Quasi-Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium

DOI10.1007/978-3-642-04107-5_21MaRDI QIDQ3405446zbMATH OpenOpenAlexFDO

Authors Rami El Haddad, Christian Lécot, G. Venkiteswaran

Publication date 15 February 2010

Published in Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-04107-5_21

zbMATH Keywords

algorithmdiffusion equationnumerical experimentsquasi-Monte Carlo method

Mathematics Subject Classification ID

Heat equation (35K05) Monte Carlo methods (65C05)

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Cited in

(12)

• Monte Carlo simulation of nonlinear diffusion processes. II
• Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
• Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium: Correction to the Gaussian steplength
• Quasi-Monte Carlo simulation of diffusion
• Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium: A biased random walk on an asymmetrical lattice
• Simulation of diffusion processes in axisymmetric inhomogeneous media
• Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
• A QMC-Deep Learning Method for Diffusivity Estimation in Random Domains
• Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes
• scientific article; zbMATH DE number 2219918 (Why is no real title available?)
• Lattice Monte Carlo simulation of Galilei variant anomalous diffusion

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