Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice

DOI10.1515/MCMA.2010.009zbMath1206.65015OpenAlexW2010734425MaRDI QIDQ3068179

Christian Lécot, Rami El Haddad, G. Venkiteswaran

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1515/mcma.2010.009

zbMATH Keywords

numerical examplesdiffusion equationrandom walklow-discrepancy sequencesquasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods applied to problems in thermodynamics and heat transfer (80M31)

Cites Work

• Grid-free simulation of diffusion using random wall methods
• A direct simulation Monte Carlo scheme and uniformly distributed sequences for solving the Boltzmann equation
• Optimal smoothing in function-transport particle methods for diffusion problems
• Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
• Generalized random walk algorithm for the numerical modeling of complex diffusion processes.
• Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium: Correction to the Gaussian steplength
• Quasi-Monte Carlo simulation of diffusion
• Monte Carlo simulation of diffusion in a spatially nonhomogeneous medium: A biased random walk on an asymmetrical lattice
• Convergence of Random Methods for a Reaction-Diffusion Equation
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
• A Quasi-Monte Carlo Scheme Using Nets for a Linear Boltzmann Equation
• Random Walk and the Theory of Brownian Motion

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