WIT Press


Las Vegas Method For Diffusion Equations

Price

Free (open access)

Volume

16

Pages

10

Published

1997

Size

925 kb

Paper DOI

10.2495/BT970281

Copyright

WIT Press

Author(s)

C.S. Chen and M.A. Golberg

Abstract

The Laplace transform is applied to remove the time dependent variable in diffusion problems. In Laplace space we then applied Atkinson's formulae to find a particular solution of the modified Helmholtz's equation. The quasi- Monte Carlo integration which alleviates the difficulty of domain integration has been implemented for computing particular solutions of the modified Helmholtz's equation. With the method of fundamental solutions, we find the solution of the homogeneous equation. The solution in the Laplace space is then inverted numerically to yield a solution in time domain. A numerical example is given to illustrate the simplicity and effectiveness of our approach in solving diffusion-type PDEs. 1 Introduction In the past decade boundary element methods (BEM) have emerged as one of the major numerical techniques in s

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