Simulation of drift-diffusion process at high Péclet numbers by the random walk on spheres method

DOI10.1515/mcma-2022-2128zbMath1504.76059OpenAlexW4307639362MaRDI QIDQ2101135

Ivan Aksyuk, K. K. Sabel'fel'd

Publication date: 28 November 2022

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

Full work available at URL: https://doi.org/10.1515/mcma-2022-2128

zbMATH Keywords

boundary layerPéclet numberdrift-diffusion equationexcitoncontinuity interface conditiondiffusion lengthRWS algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Stochastic analysis applied to problems in fluid mechanics (76M35)

Cites Work

• Random walk on spheres method for solving drift-diffusion problems
• Numerical simulations of diffusion in cellular flows at high Péclet numbers
• Convection-enhanced diffusion for random flows
• Diffusion-advection in cellular flows with large Péclet numbers
• A new global random walk algorithm for calculation of the solution and its derivatives of elliptic equations with constant coefficients in an arbitrary set of points
• Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
• Boundary layers for cellular flows at high Péclet numbers
• Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures
• Low or High Peclet Number Flow Past a Sphere in a Saturated Porous Medium
• Unnamed Item

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