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Quasi-Monte Carlo Simulation of Diffusion in a Spatially Nonhomogeneous Medium

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dc.contributor.advisor
dc.contributor.author Venkiteswaran, G.
dc.date.accessioned 2023-01-16T09:01:16Z
dc.date.available 2023-01-16T09:01:16Z
dc.date.issued 2009-11
dc.identifier.uri https://link.springer.com/chapter/10.1007/978-3-642-04107-5_21
dc.identifier.uri http://dspace.bits-pilani.ac.in:8080/xmlui/handle/123456789/8496
dc.description.abstract We propose and test a quasi-Monte Carlo (QMC) method for solving the diffusion equation in the spatially nonhomogeneous case. For a constant diffusion coefficient, the Monte Carlo (MC) method is a valuable tool for simulating the equation: the solution is approximated by using particles and in every time step the displacement of each particle is drawn from a Gaussian distribution with constant variance. But for a spatially dependent diffusion coefficient, the straightforward extension using a spatially variable variance leads to biased results. A correction to the Gaussian steplength was recently proposed and provides satisfactory results. In the present work, we devise a QMC variant of this corrected MC scheme. We present the results of some numerical experiments showing that our QMC algorithm converges better than the corresponding MC method for the same number of particles. en_US
dc.language.iso en en_US
dc.publisher Springer en_US
dc.subject Mathematics en_US
dc.subject Monte Carlo en_US
dc.subject Constant Diffusion en_US
dc.subject Space Interval en_US
dc.subject Random Walk Method en_US
dc.subject Standard Gaussian Random Variable en_US
dc.title Quasi-Monte Carlo Simulation of Diffusion in a Spatially Nonhomogeneous Medium en_US
dc.type Book chapter en_US


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