Determination of sensitivity coefficients in linear heat conduction problems by random-walk method

摘要

The random-walk solution for linear, time-dependent, multidimensional, nonhomogeneous heat conduction problems is presented in a general form, which is expressed in terms of transition probabilities. The boundary conditions considered include the Dirichlet, the Neumann, and the mixed boundary conditions. The random-walk method is shown to be an efficient and flexible method for determining sensitivity coefficients. [References: 15]