A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes

Flavius Guiaş ()
Additional contact information
Flavius Guiaş: University of Dortmund, Department of Mathematics

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2004, 2006, pp 147-161 from Springer

Abstract: Summary We propose a stochastic particle method for diffusive dynamics which allows coupling with kinetic reactions. This is realized by constructing and simulating the infinitesimal transitions of a Markov process which models the elementary processes taking place in the system. For this, we divide the domain into a finite number of cells. The simulation of the diffusive motion of the particles is based on assigning to the particles a velocity vector. Instead of considering jumps in all directions, we compute only the flux between neighbouring cells. This approach is a strong and effective improvement on the use of random walks. It allows also the approximation of coagulation equations with diffusion in a bounded domain: in every cell we simulate a coagulation process according to a usual method (direct simulation or mass flow algorithm) and we couple these dynamics with the spatial motion of particles.

Date: 2006
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-31186-7_10

Ordering information: This item can be ordered from
http://www.springer.com/9783540311867

DOI: 10.1007/3-540-31186-6_10

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().