A Monte Carlo Method for Scalar Reaction Diffusion Equations
โ Scribed by Sherman, Arthur S.; Peskin, Charles S.
- Book ID
- 118185271
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1986
- Weight
- 973 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0196-5204
- DOI
- 10.1137/0907090
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๐ SIMILAR VOLUMES
The Laplace transform is applied to remove the time-dependent variable in the di usion equation. For nonharmonic initial conditions this gives rise to a non-homogeneous modiรฟed Helmholtz equation which we solve by the method of fundamental solutions. To do this a particular solution must be obtained
Traditionally, solving the adjoint equation for unsteady problems involves solving a large, structured linear system. This paper presents a variation on this technique and uses a Monte Carlo linear solver. The Monte Carlo solver yields a forward-time algorithm for solving unsteady adjoint equations.