Schedule

MINDS SEMINAR

MINDS Seminar Series | Chiok Hwang (GIST) - Diffusion Monte Carlo methods; First- and Last-passage algorithms

MINDS SEMINAR
period : 2022-04-19 ~ 2022-04-19
time : 17:00:00 ~ 18:00
개최 장소 : Online streaming (Zoom)
Topic : Diffusion Monte Carlo methods; First- and Last-passage algorithms
개요
Date 2022-04-19 ~ 2022-04-19 Time 17:00:00 ~ 18:00
Speaker Chiok Hwang Affiliation GIST
Place Online streaming (Zoom) Streaming link ID : 688 896 1076 / PW : 54321
Topic Diffusion Monte Carlo methods; First- and Last-passage algorithms
Contents In this talk, starting from introduction to Feynman-Kac theorem which established the link between partial differential equations (PDEs) and stochastic processes (especially Brownian motion or diffusion in practice). I apply the theorem to boundary-value problems of the Laplace (Poisson) DEs and explain the development of the first- and last-passage algorithms for computing charge density at a specific point or a charge distribution on a general conducting object and mutual capacitance.
MinDS MinDS · 2022-02-24 14:24 · Views 736