| Schrodinger方程的Dirichlet问题的概率表达式解法 |
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| 引用本文： | 滕桂兰,杨则森.Schrodinger方程的Dirichlet问题的概率表达式解法[J].吉林大学学报(理学版),1998(4). |
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| 作者姓名： | 滕桂兰 杨则森 |
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| 作者单位： | 天津大学数学系 |
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| 摘 要： | 给出用Ｍｏｎｔｅ－Ｃａｒｌｏ方法求在某布朗运动中首达时的期望值的数值解法，并证明了此数值解的依概率收敛性．
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| 关 键 词： | 依概率收敛，Monte－Carlo方法，布朗运动，首达时 |
The Solution to the Probablity Formula of Dirichet Problem of Schrodinger Equation |
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| Teng Guilan,Yang Zesen.The Solution to the Probablity Formula of Dirichet Problem of Schrodinger Equation[J].Journal of Jilin University: Sci Ed,1998(4). |
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| Authors: | Teng Guilan Yang Zesen |
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| Abstract: | The presnet paper presents a numerical solution method to evaluate this expectation value at the first arrival time of Brown motion using Monte Carlo method proves the weak consistency of this solution. |
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| Keywords: | weak consistency Monte Carlo methods Brown motion first arrival time |
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