How to simulate anisotropic diffusion processes on curved surfaces

DOI10.1016/j.jcp.2004.06.005zbMath1076.82035OpenAlexW2014358358MaRDI QIDQ703699

Michael F. Christensen

Publication date: 11 January 2005

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2004.06.005

zbMATH Keywords

diffusionFokker-Planck equationBrownian motionMonte Carlo simulationmaster equationinhomogeneous anisotropic medium

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items

Method of moving frames to solve (an)isotropic diffusion equations on curved surfaces, Is Brownian motion sensitive to geometry fluctuations?, Diffusion on a curved surface coupled to diffusion in the volume: application to cell biology

Cites Work

• Numerical solution of SDE through computer experiments. Including floppy disk
• A POWER SERIES EXPANSION OF THE MASTER EQUATION
• On Brownian motion, Boltzmann’s equation, and the Fokker-Planck equation
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