Random walk on spheres method for solving drift-diffusion problems

DOI10.1515/mcma-2016-0118zbMath1354.65265OpenAlexW2552605070MaRDI QIDQ350283

K. K. Sabel'fel'd

Publication date: 7 December 2016

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

Full work available at URL: https://doi.org/10.1515/mcma-2016-0118

zbMATH Keywords

algorithmvon Mises-Fisher distributionLaplace equationRobin boundary conditionssemiconductorcathodoluminescencedrift-diffusion equationrandom walk on spheres methodspherical mean value relation

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Boundary value problems for second-order elliptic equations (35J25) Statistical mechanics of semiconductors (82D37) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

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