Grid-free simulation of diffusion using random wall methods
type: Item
instance of: scholarly article
title: Grid-free simulation of diffusion using random wall methods
zbMATH Open document ID: 0595.65132
DOI: 10.1016/0021-9991(85)90058-0
author: Ahmed F. Ghoniem
author: Frederick S. Sherman
published in: Journal of Computational Physics
publication date: 1985-01-01T00:00:00Z
review text: The authors investigate the simulation of diffusion of a set of particles by means of the random walk displacement. They consider a type of statistical approach that differs from classical random walk methods both of the discrete and of the floating type. The method they expose can be called of ''gradient random walk'', where particles following a Brownian motion transport flux elements while their timely displacements are constructed to approximate, in statistical sense, the gradient of the concentration distribution; this latter is then obtained by repeated integration. The method can be considered as originated by the researches of Chorin et al. [see e.g. \textit{A. J. Chorin}, Commun. Pure Appl. Math. 34, 853-866 (1981; Zbl 0458.76042)]. The paper contains also some examples of applications and some considerations about the advantages that this method presents from various angles in comparison with classical Monte Carlo methods.
Mathematics Subject Classification ID: 65Z05
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 35K05
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 3958664
zbMATH Keywords: simulation of diffusion
zbMATH Keywords: random walk displacement
zbMATH Keywords: gradient random walk
zbMATH Keywords: Brownian motion
MaRDI profile type: Publication
full work available at URL: 0021-9991(85)90058-0
OpenAlex ID: W1995623318
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description: scientific article; zbMATH DE number 3958664