Splitting and survival probabilities in stochastic random walk methods and applications

DOI10.1515/MCMA-2016-0103zbMath1334.65009OpenAlexW2346538348MaRDI QIDQ254495

K. K. Sabel'fel'd

Publication date: 8 March 2016

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

Full work available at URL: https://doi.org/10.1515/mcma-2016-0103

zbMATH Keywords

first passage timesurvival probabilitynonlinear diffusion equationsstochastic algorithmcathodoluminescencediffusion imaging of microstructuresepitaxial nanowire growthkinetic Monte Carlo methodquantum efficiencyrandom walk on spheressplitting probabilitysystems of nonlinear Smoluchowski equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions ⋮ Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem

Cites Work

• A stochastic method for solving Smoluchowski's coagulation equation
• Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation
• Stochastic simulation of fluctuation-induced reaction-diffusion kinetics governed by Smoluchowski equations
• A Guide to First-Passage Processes
• Stochastic Analysis and Diffusion Processes
• Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
• Convergence rate for spherical processes with shifted centres *
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