Mixed analytical-stochastic simulation method for the recovery of a Brownian gradient source from probability fluxes to small windows
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid tracking Brownian trajectories in the entire infinite space. Inste...
| Veröffentlicht in: | Journal of computational physics. - 1986. - 355(2018) vom: 15. Feb., Seite 22-36 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2018
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| Zugriff auf das übergeordnete Werk: | Journal of computational physics |
| Schlagworte: | Journal Article Asymptotics Diffusion PDEs Stochastic simulations |
| Online verfügbar |
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