A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations

DOI10.1002/MMA.7861MaRDI QIDQ6179801zbMATH OpenOpenAlexFDO

Authors Karl Sabelfeld, Anastasya Kireeva

Publication date 18 December 2023

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.7861

zbMATH Keywords

adjoint Green functiondrift-diffusion-Poisson equationfundamental solutionglobal random walk algorithmrandom walk on spheres

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic particle methods (65C35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(7)

• Random walk on spheres method for solving anisotropic drift-diffusion problems
• Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations
• Simulation of drift-diffusion process at high Péclet numbers by the random walk on spheres method
• A global random walk on spheres algorithm for transient heat equation and some extensions
• Stochastic simulation algorithm for solving the system of lame equations for two- and three-dimensional domains by combining the Slobodianskii representation, the method of fundamental solutions and a random projection method
• Extended Walk-on-Spheres Algorithm for Linear and Nonlinear Elliptic Problems of Divergence-type
• Walk-on-Spheres Monte Carlo and deep neural network approximations of elliptic PDEs with drift and killing

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