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Preliminary Investigations of a Stochastic Method to solve Electrostatic and Electrodynamic Problems

Sethu Hareesh Kolluru, University of Massachusetts - Amherst

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