Monte Carlo Solution of Partial Differential Equations Using a Hybrid Computer
- 1 October 1967
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Electronic Computers
- Vol. EC-16 (5) , 603-610
- https://doi.org/10.1109/pgec.1967.264767
Abstract
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.Keywords
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