A Monte Carlo Method for Scalar Reaction Diffusion Equations

DOI10.1137/0907090MaRDI QIDQ4727367zbMATH OpenOpenAlexFDO

Authors Charles S. Peskin, Arthur Sherman

Publication date 1986

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0907090

zbMATH Keywords

convergenceNagumo's equationrandom walkreaction diffusion

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Sums of independent random variables; random walks (60G50) Monte Carlo methods (65C05) Applications to the sciences (65Z05)

Recommendations

• scientific article; zbMATH DE number 957370
• A stochastic simulation for solving scalar reaction–diffusion equations
• Monte Carlo methods for the solution of nonlinear partial differential equations
• scientific article; zbMATH DE number 67994
• A quasi-random walk method for one-dimensional reaction-diffusion equations

Cited in

(26)

• Particle-method solution of two-dimensional convection-diffusion equations
• Monte Carlo simulation of nonlinear diffusion processes. II
• Monte Carlo methods for the solution of nonlinear partial differential equations
• A new Monte Carlo method for solving a stationary diffusion equation
• First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations
• A quasi-random walk method for one-dimensional reaction-diffusion equations
• A piecewise deterministic Monte Carlo method for diffusion bridges
• An improved scheme for a Robin boundary condition in discrete-time random walk algorithms
• Rates for branching particle approximations of continuous-discrete filters
• scientific article; zbMATH DE number 1822416 (Why is no real title available?)
• A probabilistic approach to numerical solution of the nonlinear diffusion equation
• Unscaled spatial branging process with interaction: macrospic equation and local equilibrium
• A first-passage kinetic Monte Carlo method for reaction-drift-diffusion processes
• Connecting the dots: semi-analytical and random walk numerical solutions of the diffusion-reaction equation with stochastic initial conditions
• Kinetic energy conservation in 2D vortical flow
• A Gradient Random Walk Method for Two-Dimensional Reaction-Diffusion Equations
• Monte Carlo methods for convective diffusion equations
• Convergence of a random walk method for a partial differential equation
• A stochastic simulation for solving scalar reaction–diffusion equations
• Convergence analysis of the semi-implicit euler method for abstract evolution equations
• scientific article; zbMATH DE number 957370 (Why is no real title available?)
• An efficient Monte Carlo scheme for Zakai equations
• Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition
• Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws
• Random walk algorithms for solving nonlinear chemotaxis problems
• On the Accuracy of Gradient Random Walk Methods for the Heat, FitzHugh-Nagumo, and Burgers' Equations

This page was built for publication: A Monte Carlo Method for Scalar Reaction Diffusion Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4727367)