Generalized random walk algorithm for the numerical modeling of complex diffusion processes

A generalized form of the random walk algorithm to simulate diffusion processes is introduced. Unlike the usual approach, at a given time all the particles from a grid node are simultaneously scattered using the Bernoulli repartition. This procedure saves memory and computing time and no restriction...

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Bibliographic Details
Published inJournal of computational physics Vol. 186; no. 2; pp. 527 - 544
Main Authors Vamoş, Călin, Suciu, Nicolae, Vereecken, Harry
Format Journal Article
LanguageEnglish
Published Elsevier Inc 10.04.2003
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Summary:A generalized form of the random walk algorithm to simulate diffusion processes is introduced. Unlike the usual approach, at a given time all the particles from a grid node are simultaneously scattered using the Bernoulli repartition. This procedure saves memory and computing time and no restrictions are imposed for the maximum number of particles to be used in simulations. We prove that for simple diffusion the method generalizes the finite difference scheme and gives the same precision for large enough number of particles. As an example, simulations of diffusion in random velocity field are performed and the main features of the stochastic mathematical model are numerically tested.
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ISSN:0021-9991
1090-2716
DOI:10.1016/S0021-9991(03)00073-1