Monte Carlo Analysis of Time-Dependent Problems

Monte Carlo Analysis of Time-Dependent Problems

Monte Carlo method is well known for solving static problems such as Laplace's or Poisson's equation. In this paper, we extend the applicability of the conventional Monte Carlo method to solve time-dependent (heat) problems. We present results in 1-D and 2-D that agree with the exact solut...

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Hauptverfasser: Sadiku, M.N.O., Akujuobi, C.M., Musa, S.M.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Communications technology
Educational institutions
Eigenvalues and eigenfunctions
Finite difference methods
Integral equations
Monte Carlo methods
Partial differential equations
Poisson equations
Random number generation
Stochastic processes
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Beschreibung
Zusammenfassung:Monte Carlo method is well known for solving static problems such as Laplace's or Poisson's equation. In this paper, we extend the applicability of the conventional Monte Carlo method to solve time-dependent (heat) problems. We present results in 1-D and 2-D that agree with the exact solutions
ISSN:1091-0050
1558-058X
DOI:10.1109/second.2006.1629314