Monte Carlo method for solving a parabolic problem
In this paper, we present a numerical method based on random sampling for a parabolic problem. This method combines use of the Crank-Nicolson method and Monte Carlo method. In the numerical algorithm, we first discretize governing equations by Crank-Nicolson method, and obtain a large spars...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VINCA Institute of Nuclear Sciences
2016-01-01
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| Series: | Thermal Science |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-9836/2016/0354-98361603933T.pdf |