Regional Monte Carlo solution of elliptic partial differential equations
Journal Article
·
· J. Comput. Phys.; (United States)
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 Laboratory, Los Alamos, NM 87545
- OSTI ID:
- 6553172
- Journal Information:
- J. Comput. Phys.; (United States), Journal Name: J. Comput. Phys.; (United States) Vol. 47:2; ISSN JCTPA
- Country of Publication:
- United States
- Language:
- English
Similar Records
Regional Monte Carlo solution of elliptic partial differential equations
Exact Monte Carlo solution of elliptic partial differential equations
A Monte Carlo solution of heat conduction and Poisson equations
Conference
·
Wed Dec 31 23:00:00 EST 1980
·
OSTI ID:6245003
Exact Monte Carlo solution of elliptic partial differential equations
Journal Article
·
Sat Jan 31 23:00:00 EST 1981
· J. Comput. Phys.; (United States)
·
OSTI ID:5864906
A Monte Carlo solution of heat conduction and Poisson equations
Journal Article
·
Mon Jan 31 23:00:00 EST 2000
· Journal of Heat Transfer
·
OSTI ID:20067707