Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5127984 | Mathematics and Computers in Simulation | 2018 | 13 Pages |
â¢Presents a probabilistic interpretation of diffusion in medium with a thin layer of low diffusivity.â¢Tests the model to compute the mean-residence time in a brain imaging problem.â¢Improves the method for estimating an exponential rate from some distribution function estimated by a Monte Carlo method.
We present a new Monte Carlo method to estimate the mean-residence time of a diffusive particle in a domain surrounded by a thin layer of low diffusivity. Through a homogenization technique, the layer is identified with a membrane. The simulations use a stochastic process called the snapping out Brownian motion the density of which matches suitable transmission conditions at the membrane. We provide a benchmark test which is a simplified form of a real-life problem coming from brain imaging techniques. We also provide a new algorithm to adaptively estimate the exponential rate of the tail of the distribution function of the probability to be in the domain using Monte Carlo simulations.