Random walk approach to wave radiation in cylindrical and spherical domains

Two- and three-dimensional Helmholtz equations in the exterior cylindrical and spherical domains are addressed by the random walk method. The solutions of the Dirichlet problems in such domains are represented as mathematical expectations of specified functionals on trajectories of random motions ru...

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Veröffentlicht in:	Probabilistic engineering mechanics 2003-10, Vol.18 (4), p.339-348
Hauptverfasser:	Budaev, Bair V., Bogy, David B.
Format:	Artikel
Sprache:	eng
Schlagworte:	Brownian motion Exact sciences and technology Fluctuation phenomena, random processes, noise, and brownian motion Fundamental areas of phenomenology (including applications) Physics Solid mechanics Statistical physics, thermodynamics, and nonlinear dynamical systems Stochastic process Structural and continuum mechanics Vibration, mechanical wave, dynamic stability (aeroelasticity, vibration control...) Vibrations and mechanical waves Wave propagation
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Beschreibung
Zusammenfassung:	Two- and three-dimensional Helmholtz equations in the exterior cylindrical and spherical domains are addressed by the random walk method. The solutions of the Dirichlet problems in such domains are represented as mathematical expectations of specified functionals on trajectories of random motions running in designated domains of a multi-dimensional complex space. The numerical examples confirm the efficiency of the random walk approach to the analysis of wave radiation.
ISSN:	0266-8920 1878-4275
DOI:	10.1016/j.probengmech.2003.07.002