Random walk on spheres method for solving drift-diffusion problems

DOI10.1515/MCMA-2016-0118MaRDI QIDQ350283zbMATH OpenOpenAlexFDO

Authors Karl Sabelfeld

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

algorithmcathodoluminescenceLaplace equationRobin boundary conditionsdrift-diffusion equationrandom walk on spheres methodsemiconductorspherical mean value relationvon Mises-Fisher distribution

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(28)

• Random spherical hyperbolic diffusion
• Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems
• Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems
• Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors
• A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations
• Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target
• Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems
• scientific article; zbMATH DE number 1217604 (Why is no real title available?)
• First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations
• Stochastic simulation algorithms for solving transient anisotropic diffusion-recombination equations and application to cathodoluminescence imaging
• Stochastic simulation algorithms for iterative solution of the Lamé equation
• Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging
• Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation
• A global random walk on spheres algorithm for transient heat equation and some extensions
• A random walk on small spheres method for solving transient anisotropic diffusion problems
• Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface
• A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains
• A global random walk on grid algorithm for second order elliptic equations
• A global random walk on grid algorithm for second order elliptic equations
• A mesh free floating random walk method for solving diffusion imaging problems
• Random walk on spheres method for solving anisotropic drift-diffusion problems
• Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
• Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions
• Application of the von Mises-Fisher distribution to random walk on spheres method for solving high-dimensional diffusion-advection-reaction equations
• Simulation of drift-diffusion process at high Péclet numbers by the random walk on spheres method
• A modification of the random walk over spheres algorithm which is convenient for practical application
• Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation
• Random walk on ellipsoids method for solving elliptic and parabolic equations

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