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Problème de Dirichlet U''=a U^3 by Morillon-J

Problème de Dirichlet U''=a U^3

by Morillon-J
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Book cover type: Paperback
  • ISBN13: 9786131503054
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Omniscriptum
  • Publisher Imprint: Omniscriptum
  • Publication Date:
  • Pages: 84
  • Original Price: GBP 24.0
  • Language: French
  • Edition: N/A
  • Item Weight: 137 grams
  • BISAC Subject(s): Probability & Statistics / General

Les méthodes de résolution numérique stochastiques sont de plus en plus sollicitées dans de nombreux domaines. Dans ce livre, des représentations stochastiques de solutions de problèmes de Dirichlet déterministes linéaires et non linéaires sont déduites de l'application de la formule de Itô. Ces représentations sont utilisées pour établir des algorithmes de calcul par simulation de marches aléatoires. Les méthodes numériques associées sont appliquées à des exemples de problèmes linéaires et non linéaires. Les résultats des essais avec une fonction source, des estimations de temps d'arrèt et des courbes de régression quadratique sont présentés. Des solutions u du problème de Dirichlet u'' = a u 3 sont calculées par cette méthode purement stochastique pour des valeurs de a positives et négatives. Ce travail intéresse tout particulièrement les étudiants de master Processus stochastiques et Applications et les chercheurs en probabilités numériques (méthodes de Monte-Carlo).

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