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
Abstract : We present several benchmark tests for Monte Carlo methods simulating diffusion in one-dimensional discontinuous media. These benchmark tests aim at studying the potential bias of the schemes and their impact on the estimation of micro- or macroscopic quantities (repartition of masses, fluxes, mean residence time,...). These benchmark tests are backed by a statistical analysis to filter out the bias from the unavoidable Monte Carlo error. We apply them on four different algorithms. The results of the numerical tests give a valuable insight of the fine behavior of these schemes, as well as rules to choose between them.
Document type :
Journal articles
Complete list of metadatas
Contributor : Antoine Lejay <>
Submitted on : Tuesday, February 23, 2016 - 9:31:17 AM
Last modification on : Friday, May 25, 2018 - 12:02:07 PM
Long-term archiving on : Saturday, November 12, 2016 - 11:39:36 PM


Files produced by the author(s)


  • HAL Id : hal-01003853, version 2


Antoine Lejay, Géraldine Pichot. Simulating Diffusion Processes in Discontinuous Media: Benchmark Tests. Journal of Computational Physics, Elsevier, 2016. ⟨hal-01003853v2⟩



Record views


Files downloads