Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions

DOI10.1515/MCMA-2016-0108MaRDI QIDQ293517zbMATH OpenOpenAlexFDO

Authors Karl Sabelfeld

Publication date 9 June 2016

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

Full work available at URL https://doi.org/10.1515/mcma-2016-0108

zbMATH Keywords

cathodoluminescenceGreen's functionsRobin boundary conditionsEBICrandom walks on semi-cylinders

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

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Cited in

(10)

• Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
• A global random walk on spheres algorithm for transient heat equation and some extensions
• A mesh free floating random walk method for solving diffusion imaging problems
• scientific article; zbMATH DE number 843491 (Why is no real title available?)
• A triangular mesh random walk for Dirichlet problems
• Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem
• Random walk methods for scalar transport problems subject to Dirichlet, Neumann and mixed boundary conditions
• A global random walk on grid algorithm for second order elliptic equations
• A global random walk on grid algorithm for second order elliptic equations
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions

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