Stochastic Solution Method of the Master Equation and the Model Boltzmann Equation
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概要
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Here is described the stochastic solution method of two integro-differentialequations for probability density; one is the master equation appearing in thetheory of stochastic processes and the other is the Kac model of the Boltzmannequation. The basic idea of the method is in that a set of mutually independentrandom variables sampled from the probability density can take the place of therole of the probability density function. A few examples are calculated. Whenthe exact solution is known, it is ascertained that the solution obtained from thestochastic solution method agrees with the exact solution.
- 社団法人日本物理学会の論文
- 1983-08-15
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