Article ID Journal Published Year Pages File Type
5129778 Statistics & Probability Letters 2017 6 Pages PDF
Abstract

•A stochastic random walk based method for diffusion imaging is developed.•A probabilistic representation for mixed boundary value problems in semi-infinite domains is constructed.•A logarithmic cost and convergence for the method suggested are shown.•Applications in dislocation imaging in semiconductors are suggested.

We suggest a new mesh free random walk method for solving boundary value problems in semi-infinite domains with mixed boundary conditions. The method is based on a probabilistic interpretation of the diffusion processes. Our simulations show that the suggested algorithm is extremely efficient for solving diffusion imaging problems, in particular, for calculating the defect contrast in cathodoluminescence (CL) and electron beam-induced current (EBIC) techniques. The method avoids to simulate the long diffusion trajectories. Instead, it exploits exact probability distributions of the first passage and survival probabilities.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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