Title :
Monte Carlo Analysis of Time-Dependent Problems
Author :
Sadiku, M.N.O. ; Akujuobi, C.M. ; Musa, S.M.
Author_Institution :
Center of Excellence for Commun. Syst. Technol. Res., Prairie View A&M Univ., TX
fDate :
March 31 2005-April 2 2005
Abstract :
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
Keywords :
Monte Carlo methods; heat; Monte Carlo analysis; one-dimensional heat equations; time-dependent problems; two-dimensional heat equations; 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;
Conference_Titel :
SoutheastCon, 2006. Proceedings of the IEEE
Conference_Location :
Memphis, TN
Print_ISBN :
1-4244-0168-2
DOI :
10.1109/second.2006.1629314
