A mesh free floating random walk method for solving diffusion imaging problems

DOI10.1016/J.SPL.2016.10.006MaRDI QIDQ2374577zbMATH OpenOpenAlexFDO

Authors Karl Sabelfeld

Publication date 15 December 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.10.006

zbMATH Keywords

random walkalgorithmGreen's functionboundary value problemscathodoluminescencesurvival probabilitydiffusion processesmesh free methodsemi-infinite domainsEBIC imagingelectron beam-induced current techniques

Mathematics Subject Classification ID

Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Motion of charged particles (78A35) Monte Carlo methods applied to problems in optics and electromagnetic theory (78M31)

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Cited in

(17)

• Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems
• Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors
• A partition of unity finite element method for computational diffusion MRI
• A new floating random walk methodology for Neumann and mixed boundary condition problems without reflections at boundaries: validation with Laplace's equation in one dimension
• Stochastic simulation algorithms for solving transient anisotropic diffusion-recombination equations and application to cathodoluminescence imaging
• Random walk on spheres method for solving drift-diffusion problems
• Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging
• A global random walk on spheres algorithm for transient heat equation and some extensions
• A random walk on small spheres method for solving transient anisotropic diffusion problems
• Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface
• A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains
• A global random walk on grid algorithm for second order elliptic equations
• A global random walk on grid algorithm for second order elliptic equations
• Random walk on spheres method for solving anisotropic drift-diffusion problems
• Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
• Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions
• Random walk on ellipsoids method for solving elliptic and parabolic equations

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