| Monte-Carlo有限差分法和Monte-Carlo有限元法的一点注记 |
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| 引用本文： | 唐立,朱起定,杨文胜. Monte-Carlo有限差分法和Monte-Carlo有限元法的一点注记[J]. 湘南学院学报, 2003, 24(5): 1-4 |
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| 作者姓名： | 唐立 朱起定 杨文胜 |
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| 作者单位： | 1. 中南大学铁道校区,数学学院,湖南,长沙,410075
2. 湖南师范大学,理学院,湖南,长沙,410081 |
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| 基金项目： | 国家自然科学基金资助项目(19871027) |
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| 摘 要： | 本文以二维调和方程第一边值问题为例,探讨了Monte Carlo有限差分法和Monte Carlo有限元法的概率实质,将差分法和有限元法的数值解表示成了统一的随机表达式,显示了有限差分法和有限元法共同的本质.
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| 关 键 词： | Monte-Carlo有限差分法 Monte-Carlo有限元法 二维调和方程第一边值问题 随机表达式 |
| 文章编号： | 1008-2042(2003)05-0001-04 |
| 修稿时间： | 2003-05-13 |
A Note for Monte-Carlo Finite Difference Method and Monte-Carlo Finite Element Method |
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| TANG Li,ZHU Qi-ding,YANG Wen-sheng. A Note for Monte-Carlo Finite Difference Method and Monte-Carlo Finite Element Method[J]. Journal of Xiangnan University, 2003, 24(5): 1-4 |
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| Authors: | TANG Li ZHU Qi-ding YANG Wen-sheng |
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| Affiliation: | TANG Li~1,ZHU Qi-ding~2,YANG Wen-sheng~1 |
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| Abstract: | In this paper, the probabilistic essentials of Monte-Carlo finite difference method and Monte-Carlo finite element method are investigated by using the 2-dimensional harmonic first boundary value problem as an example. The numerical solutions of the two methods are represented the same stochastic representation, showing their common essence. |
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| Keywords: | Monte-Carlo finite difference method Monte-Carlo finite element method 2-D harmonic first boundary value problem stochastic representation |
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