First-passage Monte Carlo algorithm: diffusion without all the hops.
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.
Opplestrup
Tomas
T
Lawrence Livermore National Laboratory, University of California, Livermore, California 94551, USA.
Bulatov
Vasily V
VV
Gilmer
George H
GH
Kalos
Malvin H
MH
Sadigh
Babak
B
D000465:Algorithms; D003198:Computer Simulation; D004058:Diffusion; D009010:Monte Carlo Method