A Monte Carlo Computer for Solution of Partial Differential Equations.
WASHINGTON UNIV ST LOUIS MO COMPUTER SYSTEMS LAB
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The Discrete Monte Carlo methods for the solution of partial differential equations has been studied theoretically and experimentally. Several of the relevant algorithms were proved. A special purpose digital computer the PDE machine, was designed and constructed from macromodules and Monte Carlo solutions for illustrative problems were obtained. Error analysis has been made and experimental outcomes were compared with theoretical results. The PDE machine has been proved to be very efficient from the viewpoint of accuracy and speed in comparison to general purpose digital computers. Author
- Statistics and Probability
- Computer Hardware