Splitting and survival probabilities in stochastic random walk methods and applications

DOI10.1515/MCMA-2016-0103MaRDI QIDQ254495zbMATH OpenOpenAlexFDO

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

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)

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• A guide to first-passage processes
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• Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation
• Stochastic analysis and diffusion processes
• Stochastic simulation of fluctuation-induced reaction-diffusion kinetics governed by Smoluchowski equations

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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