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