Forward Monte Carlo Method for the Solution of Time-Dependent Heat Conduction Equation.
Final rept. 19 Apr 76-30 Aug 77,
MATHEMATICAL APPLICATIONS GROUP INC ELMSFORD N Y
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A forward Monte Carlo method has been developed to solve the time-dependent heat conduction or diffusion equation. The general method has been implemented so as to cover a variety of boundary conditions. The method is based on a floating volume random walk, similar to the one in an adjoint method. A novel problem has been posed, and successfully solved, on the treatment of boundary conditions. The solution required the introduction of a biasing function, leading to a biased random walk. The first step of the random walk is particular to the forward method. The succeeding steps can be considered self-adjoint, as they are identical in the forward and adjoint case. Author
- Statistics and Probability