Particle-Tracking Random-Walk Computation of High-Peclet-Number Convection

Measurable order and simulation

“…For example: Beskos et al (2006) provide an algorithm for exact simulation of a class of Itô's diffusions; Frisque et al (2006) simulate stochastic fluctuations of particles at mesoscopic level; Harrod and Kelton (2006) show three algorithms to simulate non-homogeneous Poisson processes with piecewise rate function; Manninen et al (2006) simulate solutions of stochastic differential equations; Özceyhan and Sen (2006) use random walks applied to particle tracking; in order to evaluate organ transplant policies, Pritsker et al (1995) simulate non-homogeneous Poisson processes having exponential rate functions which may include polynomial and trigonometric components; Salis et al (2006) developed a software for multiscale simulation problems; in Shannon (1975) can be found several simulation techniques for different kinds of problems; Szymczak and Ladd (2006) introduce algorithms that can be used to implement boundary conditions in stochastic simulations of the convection-diffusion equation; Yonglin and Jiafan (2006) simulate a time series of road irregularities; Ramaswami and Jeyakumar (2014) used the software ARENA to generate an M X /G(a, b)/1 queueing system with state dependent arrivals and multiple vacations; Zhang and Feng (1997) provide an approximate algorithm method which can be applied to generate continuous non-uniform statistical distributions; Choroma et al (2013) simulate the drying of Lake Chad; Florea and Nănu (2013) describe an algorithm for simulating retrial queuing systems; Hairer and Weare (2015) studied the modified diffusion Monte Carlo algorithm to generate the so called 'Brownian fan'; Magdziarz and Teuerle (2015) made the simulation of multidimensional Lévy walks. For example: Beskos et al (2006) provide an algorithm for exact simulation of a class of Itô's diffusions; Frisque et al (2006) simulate stochastic fluctuations of particles at mesoscopic level; Harrod and Kelton (2006) show three algorithms to simulate non-homogeneous Poisson processes with piecewise rate function; Manninen et al (2006) simulate solutions of stochastic differential equations; Özceyhan and Sen (2006) use random walks applied to particle tracking; in order to evaluate organ transplant policies, Pritsker et al (1995) simulate non-homogeneous Poisson processes having exponential rate functions which may include polynomial and trigonometric components; …”