A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations
DOI10.1002/mma.7861zbMath1527.65002OpenAlexW3207779525MaRDI QIDQ6179801
K. K. Sabel'fel'd, Anastasya Kireeva
Publication date: 18 December 2023
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.7861
fundamental solutionrandom walk on spheresdrift-diffusion-Poisson equationglobal random walk algorithmadjoint Green function
Monte Carlo methods (65C05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Stochastic particle methods (65C35)
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