Splitting and survival probabilities in stochastic random walk methods and applications

DOI10.1515/MCMA-2016-0103zbMATH Open1334.65009OpenAlexW2346538348MaRDI QIDQ254495FDOQ254495

Authors: Karl Sabelfeld 

Publication date: 8 March 2016

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

Full work available at URL: https://doi.org/10.1515/mcma-2016-0103

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zbMATH Keywords

cathodoluminescencediffusion imaging of microstructuresepitaxial nanowire growthfirst passage timekinetic Monte Carlo methodnonlinear diffusion equationsquantum efficiencyrandom walk on spheressplitting probabilitystochastic algorithmsurvival probabilitysystems of nonlinear Smoluchowski equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• A guide to first-passage processes
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• A stochastic method for solving Smoluchowski's coagulation equation
• Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation
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• Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
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• Convergence rate for spherical processes with shifted centres *
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Cited In (3)

• Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions
• Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem
• A stochastic model of nanowire growth by molecular beam epitaxy

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