Title :
Monte Carlo fixed-radius floating random walk solution for potential problems
Author :
Garcia, Raymond C. ; Sadiku, Matthew N O
Author_Institution :
Dept. of Electr. Eng., Pennsylvania State Univ., State College, PA, USA
Abstract :
A new Monte Carlo method is introduced. The fixed-radius floating random walk combines the strong points of the two classical Monte Carlo methods, namely the fixed random walk and the floating random walk. The method is used to solve Poisson´s equation. Two typical problems in rectangular and axisymmetrical solution regions are used to illustrate the method´s lower computation time and higher degree of accuracy when compared with the fixed random walk
Keywords :
Monte Carlo methods; computational complexity; random processes; stochastic processes; Monte Carlo method; Poisson´s equation solution; accuracy; axisymmetrical solution regions; computation time; fixed random walk; fixed-radius floating random walk; floating random walk; rectangular solution regions; Educational institutions; Electromagnetic analysis; Electromagnetic scattering; Electrostatic analysis; Heat engines; Integral equations; Kernel; Monte Carlo methods; Poisson equations; Power engineering;
Conference_Titel :
Southeastcon '96. Bringing Together Education, Science and Technology., Proceedings of the IEEE
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-3088-9
DOI :
10.1109/SECON.1996.510032
