Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target

DOI10.1016/J.JCP.2020.109406zbMath1436.65151OpenAlexW3011140323MaRDI QIDQ777579

K. K. Sabel'fel'd

Publication date: 7 July 2020

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2020.109406

zbMATH Keywords

first passage timerandom walk on spherescathodoluminescence imagingdrift-diffusion-reaction equationsnarrow escape problems

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion (76R50) Stochastic analysis applied to problems in fluid mechanics (76M35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (4)

Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations ⋮ Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems ⋮ A new randomized vector algorithm for iterative solution of large linear systems ⋮ Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations

Uses Software

• CA3D

Cites Work

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