A Monte Carlo Computer for Solution of Partial Differential Equations.

Abstract

The Discrete Monte Carlo methods for the solution of partial differential equations has been studied theoretically and experimentally. Several of the relevant algorithms were proved. A special purpose digital computer the PDE machine, was designed and constructed from macromodules and Monte Carlo solutions for illustrative problems were obtained. Error analysis has been made and experimental outcomes were compared with theoretical results. The PDE machine has been proved to be very efficient from the viewpoint of accuracy and speed in comparison to general purpose digital computers. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1972
Accession Number
AD0760331

Entities

People

  • Eitan Sadeh
  • Mark Franklin

Organizations

  • University of Washington

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Computers
  • Differential Equations
  • Digital Computers
  • Equations
  • Error Analysis
  • Errors
  • Macromodules
  • Mathematical Analysis
  • Mathematics
  • Monte Carlo Method
  • Partial Differential Equations

Readers

  • Calculus or Mathematical Analysis
  • Computer Science.
  • Solar Physics