Monte Carlo for PDEs Fall 2013. Review Last Class – Monte Carlo Linear Solver von Neumann and Ulam method Randomize Stationary iterative methods Variations.

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Presentation transcript:

Monte Carlo for PDEs Fall 2013

Review Last Class – Monte Carlo Linear Solver von Neumann and Ulam method Randomize Stationary iterative methods Variations of Monte Carlo solver This Class – Fredholm integral equations of the second kind – The Dirichlet Problem – Eigenvalue Problems Next Class – Green’s Function Monte Carlo

Fredholm integral equations of the second kind

The Dirichlet Problem

Eigenvalue Problems

Summary This Class – Monte Carlo Linear Solver von Neumann and Ulam method Randomize Stationary iterative methods Variations of Monte Carlo solver – Fredholm integral equations of the second kind – The Dirichlet Problem – Eigenvalue Problems

What I want you to do? Review Slides Work on Assignment 4