三维热传导方程第一、第三边值问题的豪特卡罗解法  

MONTE CARLO METHODS FOR SOLVINGTHE FIRST AND THE THIRD BOUNDARYCONDIT IONS OF THREE-DIMENSIONALHEAT CONDU CTION EQUATION

作　　者：李大红 

出　　处：《工业工程》1995年第1期85-90,共6页Industrial Engineering Journal

摘　　要：本文利用质点的随机游动建立了两种新的概率模型，导出了抛物型偏微分方程中热传导方程第一、第三边值问题的ＭｏｎｔｅＣａｒｌｏ解法，并给出了误差估计。In this paper, two kinds of new probability model arc built by using random wale ofparticles,and Monte Carlo Method' s solution to parabolic partial differential equation.i. e. the first and the third boundary conditions of heat conduction equation are deduced. Moreover, error cstimate are also indicated in it.

关 键 词：随机游动 边界条件 内网格点 边界网格点 

分 类 号：TK124[动力工程及工程热物理—工程热物理]