Introduction to Monte-Carlo Methods for Transport and Diffusion Equations attention Highly varied and extensive exercises

Highly varied and extensive exercises to practice whatyou've learned

With a clear presentation

you'll be prepared for any challenge the future might hold

• Certification Objectives—what you need to know in order to pass the section on the exam dealing with the chapter topic

At each stage of this progression

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations attention Highly varied and extensive exercisesMonte Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly