A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains

DOI10.1134/S1064562418060108zbMath1432.65158OpenAlexW2899970960MaRDI QIDQ1709848

K. K. Sabel'fel'd

Publication date: 15 January 2019

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562418060108

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Related Items (1)

Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors

Cites Work

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• Random walk on spheres method for solving drift-diffusion problems
• A mesh free floating random walk method for solving diffusion imaging 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
• THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations

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