Introduction to Monte Carlo methods for transport and diffusion equations /

Lapeyre, Bernard.

Introduction to Monte Carlo methods for transport and diffusion equations / B. Lapeyre, �. Pardoux, R. Sentis ; translated by Alan Craig and Fionn Craig. - Oxford ; New York : Oxford University Press, 2003. - ix, 163 p. ; 24 cm. - Oxford texts in applied and engineering mathematics; 6 .

"Translation from the French language edition: Methods de Monte-Carlo pour les equations de transport et de diffusion", 1998 --t.p. verso.

Includes bibliographical references (p. [157]-161) and index.

Open access.

0198525923


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