The Simulation–Tabulation Method forClassical Diffusion Monte Carlo

نویسندگان

  • Chi-Ok Hwang
  • James A. Given
  • Michael Mascagni
چکیده

Many important classes of problems in materials science and biotechnology require the solution of the Laplace or Poisson equation in disordered two-phase domains in which the phase interface is extensive and convoluted. Green’s function first-passage (GFFP) methods solve such problems efficiently by generalizing the “walk on spheres” (WOS) method to allow first-passage (FP) domains to be not just spheres but a wide variety of geometrical shapes. (In particular, this solves the difficulty of slow convergence with WOS by allowing FP domains that contain patches of the phase interface.) Previous studies accomplished this by using geometries for which the Green’s function was available in quasi-analytic form. Here, we extend these studies by using the simulation–tabulation (ST) method. We simulate and then tabulate surface Green’s functions that cannot be obtained analytically. The ST method is applied to the Solc–Stockmayer model with zero potential, to the mean trapping rate of a diffusing particle in a domain of nonoverlapping spherical traps, and to the effective conductivity for perfectly insulating, nonoverlapping spherical inclusions in a matrix of finite conductivity. In all cases, this class of algorithms provides the most efficient methods known to solve these problems to high accuracy. c © 2001 Elsevier Science

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Acquiring molecular interference functions of X-ray coherent scattering for breast tissues by combination of simulation and experimental methods

Background: Recently, it has been indicated that X-ray coherent scatter from biological tissues can be used to access signature of tissue. Some scientists are interested in studying this effect to get early detection of breast cancer. Since experimental methods for optimization are time consuming and expensive, some scientists suggest using simulation. Monte Carlo (MC) codes are the best...

متن کامل

Application of Monte Carlo Simulation in the Assessment of European Call Options

In this paper, the pricing of a European call option on the underlying asset is performed by using a Monte Carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. The proposed approach, applied in Monte Carlo simulation, is based on the Black-Scholes equation which generally def...

متن کامل

epsilon-Shell error analysis for "Walk On Spheres" algorithms

The “Walk On Spheres” (WOS) algorithm and its relatives have long been used to solve a wide variety of boundary value problems [Ann. Math. Stat. 27 (1956) 569; J. Heat Transfer 89 (1967) 121; J. Chem. Phys. 100 (1994) 3821; J. Appl. Phys. 71 (1992) 2727]. All WOS algorithms that require the construction of random walks that terminate, employ an -shell to ensure their termination in a finite num...

متن کامل

Applying Point Estimation and Monte Carlo Simulation Methods in Solving Probabilistic Optimal Power Flow Considering Renewable Energy Uncertainties

The increasing penetration of renewable energy results in changing the traditional power system planning and operation tools. As the generated power by the renewable energy resources are probabilistically changed, the certain power system analysis tolls cannot be applied in this case.  Probabilistic optimal power flow is one of the most useful tools regarding the power system analysis in presen...

متن کامل

First - and Last - Passage Algorithms in Di usion Monte

This paper provides a review of a new method of addressing problems in di usion Monte Carlo: the Green's function rst-passage method (GFFP). In particular, we address four new strands of thought and their interaction with the GFFP method: the use of angle-averaging methods to reduce vector or tensor Laplace equations to scalar Laplace equations; the use of the simulation-tabulation (ST) method ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2001