Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Lapeyre (ècole Nationale des Ponts et Chaussèes), è. Pardoux (U. de Provence) and R. Sentis (Commissariat á l'ènergie Atomique) help mathematicians, engineers, and physicists better understand the basics of Monte-Carlo methods and when and how to use them. They assume readers have a solid grounding in analysis, but introduce the principal ideas of probability as they are needed. The treatise is developed from a course they presented at the Congress of Numerical Analysis in May 1993, and was published as Mèthodes de Monte-Carlo pour les èquations de transport et de diffusion by Springer-Verlag in 1998. Annotation ©2004 Book News, Inc., Portland, OR

Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee

Universite de Provence, Marseille

Commissariat a l'Energie Atomique Bruyeres-le-Chatel

University of Durham