On the use of random walk models with spatially variable diffusivity

DOI10.1016/S0021-9991(83)71114-9MaRDI QIDQ1802301zbMATH OpenOpenAlexFDO

Authors J. R. Hunter, P. D. Craig, H. E. Phillips

Publication date 11 August 1993

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

Full work available at URL https://doi.org/10.1016/s0021-9991(83)71114-9

zbMATH Keywords

random walkdiffusion equationrandom number generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Diffusion processes (60J60) Sums of independent random variables; random walks (60G50)

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• Lagrangian Modelling of Transport Phenomena Using Stochastic Differential Equations
• The diffusing-velocity random walk: a spatial-Markov formulation of heterogeneous advection and diffusion
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• A method for identifying diffusive trajectories with stochastic models
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• A local interaction simulation approach to the solution of diffusion problems
• Direct numerical observation of anomalous diffusion in random media
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• Anomalous spreading and misidentification of spatial random walk models
• Stability of reaction fronts in random walk simulations
• scientific article; zbMATH DE number 1547793 (Why is no real title available?)
• An improved scheme for a Robin boundary condition in discrete-time random walk algorithms

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