九点格式椭圆型差分方程的Monte Carlo解法

THE MONTE CARLO SOLUTIONS for NINE-POINT SCHEME ELLIPTIC DIFFERENCE EQUATIONS

摘要:

本文给出了九点格式椭圆型差分方程的第一、第二和第三边值问題的Monte Carlo解法及平均游动步数的估计。

Abstract:

In this paper, the Monte Carlo Solutions [or the first, Second and third boundary value problems of nine point scheme elliptic difference equations and estimation about its mean steps of random walk are given.