Monte Carlo method for solving boundary value problems for a diffusion equation with complex parameter. The Fourier transform in boundary value problems for a heat conduction equation (Q2709559)
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scientific article
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| English | Monte Carlo method for solving boundary value problems for a diffusion equation with complex parameter. The Fourier transform in boundary value problems for a heat conduction equation |
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Monte Carlo method for solving boundary value problems for a diffusion equation with complex parameter. The Fourier transform in boundary value problems for a heat conduction equation (English)
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29 October 2003
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Monte Carlo method
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boundary value problem
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diffusion process
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Fourier transform
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heat equation
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random walk on spheres
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The solutions of boundary value problems of mixed type for the heat equation are studied through their forms under the Fourier transform, which are the boundary equations of diffusions with complex parameter, of which the solutions are estimated by using the Monte Carlo method in terms of the random walk on spheres with rebound from the boundary and discrete walk on the grids.
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0.8316026926040649
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0.7770135998725891
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