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Preliminary Investigations of a Stochastic Method to solve Electrostatic and Electrodynamic Problems
Document Type: Open Access
Degree Program
Electrical & Computer Engineering
Degree Type
Master of Science in Electrical and Computer Engineering (M.S.E.C.E.)
Year Degree Awarded
2008
Month Degree Awarded
September
Primary Subject Category
Engineering
Secondary Subject Category
Engineering
Keywords
Random walk, Brownian motion, parabolic wave equation, Electrostatic, Electrodynamic, Electromagnetics
Advisor(s) or Committee Chair
Janaswamy, Ramakrishna
Abstract
A stochastic method is developed, implemented and investigated here for solving Laplace, Poisson's, and standard parabolic wave equations. This method is based on the properties of random walk, diffusion process, Ito formula, Dynkin formula and Monte Carlo simulations. The developed method is a local method i:e: it gives the value of the solution directly at an arbitrary point rather than extracting its value from complete field solution and thus is inherently parallel. Field computation by this method is demonstrated for electrostatic and electrodynamic propagation problems by considering simple examples and numerical results are presented to validate this method. Numerical investigations are carried out to understand efficacy and limitations of this method and to provide qualitative understanding of various parameters involved in this method.
Recommended Citation
Kolluru, Sethu Hareesh , "Preliminary Investigations of a Stochastic Method to solve Electrostatic and Electrodynamic Problems" (2008). Masters Theses. Paper 191.
http://scholarworks.umass.edu/theses/191