Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium: Correction to the Gaussian steplength

DOI10.1016/j.jcp.2003.12.019zbMath1052.65001OpenAlexW2087159834MaRDI QIDQ1877103

William G. Gibson, Les Farnell

Publication date: 16 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2003.12.019

zbMATH Keywords

Monte Carlonumerical examplesdiffusion equationerror boundMonte Carlo simulationGaussian distributionDiffusiondiffusion processesStochastic modelling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Heat equation (35K05) Diffusion processes (60J60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Related Items

Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium: A biased random walk on an asymmetrical lattice ⋮ Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes ⋮ Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice

Uses Software

• MCELL

Cites Work

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