A Monte Carlo technique using a fast repetitive analog computer for determining lowest eigenvalues of partial differential equations for various boundaries, with applications

This paper describes a Monte Carlo technique for estimating the lowest eigenvalues of certain elliptic and hyperbolic partial differential equations with Dirichlet boundary conditions. (2) A stochastic process whose output conditional probability density distribution satisfies a partial differential equation similar to the partial differential equation under consideration is, along with the boundary conditions, implemented on ASTRAC II, a fast repetitive analog computer.