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Monte-Carlo simulation of a stochastic differential equation
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作者 Arif ULLAH Majid KHAN +2 位作者 M KAMRAN R KHAN 盛正卯 《Plasma Science and Technology》 SCIE EI CAS CSCD 2017年第12期6-14,共9页
For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient,Monte Carlo(MC) techniques are considered to be more effective than other algorithms, such as finite element method or f... For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient,Monte Carlo(MC) techniques are considered to be more effective than other algorithms, such as finite element method or finite difference method. The inhomogeneity of diffusion coefficient strongly limits the use of different numerical techniques. For better convergence, methods with higher orders have been kept forward to allow MC codes with large step size. The main focus of this work is to look for operators that can produce converging results for large step sizes. As a first step, our comparative analysis has been applied to a general stochastic problem.Subsequently, our formulization is applied to the problem of pitch angle scattering resulting from Coulomb collisions of charge particles in the toroidal devices. 展开更多
关键词 Monte-Carlo simulation stochastic differential equations toroidal plasmas numerical methods
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