Matthew N. O. Sadiku, Cajetan M. Akujuobi, Sarhan M. Musa
Abstract
Monte Carlo method is well known for solving static problems such as Laplace's or Poisson's equation. In this paper, we extend the applicability of the conventional Monte Carlo method to solve time-dependent (heat) problems. We present results in 1-D and 2-D that agree with the exact solutions
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Monte Carlo method is well known for solving static problems such as Laplace's or Poisson's equation. In this paper, we extend the applicability of the conventional Monte Carlo method to solve time-dependent (heat) problems. We present results in 1-D and 2-D that agree with the exact solutions
Key concepts: Monte Carlo method, Hybrid Monte Carlo, Monte Carlo molecular modeling, Monte Carlo method in statistical physics, Computer science, Dynamic Monte Carlo method, Applied mathematics, Mathematical optimization