Zobrazeno 1 - 10
of 157
pro vyhledávání: '"Karl K. Sabelfeld"'
Stochastic Methods for Boundary Value Problems : Numerics for High-dimensional PDEs and Applications
Autor:
Karl K. Sabelfeld, Nikolai A. Simonov
This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but
Autor:
Karl K. Sabelfeld, Irina A. Shalimova
The book presents integral formulations for partial differential equations, with the focus on spherical and plane integral operators. The integral relations are obtained for different elliptic and parabolic equations, and both direct and inverse mean
Autor:
Karl K. Sabelfeld, Nikolai A. Simonov
The book presents advanced stochastic models and simulation methods for random flows and transport of particles by turbulent velocity fields and flows in porous media. Two main classes of models are constructed: (1) turbulent flows are modeled as syn
Autor:
Karl K. Sabelfeld, Ivan Dimov
This is the proceedings of the'8th IMACS Seminar on Monte Carlo Methods'held from August 29 to September 2, 2011 in Borovets, Bulgaria, and organized by the Institute of Information and Communication Technologies of the Bulgarian Academy of Sciences
Publikováno v:
Monte Carlo Methods and Applications. 29:143-160
In this paper, we construct stochastic simulation algorithms for solving an elastostatics problem governed by the Lamé equation. Two different stochastic simulation methods are suggested: (1) a method based on a random walk on spheres, which is iter
Autor:
Irina Shalimova, Karl K. Sabelfeld
Publikováno v:
Monte Carlo Methods and Applications. 29:79-93
In this paper, we address a long-standing open problem in stochastic simulation: construction of a random walk on spheres (RWS) algorithm for solving a system of elasticity equations, known as the Lamé equation. Many attempts to generalize the class
Autor:
Karl K. Sabelfeld, Oleg Bukhasheev
Publikováno v:
Monte Carlo Methods and Applications. 28:293-305
The global random walk on grid method (GRWG) is developed for solving two-dimensional nonlinear systems of equations, the Navier–Stokes and Burgers equations. This study extends the GRWG which we have earlier developed for solving the nonlinear dri
Autor:
Karl K. Sabelfeld, Ivan Aksyuk
Publikováno v:
Monte Carlo Methods and Applications. 28:349-367
In this paper, we address the problem of flow simulation at high Péclet numbers by the random walk on spheres (RWS) method. Conventional deterministic methods here face difficulties related to high solution gradients near the boundary in the region
Publikováno v:
Monte Carlo Methods and Applications. 28:211-219
The present study addresses the sensitivity analysis of particle concentration dispersion in the turbulent flow. A stochastic spectral model of turbulence is used to simulate the particle transfer. Sensitivity analysis is performed by estimations of