摘要

A numerical method for solving a class of heat conduction equations with variable coefficients in one dimensional space is demonstrated. This method combines the Crank-Nicolson and Monte Carlo methods. Using Crank-Nicolson method, the governing equations are discretized into a large sparse system of linear algebraic equations, which are solved by Monte Carlo method. To illustrate the usefulness of this technique, we apply it to two problems. Numerical results show the performance of the present work

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