کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7548190 1489841 2018 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Application of the von Mises-Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion-advection-reaction equations
ترجمه فارسی عنوان
استفاده از توزیع فون میسز فیشر به راه رفتن تصادفی در حوزه های کروی برای حل معادلات واکنش پرتو-دیفرانسیل با ابعاد بزرگ
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 138, July 2018, Pages 137-142
نویسندگان
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