Las Vegas Method For Diffusion Equations
Price
Free (open access)
Transaction
Volume
16
Pages
10
Published
1997
Size
925 kb
Paper DOI
10.2495/BT970281
Copyright
WIT Press
Author(s)
C.S. Chen and M.A. Golberg
Abstract
The Laplace transform is applied to remove the time dependent variable in diffusion problems. In Laplace space we then applied Atkinson's formulae to find a particular solution of the modified Helmholtz's equation. The quasi- Monte Carlo integration which alleviates the difficulty of domain integration has been implemented for computing particular solutions of the modified Helmholtz's equation. With the method of fundamental solutions, we find the solution of the homogeneous equation. The solution in the Laplace space is then inverted numerically to yield a solution in time domain. A numerical example is given to illustrate the simplicity and effectiveness of our approach in solving diffusion-type PDEs. 1 Introduction In the past decade boundary element methods (BEM) have emerged as one of the major numerical techniques in s
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