Numerical Evaluation of Coefficients of Multidimensional Heat Equation by Stochastic Differential Equations
نویسنده
چکیده
A new algorithm of determination of coe cients of multidimensional heat equations on the basis of temperature measurements is proposed. A system of stochastic di erential equations (SDE) can be assigned to a linear multidimensional heat equation. The solution of the heat equation can be obtained by solving the corresponding SDE by the method of statistical modeling. The sensitivity analysis is used when solving the considered inverse problem. The method of statistical modeling for evaluation of sensitivity functions is used as well. The application of parallel computers allows a signi cant increase of the e ciency of the proposed algorithm. The results of numerical calculations are given.
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تاریخ انتشار 1999