An iterative Monte Carlo method to solve nonlinear second-order differential equations
Computational Physics
2024-08-02 v1
Abstract
The Monte Carlo method is a thriving and mathematically beautiful numerical technique used extensively, nowadays, to deal with many demanding problems in diverse fields. Here, we present an iterative Monte Carlo algorithm to work out very general nonlinear second-order differential equations, with Dirichlet boundary conditions. An example of its usage is, also, reported.
Cite
@article{arxiv.2408.00742,
title = {An iterative Monte Carlo method to solve nonlinear second-order differential equations},
author = {Martín Chávez-Páez and Enrique González-Tovar and Guillermo Iván Guerrero-García},
journal= {arXiv preprint arXiv:2408.00742},
year = {2024}
}
Comments
8 pages, 2 figures