Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems

DOI10.1515/mcma-2019-2039zbMath1416.65020OpenAlexW2944530605WikidataQ127899695 ScholiaQ127899695MaRDI QIDQ2315353

K. K. Sabel'fel'd

Publication date: 2 August 2019

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2019-2039

zbMATH Keywords

stochastic expansion from cell to cell algorithmtransport of electrons and holesanisotropic drift-diffusion-reaction equationrandom walk on rectangles and parallelepipeds

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors ⋮ Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target

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