Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem

DOI10.1515/mcma-2017-0119zbMath1386.65027OpenAlexW2768433672MaRDI QIDQ1691495

Nikolai A. Simonov

Publication date: 16 January 2018

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2017-0119

zbMATH Keywords

diffusionMonte Carlodislocationboundary value problemMarkov chainrandom walkrecombinationRobin conditionelectron beam induced current

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

Cites Work

• Splitting and survival probabilities in stochastic random walk methods and applications
• Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions
• Walk-on-spheres algorithm for solving third boundary value problem
• Monte Carlo methods for solving elliptic equations with boundary conditions containing the normal derivative
• Stochastic Methods for Boundary Value Problems
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Monte Carlo Methods for Calculating Some Physical Properties of Large Molecules
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