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蒙特卡罗方法求解一类确定性问题

Monte Carlo Methods for Solving a Class of Deterministic Problems
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摘要 对一类变系数热传导方程,提出一种新的数值解法.首先使用Crank-Nicolson有限差分格式将给定方程离散为线性代数方程组AU=b,然后用雅可比超松弛迭代法把AU=b转化为U=LU+f形式,最后用蒙特卡罗方法求解代数方程组U=LU+f,得到数值解.算例说明这种方法的有效性. For a kind of variable coefficient heat conduction equation,a new numerical solution method is proposed.First,the given equation is discretized into linear algebraic equations using the Crank-Nicolson finite difference scheme,and then the Jacobian over-relaxation iteration method is used to transform it into a form,and finally The Monte Carlo method is used to solve the algebraic equations,and the numerical solution is obtained.An example shows the effectiveness of this method.
作者 田毅 卢怡霖 TIAN Yi;LU Yi-lin(College of Data Science and Applications,Inner Mongolia University of Technology,Hohhot 010080,China)
出处 《内蒙古工业大学学报(自然科学版)》 2020年第5期321-326,共6页 Journal of Inner Mongolia University of Technology:Natural Science Edition
基金 内蒙古工业大学科学研究项目(ZZ201820)。
关键词 热传导方程 CRANK-NICOLSON格式 蒙特卡罗方法 heat conduction equation Crank-Nicolson scheme Monte Carlo method
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