First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations

DOI10.1016/J.AML.2018.08.018zbMath1483.65013OpenAlexW2889361964WikidataQ129330459 ScholiaQ129330459MaRDI QIDQ1726536

K. K. Sabel'fel'd

Publication date: 20 February 2019

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2018.08.018

zbMATH Keywords

first passage timea system of diffusion-reaction equationscathodoluminescence imaging of dislocationsrandom walk on spheres and balls

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Reaction-diffusion equations (35K57) Applications to the sciences (65Z05) Initial-boundary value problems for second-order parabolic systems (35K51) Boundary value problems for second-order elliptic systems (35J57)

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On the modeling of linear system input stochastic processes with given accuracy and reliability ⋮ Effective floating volume: a highly parallelizable mesh-free approach for solving transient multiphysics problems in multi-scale geometries with non-linear material properties ⋮ Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations ⋮ Monte Carlo method for parabolic equations involving fractional Laplacian ⋮ Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface ⋮ Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems ⋮ Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction 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

Cites Work

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• Random walk on spheres method for solving drift-diffusion problems
• Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
• Stochastic Methods for Boundary Value Problems
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution

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