Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target

DOI10.1016/J.JCP.2020.109406zbMATH Open1436.65151OpenAlexW3011140323MaRDI QIDQ777579FDOQ777579

Authors Karl Sabelfeld 

Publication date 7 July 2020

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2020.109406

zbMATH Keywords

first passage timerandom walk on spherescathodoluminescence imagingdrift-diffusion-reaction equationsnarrow escape problems

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Stochastic analysis applied to problems in fluid mechanics (76M35) Diffusion (76R50)

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Cites work

• scientific article; zbMATH DE number 939851 (Why is no real title available?)
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Cited in

(6)

• Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems
• A new randomized vector algorithm for iterative solution of large linear systems
• A decoupled algorithm for a drift-diffusion model
• Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging
• Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations
• Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations

Describes a project that uses

Uses Software

• CA3D

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