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

diffusion equationrandom number generatorrandom walk

Mathematics Subject Classification ID

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

Review text

The random walk technique is used to simulate the following diffusion equation \(\partial c/\partial t=(\partial/\partial x)\) \((K(\partial c/\partial x))\). Especially the selection of the random number generator, the time step and the total number of particles are discussed.

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Cited in

(23)

• A local interaction simulation approach to the solution of diffusion problems
• A second look at the method of random walks
• Generalized random walk algorithm for the numerical modeling of complex diffusion processes.
• On random walk models with space varying diffusivity
• Random walks with negative particles for discontinuous diffusion and porosity
• Anomalous spreading and misidentification of spatial random walk models
• An improved scheme for a Robin boundary condition in discrete-time random walk algorithms
• Simulation of the diffusion process in composite porous media by random walks
• Random walk, Rayleigh-Kac' scheme and diffusion equation
• The Fokker-Planck law of diffusion and pattern formation in heterogeneous environments
• scientific article; zbMATH DE number 4169797 (Why is no real title available?)
• On the general random walk formulation for diffusion in media with Diffusivities
• Convergence to Steady State in a Diffusional Sampler
• Direct numerical observation of anomalous diffusion in random media
• Two-level diffusion, random walk and uniqueness
• scientific article; zbMATH DE number 1172039 (Why is no real title available?)
• scientific article; zbMATH DE number 1547793 (Why is no real title available?)
• The diffusing-velocity random walk: a spatial-Markov formulation of heterogeneous advection and diffusion
• Stability of reaction fronts in random walk simulations
• On the theory of advective effects on biological dynamics in the sea. III. The role of turbulence in biological–physical interactions
• Lagrangian Modelling of Transport Phenomena Using Stochastic Differential Equations
• A method for identifying diffusive trajectories with stochastic models
• Coloured noise for dispersion of contaminants in shallow waters

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