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Monte Carlo simulation with fixed steplength for diffusion processes in nonhomogeneous media

✍ Scribed by Ruiz Barlett, V.; Hoyuelos, M.; Mártin, H.O.


Book ID
119944297
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
443 KB
Volume
239
Category
Article
ISSN
0021-9991

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We analyze the different degrees of accuracy of two Monte Carlo methods for the simulation of one-dimensional diffusion processes with homogeneous or spatial dependent diffusion coefficient that we assume correctly described by a differential equation. The methods analyzed correspond to fixed and Ga