Back to Search
Start Over
A global random walk on spheres algorithm for transient heat equation and some extensions.
- Source :
-
Monte Carlo Methods & Applications . 2019, Vol. 25 Issue 1, p85-96. 12p. - Publication Year :
- 2019
-
Abstract
- We suggest in this paper a global Random Walk on Spheres (gRWS) method for solving transient boundary value problems, which, in contrast to the classical RWS method, calculates the solution in any desired family of m prescribed points. The method uses only N trajectories in contrast to mN trajectories in the conventional RWS algorithm. The idea is based on the symmetry property of the Green function and a double randomization approach. We present the gRWS method for the heat equation with arbitrary initial and boundary conditions, and the Laplace equation. Detailed description is given for 3D problems; the 2D problems can be treated analogously. Further extensions to advection-diffusion-reaction equations will be presented in a forthcoming paper. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 09299629
- Volume :
- 25
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Monte Carlo Methods & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 135035253
- Full Text :
- https://doi.org/10.1515/mcma-2019-2032