Efficient Monte Carlo methods for simulating diffusion-reaction processes in complex systems
Computational Physics
2013-05-01 v1 Statistical Mechanics
Abstract
We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to study various probabilistic characteristics (harmonic measure, first passage/exit time distribution, reaction rates, search times and strategies, etc.) and to solve the related partial differential equations. The adaptive character and flexibility of FRWs make them particularly efficient for simulating diffusive processes in porous, multiscale, heterogeneous, disordered or irregularly-shaped media.
Cite
@article{arxiv.1304.7807,
title = {Efficient Monte Carlo methods for simulating diffusion-reaction processes in complex systems},
author = {Denis Grebenkov},
journal= {arXiv preprint arXiv:1304.7807},
year = {2013}
}