A Monte Carlo Method for Scalar Reaction Diffusion Equations

DOI10.1137/0907090zbMATH Open0617.65126OpenAlexW2012189899MaRDI QIDQ4727367FDOQ4727367

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

random walkconvergencereaction diffusionNagumo's equation

Mathematics Subject Classification ID

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

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(21)

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• Kinetic energy conservation in 2D vortical flow
• Random walk algorithms for solving nonlinear chemotaxis problems
• A probabilistic approach to numerical solution of the nonlinear diffusion equation
• First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations
• 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
• An efficient Monte Carlo scheme for Zakai equations
• scientific article; zbMATH DE number 1822416 (Why is no real title available?)
• Monte Carlo methods for convective diffusion equations
• Monte Carlo methods for the solution of nonlinear partial differential equations
• Unscaled spatial branging process with interaction: macrospic equation and local equilibrium
• A new Monte Carlo method for solving a stationary diffusion equation
• Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws
• An improved scheme for a Robin boundary condition in discrete-time random walk algorithms
• Particle-method solution of two-dimensional convection-diffusion equations

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