Regional Monte Carlo solution of elliptic partial differential equations

Conference · Thu Jan 01 04:00:00 EST 1981

DOI:https://doi.org/10.1016/0021-9991(82)90079-1· OSTI ID:6245003

Booth, T E

A continuous random walk procedure for solving some elliptic partial differential equations at a single point is generalized to estimate the solution everywhere. The Monte Carlo method described here is exact (except at the boundary) in the sense that the only error is the statistical sampling error that tends to zero as the sample size increases. A method to estimate the error introduced at the boundary is provided so that the boundary error can always be made less than the statistical error.

• Research Organization: Los Alamos National Lab., NM (USA)
• DOE Contract Number: W-7405-ENG-36
• OSTI ID: 6245003
• Report Number(s): LA-UR-81-2138; CONF-811103-19; ON: DE81028772
• Country of Publication: United States
• Language: English

Related Subjects

657006 -- Theoretical Physics-- Statistical Physics & Thermodynamics-- (-1987)
71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
99 GENERAL AND MISCELLANEOUS
990200* -- Mathematics & Computers
BOUNDARY CONDITIONS
DIFFERENTIAL EQUATIONS
EQUATIONS
ERRORS
ITERATIVE METHODS
MATHEMATICS
MONTE CARLO METHOD
NUMERICAL SOLUTION
STATISTICS