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  • Computational Physics

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    Julio Balbin Arias
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    This document provides instructions for Project 3 on Brownian motion. Students are asked to compute the probability that a particle undergoing Brownian motion in a 1x4 rectangular area hits one of the narrow ends before hitting one of the longer sides, using either OpenMP or MPI for parallel computing. The grade will depend on achieving the correct numerical solution and proper use of parallel methods. Help is available to formulate parallel solution approaches.

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    Project of computational physics with sthocastical processes

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    computational physics

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    This document provides instructions for Project 3 on Brownian motion. Students are asked to compute the probability that a particle undergoing Brownian motion in a 1x4 rectangular area hits one of the narrow ends before hitting one of the longer sides, using either OpenMP or MPI for parallel computing. The grade will depend on achieving the correct numerical solution and proper use of parallel methods. Help is available to formulate parallel solution approaches.

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    50 просмотров1 страница

    Computational Physics

    Загружено:

    Julio Balbin Arias
    This document provides instructions for Project 3 on Brownian motion. Students are asked to compute the probability that a particle undergoing Brownian motion in a 1x4 rectangular area hits one of the narrow ends before hitting one of the longer sides, using either OpenMP or MPI for parallel computing. The grade will depend on achieving the correct numerical solution and proper use of parallel methods. Help is available to formulate parallel solution approaches.

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    © All Rights Reserved
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    Math 6395, Spring 2009

    Project 3 Brownian Motion


    Compute as many correct digits of accuracy as you can to the following problem, using either
    OpenMP or MPI to compute the numerical solution in parallel. Your grade will be based on
    achieving the correct result, as well as your use of parallel computing.
    There are many possible approaches for solving this problem. I will be glad to help you formulate a solution approach that can use parallel computing, but you are free to use whatever
    approach you choose.
    Problem:
    A particle is at the center of a 14 rectangle, and undergoes Brownian motion (i.e. a 2D random
    walk with infinitesimal step lengths) until it hits a boundary. What is the probability that it
    hits at one of the narrow ends rather than at one of the longer sides?

    [This problem is adapted from those in the Hundred-dollar, Hundred-digit Challenge, posed by
    Nick Trefethen in SIAM News, Volume 35, Number 1 (www.siam.org/news/news.php?id=388)]

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