A Monte Carlo technique using a fast repetitive analog computer for determining lowest eigenvalues of partial differential equations for various boundaries, with applications

Richard T. D'Aquanni

Mathematics and Computers in Simulation (MATCOM), 1970, vol. 12, issue 2, 81-90

Abstract: This paper describes a Monte Carlo technique for estimating the lowest eigenvalues of certain elliptic and hyperbolic partial differential equations with Dirichlet boundary conditions. (2) A stochastic process whose output conditional probability density distribution satisfies a partial differential equation similar to the partial differential equation under consideration is, along with the boundary conditions, implemented on ASTRAC II, a fast repetitive analog computer.

Date: 1970
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:12:y:1970:i:2:p:81-90

DOI: 10.1016/S0378-4754(70)80003-9

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