Simulating Diffusion Processes in Discontinuous Media: Benchmark Tests

Antoine Lejay 1, 2 Géraldine Pichot 3
1 Probabilités et statistiques
IECL - Institut Élie Cartan de Lorraine
2 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
3 SAGE - Simulations and Algorithms on Grids for Environment
Inria Rennes – Bretagne Atlantique , IRISA-D1 - SYSTÈMES LARGE ÉCHELLE
Abstract : We present several benchmark tests for Monte Carlo methods for simulating diffusion in one-dimensional discontinuous media, such as the ones arising the geophysics and many other domains. These benchmarks tests are developed according to their physical, statistical, analytic and numerical relevance. We then perform a systematic study on four numerical methods.
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Reports
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https://hal.inria.fr/hal-01003853
Contributor : Antoine Lejay <>
Submitted on : Tuesday, June 10, 2014 - 5:55:09 PM
Last modification on : Thursday, November 15, 2018 - 11:57:18 AM
Long-term archiving on : Wednesday, September 10, 2014 - 12:16:01 PM

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  • HAL Id : hal-01003853, version 1

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Antoine Lejay, Géraldine Pichot. Simulating Diffusion Processes in Discontinuous Media: Benchmark Tests. [Research Report] Inria. 2014. ⟨hal-01003853v1⟩

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