An Efficient Monte Carlo Algorithm For A Class Of Elliptic Boundary Value Problems With Constant Coefficients

Considering the concentrated load problem in engineering and physics,it is not necessary to solve the function value at each grid point in the solution domain,but only to solve the function value at a few specific points.For a special kind of elliptic boundary value problems with constant coefficient,this paper proposes a set of Mont Carlo algorithm to numerically simulate the function value at any point and generalizes this method to the numerical simulation of the homogeneous heat conduction equation.The example results show that this method is efficient.