Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface (Q2274839)

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Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface
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    Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface (English)
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    1 October 2019
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    The paper is devoted to an approach which is based on an explicit simulation of the reflecting diffusion process. The author proposes a new random walk based stochastic algorithm for solving transient diffusion equations in domains where a reflection boundary condition is imposed on a plane part of the boundary is suggested.
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    reflection boundary
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    first passage time
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    diffusion-reaction equations
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    random walk on parallelepipeds
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