MARKOV CHAIN MONTE CARLO SOLUTION OF POISSON’S EQUATION

Abstract

The classical Monte Carlo methods (fixed random walk, floating random walk, Exodus method) are useful in calculation potentials one point at a time. The Markov chain Monte Carlo method (MCMCM) overcomes this limitation by calculating the potential at all grid points simultaneously. This method has been used for whole field computation for problems involving Laplace’s equation. This paper extends the application of MCMCM to problems involving Poisson’s equations. The two illustrative examples are provided with hand calculation.
DOI: 10.17762/ijritcc2321-8169.150122