A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations

Author(s):  
Karl Sabelfeld ◽  
Anastasya Kireeva
2017 ◽  
Vol 23 (3) ◽  
Author(s):  
Karl K. Sabelfeld

AbstractWe suggest in this paper a Random Walk on Spheres (RWS) method for solving transient drift-diffusion-reaction problems which is an extension of our algorithm we developed recently [


2019 ◽  
Vol 25 (1) ◽  
pp. 85-96 ◽  
Author(s):  
Karl K. Sabelfeld

AbstractWe suggest in this paper a global Random Walk on Spheres (gRWS) method for solving transient boundary value problems, which, in contrast to the classical RWS method, calculates the solution in any desired family ofmprescribed points. The method uses onlyNtrajectories in contrast tomNtrajectories in the conventional RWS algorithm. The idea is based on the symmetry property of the Green function and a double randomization approach. We present the gRWS method for the heat equation with arbitrary initial and boundary conditions, and the Laplace equation. Detailed description is given for 3D problems; the 2D problems can be treated analogously. Further extensions to advection-diffusion-reaction equations will be presented in a forthcoming paper.


2019 ◽  
Vol 25 (2) ◽  
pp. 131-146 ◽  
Author(s):  
Karl K. Sabelfeld

Abstract In this paper a random walk on arbitrary rectangles (2D) and parallelepipeds (3D) algorithm is developed for solving transient anisotropic drift-diffusion-reaction equations. The method is meshless, both in space and time. The approach is based on a rigorous representation of the first passage time and exit point distributions for arbitrary rectangles and parallelepipeds. The probabilistic representation is then transformed to a form convenient for stochastic simulation. The method can be used to calculate fluxes to any desired part of the boundary, from arbitrary sources. A global version of the method we call here as a stochastic expansion from cell to cell (SECC) algorithm for calculating the whole solution field is suggested. Application of this method to solve a system of transport equations for electrons and holes in a semicoductor is discussed. This system consists of the continuity equations for particle densities and a Poisson equation for electrostatic potential. To validate the method we have derived a series of exact solutions of the drift-diffusion-reaction problem in a three-dimensional layer presented in the last section in details.


2018 ◽  
Vol 24 (1) ◽  
pp. 43-54 ◽  
Author(s):  
Irina Shalimova ◽  
Karl K. Sabelfeld

Abstract We suggest a random walk on spheres based stochastic simulation algorithm for solving drift-diffusion-reaction problems with anisotropic diffusion. The diffusion coefficients and the velocity vector vary in space, and the size of the walking spheres is adapted to the local variation of these functions. The method is mesh free and extremely efficient for calculation of fluxes to boundaries and the concentration of the absorbed particles inside the domain. Applications to cathodoluminescence (CL) and electron beam induced current (EBIC) methods for the analysis of dislocations and other defects in semiconductors are discussed.


2018 ◽  
Vol 0 (0) ◽  
Author(s):  
Irina Shalimova ◽  
Karl K. Sabelfeld

AbstractWe suggest a random walk on spheres based stochastic simulation algorithm for solving drift-diffusion-reaction problems with anisotropic diffusion. The diffusion coefficients and the velocity vector vary in space, and the size of the walking spheres is adapted to the local variation of these functions. The method is mesh free and extremely efficient for calculation of fluxes to boundaries and the concentration of the absorbed particles inside the domain. Applications to cathodoluminescence (CL) and electron beam induced current (EBIC) methods for the analysis of dislocations and other defects in semiconductors are discussed.


2020 ◽  
Author(s):  
Miftachul Hadi

We review the work of Ranjit Kumar, R S Kaushal, Awadhesh Prasad. The work is still in progress.


Algorithms ◽  
2021 ◽  
Vol 14 (4) ◽  
pp. 113
Author(s):  
Stephan Daniel Schwoebel ◽  
Thomas Mehner ◽  
Thomas Lampke

Three-component systems of diffusion–reaction equations play a central role in the modelling and simulation of chemical processes in engineering, electro-chemistry, physical chemistry, biology, population dynamics, etc. A major question in the simulation of three-component systems is how to guarantee non-negative species distributions in the model and how to calculate them effectively. Current numerical methods to enforce non-negative species distributions tend to be cost-intensive in terms of computation time and they are not robust for big rate constants of the considered reaction. In this article, a method, as a combination of homotopy methods, modern augmented Lagrangian methods, and adaptive FEMs is outlined to obtain a robust and efficient method to simulate diffusion–reaction models with non-negative concentrations. Although in this paper the convergence analysis is not described rigorously, multiple numerical examples as well as an application to elctro-deposition from an aqueous Cu2+-(β-alanine) electrolyte are presented.


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