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...

Full description

Saved in:
Bibliographic Details
Main Authors: Sadiku, M.N.O., Akujuobi, C.M., Musa, S.M.
Format: Conference Proceeding
Language:English
Subjects:
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
Online Access:Request full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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