Monte Carlo fixed-radius floating random walk solution for potential problems

Author

Garcia, Raymond C. ; Sadiku, Matthew N O

Author_Institution

Dept. of Electr. Eng., Pennsylvania State Univ., State College, PA, USA

fYear

1996

fDate

11-14 Apr 1996

Firstpage

88

Lastpage

91

Abstract

A new Monte Carlo method is introduced. The fixed-radius floating random walk combines the strong points of the two classical Monte Carlo methods, namely the fixed random walk and the floating random walk. The method is used to solve Poisson´s equation. Two typical problems in rectangular and axisymmetrical solution regions are used to illustrate the method´s lower computation time and higher degree of accuracy when compared with the fixed random walk

Keywords

Monte Carlo methods; computational complexity; random processes; stochastic processes; Monte Carlo method; Poisson´s equation solution; accuracy; axisymmetrical solution regions; computation time; fixed random walk; fixed-radius floating random walk; floating random walk; rectangular solution regions; Educational institutions; Electromagnetic analysis; Electromagnetic scattering; Electrostatic analysis; Heat engines; Integral equations; Kernel; Monte Carlo methods; Poisson equations; Power engineering;

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.1996.510032

Filename

510032