Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions
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Publication:293517
DOI10.1515/MCMA-2016-0108zbMath1338.65007OpenAlexW2400558009MaRDI QIDQ293517
Publication date: 9 June 2016
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma-2016-0108
Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)
Related Items (5)
Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems ⋮ A global random walk on spheres algorithm for transient heat equation and some extensions ⋮ Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ A global random walk on grid algorithm for second order elliptic equations
Cites Work
- Splitting and survival probabilities in stochastic random walk methods and applications
- On chemisorption of polymers to solid surfaces
- A Guide to First-Passage Processes
- Stochastic Methods for Boundary Value Problems
- Handbook of Linear Partial Differential Equations for Engineers and Scientists
- Partially Reflected Diffusion
- Monte Carlo Method for Partial Differential Equations
- On the convergence of the Born series in optical tomography with diffuse light
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