Application of the von Mises–Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion–advection–reaction equations

Результат исследования: Научные публикации в периодических изданияхстатья

2 Цитирования (Scopus)

Аннотация

We suggest a new efficient and reliable random walk method, continuous both in space and time, for solving high-dimensional diffusion–advection–reaction equations. It is based on a discovered intrinsic relation between the von Mises–Fisher distribution on a sphere with this type of equations. It can be formulated as follows: the von Mises–Fisher distribution uniquely defines the solution of a diffusion–advection equation in any bounded or unbounded domain if the relevant boundary value problem for this equation satisfies regular existence and uniqueness conditions. Both two- and three-dimensional transient equations are included in our considerations. The accuracy and the cost of the suggested random walk on spheres method are estimated.

Язык оригиналаанглийский
Страницы (с-по)137-142
Число страниц6
ЖурналStatistics and Probability Letters
Том138
DOI
СостояниеОпубликовано - 1 июл 2018

Fingerprint Подробные сведения о темах исследования «Application of the von Mises–Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion–advection–reaction equations». Вместе они формируют уникальный семантический отпечаток (fingerprint).

  • Цитировать