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Access Type

Open Access

Document Type

thesis

Degree Program

Electrical & Computer Engineering

Degree Type

Master of Science in Electrical and Computer Engineering (M.S.E.C.E.)

Year Degree Awarded

January 2008

Month Degree Awarded

September

Keywords

Random walk, Brownian motion, parabolic wave equation, Electrostatic, Electrodynamic, Electromagnetics

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.

DOI

https://doi.org/10.7275/608237

First Advisor

Ramakrishna Janaswamy

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