Abstract
In the context of simulating the transport of a chemical or bacterial contaminant through a moving sheet of water, we extend a well-established method of approximating reaction-diffusion equations with Markov chains by allowing convection, certain Poisson measure driving sources and a larger class of reaction functions. Our alterations also feature dramatically slower Markov chain state change rates often yielding a ten to one-hundred-fold simulation speed increase over the previous version of the method as evidenced in our computer implementations. On a weighted
Citation
Michael A. Kouritzin. Hongwei Long. "Convergence of Markov chain approximations to stochastic reaction-diffusion equations." Ann. Appl. Probab. 12 (3) 1039 - 1070, August 2002. https://doi.org/10.1214/aoap/1031863180
Information