Coulibaly, Ibrahim; Lécot, Christian - In: Mathematics and Computers in Simulation (MATCOM) 47 (1998) 2, pp. 153-163
We present a method for computer simulation of diffusion. The method uses quasi-random walk of particles. We consider a pure initial value problem for a simple diffusion equation in s space dimensions. We introduce s spatial steps Δxi. A semi-discrete approximation to the equation is obtained...