Uppsala University Department of Information Technology

Technical Report 2013-022

Stochastic Diffusion Processes on Cartesian Meshes

Lina Meinecke and Per Lötstedt

November 2013

Diffusion of molecules is simulated stochastically by letting them jump between voxels in a Cartesian mesh. The jump coefficients are first derived using finite difference, finite element, and finite volume approximations of the Laplacian on the mesh. An alternative is to let the first exit time for a molecule in random walk in a voxel define the jump coefficient. Such coefficients have the advantage of always being non-negative. These four different ways of obtaining the diffusion propensities are compared theoretically and in numerical experiments.

Available as PDF (432 kB, no cover)

Download BibTeX entry.

Uppsala Universitet