title: First-passage Monte Carlo algorithm: diffusion without all the hops.
abstract: We present a novel Monte Carlo algorithm for N diffusing finite particles that react on collisions. Using the theory of first-passage processes and time dependent Green's functions, we break the difficult N-body problem into independent single- and two-body propagations circumventing numerous diffusion hops used in standard Monte Carlo simulations. The new algorithm is exact, extremely efficient, and applicable to many important physical situations in arbitrary integer dimensions.
authors.affiliation: Lawrence Livermore National Laboratory, University of California, Livermore, California 94551, USA.
authors.forename: Tomas
authors.initials: T
authors.lastname: Opplestrup
authors.forename: Vasily V
authors.initials: VV
authors.lastname: Bulatov
authors.forename: George H
authors.initials: GH
authors.lastname: Gilmer
authors.forename: Malvin H
authors.initials: MH
authors.lastname: Kalos
authors.forename: Babak
authors.initials: B
authors.lastname: Sadigh
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D004058:Diffusion; D009010:Monte Carlo Method