摘要
介绍了用Monte Carlo方法求解抛物型方程的3种游动模型,给出了相应的证明及误差的概率估计式;将Monte Carlo方法和区域分解算法相结合提出一种可并行计算抛物型方程的方法,针对形式一般的方程给出了具体算法,并指出算法适用的条件;分别对二维、三维抛物型方程进行数值实验,实验结果表明该算法通过合理的安排,几乎不需要数据传递,在并行机上可以节省大量的计算时间.
This paper introduces three random walk models on computating parabolic equations solved by Monte Carlo method, the corresponding prove and the error estimation are given; then a method on computating parabolic functions parallel is proposed based on the combination of Monte Carlo method with domain decomposition algorithm, the algorithm for one-dimension functions is expounded. The condition suitable to the algorithm is given. Some numerical experiments were carried out for 2D- and 3D-parabolic functions. The results show that the method can well handle parabolic functions parallel and can save lots of time.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2007年第2期173-178,共6页
Journal of Jilin University:Science Edition
