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Monte Carlo and Quasi-Monte Carlo Methods 2004 || Illumination in the Presence of Weak Singularities

✍ Scribed by Niederreiter, Harald; Talay, Denis

Book ID
120380685
Publisher
Springer-Verlag
Year
2006
Tongue
German
Weight
314 KB
Edition
2006
Category
Article
ISBN-13
9783540255413

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✦ Synopsis

this Book Represents The Refereed Proceedings Of The Sixth International Conference On Monte Carlo And Quasi-monte Carlo Methods In Scientific Computing And Of The Second International Conference On Monte Carlo And Probabilistic Methods For Partial Differential Equations. These Conferences Were Held Jointly At Juan-les-pins (france) In June 2004. The Proceedings Include Carefully Selected Papers On Many Aspects Of Monte Carlo Methods, Quasi-monte Carlo Methods, And The Numerical Solution Of Partial Differential Equations. The Reader Will Be Informed About Current Research In These Very Active Areas.

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The Laplace transform is applied to remove the time-dependent variable in the di usion equation. For nonharmonic initial conditions this gives rise to a non-homogeneous modiΓΏed Helmholtz equation which we solve by the method of fundamental solutions. To do this a particular solution must be obtained