1973
DOI: 10.1109/proc.1973.9056
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Probabilistic potential theory applied to electrical engineering problems

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Cited by 33 publications
(11 citation statements)
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“…Suppose we are interested in solving the problem defined in eqs. (1) and (2), and the potential at a specific point (ρ o ,t o ), is to be determined. We define the transition probabilities p k as the probability that a random walk starting at the point of…”
Section: One-dimesional Heat Equationmentioning
confidence: 99%
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“…Suppose we are interested in solving the problem defined in eqs. (1) and (2), and the potential at a specific point (ρ o ,t o ), is to be determined. We define the transition probabilities p k as the probability that a random walk starting at the point of…”
Section: One-dimesional Heat Equationmentioning
confidence: 99%
“…MCM is often used to solve Laplace's and Poisson's equations [1][2][3][4], which are elliptic partial differential equations. They are hardly applied in solving parabolic and hyperbolic partial differential equations.…”
Section: Introductionmentioning
confidence: 99%
“…P(r + a A) + p(r -a" x A |"f) P(r" -a" A) +... + pCf -s A| ?) P(7 -j A), (3) in which [p(r *-a Ajr>], for example, is the conditional probability of jumping to O given that the particle is at r + a x A. Equation devaluates P (7) as the sum of the probabilities of reaching surface S. at some future time by the various routes through the six neighboring points around 7.…”
Section: Analysis Via Probabilistic Potential Theorymentioning
confidence: 99%
“…Other techniques based on stochastic processes have also been reported. Among these are the Monte Carlo Method (MCM) [5][6][7], the Multiple-Paths Method (MPM) [8], and the exodus method [9]. These methods are based on a random walk that may be fi xed, fl oating, on a rectangular grid, [7] or a random path [8].…”
Section: Introductionmentioning
confidence: 99%