On the possibility of track length based Monte-Carlo algorithms for stationary drift-diffusion systems with sources and sinks

DOI10.1016/J.JCP.2018.07.051MaRDI QIDQ2002472zbMATH OpenOpenAlexWikidataFDO

Authors D. Reiser, J. Romazanov, Ch. Linsmeier

Publication date 12 July 2019

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

Full work available at URL https://juser.fz-juelich.de/record/859038

zbMATH Keywords

drift-diffusion transportFokker-Planck equationMonte-Carlo methodtrack length estimator

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Monte Carlo methods (65C05)

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Cites work

• A Monte-Carlo model of neutral-particle transport in diverted plasmas
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• Computational fluid dynamics. Incompressible turbulent flows
• scientific article; zbMATH DE number 3386717 (Why is no real title available?)
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• On the constructions of the skew Brownian motion
• Simulation of a stochastic process in a discontinuous layered medium
• Stochastic methods. A handbook for the natural and social sciences
• Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation
• The Fokker-Planck equation. Methods of solutions and applications.

Cited in

(2)

• Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium: Correction to the Gaussian steplength
• Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems

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