A local interaction simulation approach to the solution of diffusion problems

DOI10.1016/0895-7177(93)90115-FMaRDI QIDQ1310187zbMATH OpenOpenAlexFDO

Authors C. A. Condat, G. Kaniadakis, Pier P. Delsanto

Publication date 2 January 1994

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(93)90115-f

zbMATH Keywords

diffusion equationmaster equationparallel processingrandom walk simulation

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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• Dimension-splitting for simplifying diffusion in lattice-gas models
• Guided proposals for simulating multi-dimensional diffusion bridges
• A generalized statistical model for the size distribution of wealth
• Transition probability coefficients and the stability of finite difference schemes for the diffusion and Telegraphers' equations

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