A new Monte Carlo method for Neumann problems

Author

Sadiku, Matthew N O ; Gu, Keming

Author_Institution

Dept. of Electr. Eng., Temple Univ., Philadelphia, PA, USA

fYear

1996

fDate

11-14 Apr 1996

Firstpage

92

Lastpage

95

Abstract

The Monte Carlo methods (MCMs) have been applied with great success to the solution of the elliptic differential equation, but none of them in their present form can be used when a mixed boundary condition is involved. To overcome this limitation existing in classical MCMs, a new fixed random walk method, known as the triangular mesh random walk method, is presented for the elliptical problem with mixed boundary condition. This method can be used to solve many electromagnetic field problems. The numerical calculation involving some two-dimensional problems confirms the efficiency of triangular mesh random walk method

Keywords

Monte Carlo methods; differential equations; electromagnetic fields; random processes; Monte Carlo method; Neumann problems; electromagnetic field problems; elliptic differential equation; fixed random walk method; mixed boundary condition; numerical calculation; triangular mesh random walk method; two-dimensional problems; Boundary conditions; Dielectrics; Difference equations; Differential equations; Iterative methods; Laplace equations; Permittivity; Poisson equations; Research and development;

fLanguage

English

Publisher

ieee

Conference_Titel

Southeastcon '96. Bringing Together Education, Science and Technology., Proceedings of the IEEE

Conference_Location

Tampa, FL

Print_ISBN

0-7803-3088-9

Type

conf

DOI

10.1109/SECON.1996.510033

Filename

510033