DETERMINATION OF SENSITIVITY COEFFICIENTS IN LINEAR HEAT CONDUCTION PROBLEMS BY RANDOM-WALK METHOD

Abstract

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.

Notes

Address correspondence to Professor Somchart Chantasiriwan, Department of Mechanical Engineering, King Mongkut's Institute of Technology Thonburi, 91 Pracha Uthit Road, Ratburana District, Bangkok 10140, Thailand. E-mail: [email protected]