Monte Carlo Solution of Partial Differential Equations Using a Hybrid Computer

The analog-hybrid computer Monte Carlo technique for solving elliptic and parabolic partial differential equations has been implemented on a new hybrid computer capable of taking statistics over 1000 two-or three-dimensional random walks per second. This exceptional computing speed and flexible digital control permit direct plotting of partial differential equation solutions; of perhaps even greater interest is the incorporation of such Monte Carlo routines in real-time analog computer setups in process control applications. In this connection, the Monte Carlo method has been extended to a wider class of problems, and is especially applicable to heat conduction/diffusion problems.