Resumen

SUXO MAMANI, Franz. Solution of partial differential equations with open boundary conditions by the Monte Carlo method. Revista Boliviana de Física [online]. 2016, vol.29, n.29, pp.6-16. ISSN 1562-3823.

The stochastic Monte Carlo method is applied to solve partial differential equations with open boundary conditions, i.e., equations that have solutions in an infinite domain. First, we test the effectiveness of the Monte Carlo method by comparing results with the analytical solutions of known problems. Next, we applied the method to more complex physical problems that have no analytical solution. We found that in the case of the diffusion equation, the Monte Carlo method is applied directly on the infinite domain of the problem, while in the most popular numerical methods a bound solution domain is required.

Palabras clave : Computational techniques and simulations; Finite-difference methods; Aplications of Monte Carlo methods.

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