Introduction to Monte Carlo methods for transport and diffusion equations /

Lapeyre, Bernard. ,

Introduction to Monte Carlo methods for transport and diffusion equations / Bernard Lapeyre, E. Pardoux and R. Sentis. - ix, 163 pages ; 24 cm. - Oxford texts in applied and engineering mathematics ; 6 .

0198525923


Monte Carlo method.
Heat equation --Numerical solutions.
Transport theory.

QA298 / .L36 2003

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