First- and last-passage algorithms in diffusion Monte Carlo

zbMATH Open1093.82010MaRDI QIDQ3365736FDOQ3365736

Authors: James A. Given, Chi-Ok Hwang, Michael Mascagni 

Publication date: 23 January 2006

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zbMATH Keywords

Monte Carlo methodsdiffusionFeynman-Kac formulafirst passagelast passage

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Combinatorial probability (60C05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Cited In (6)

• Analysis and comparison of Green's function first-passage algorithms with ``Walk on spheres algorithms.
• Title not available (Why is that?)
• Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation
• The simulation-tabulation method for classical diffusion Monte Carlo
• A diffusion Monte Carlo method for charge density on a conducting surface at non-constant potentials
• First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations

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