the solution of problems of mathematical physics. This book meant for specialists of numerical methods who applied Monte Carlo methods for the solution boundary value problems, calculating multidimensional integrals and work in the area financial mathematics and statistics.

Über den Autor

Professor, Field of study: Monte Carlo methods and asynchronous algorithms. Head of Department Mathematical Modeling and Informatics,University of World Economy and Diplomacy (UWED). Co-autor: Gulnora Raimova, Field of study: Monte Carlo methods. Associate professor of Department Mathematical Modeling and Informatics, UWED,Tashkent,Uzbekistan

Erscheinungsjahr:	2011
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	268 S.
ISBN-13:	9783845411835
ISBN-10:	384541183X
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Rasulov, Abdujabar Raimova, Gulnora
Hersteller:	LAP LAMBERT Academic Publishing
Verantwortliche Person für die EU:	BoD - Books on Demand, In de Tarpen 42, D-22848 Norderstedt, info@bod.de
Maße:	220 x 150 x 17 mm
Von/Mit:	Abdujabar Rasulov (u. a.)
Erscheinungsdatum:	29.07.2011
Gewicht:	0,417 kg