Stochastic Finite Difference Frequency Domain Method

This paper presents a novel stochastic numerical method called stochastic finite difference frequency domain (S-FDFD). S-FDFD introduced in this paper directly inserts the statistical variations of electrical properties into the FDFD. Comparison between full-fledged multi run Monte Carlo results and those of single run S-FDFD shows that the S-FDFD method can predict the mean and variance of EM fields with a fair degree of accuracy in a computationally efficient way.