Abstract

The Monte Carlo method is well known for solving static problems such as Laplace's or Poisson 's equation. In this paper, we extend the applicability of the conventional Monte Carlo method to solve time-dependent (heat) problems. We apply the Exodus method to these problems, which is not subject to randomness, as are the classical Monte Carlo methods. We present results in one- dimensional (1-D) and two-dimensional (2-D) that agree with the exact solutions.

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