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Pré-Publication, Document De Travail Année : 2015

A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers

Résumé

We present a new Monte Carlo method to estimate the mean-residence time of a diffusive particle in a domain surrounded by a thin layer of low diffusivity. Through a homogenization technique, the layer is identified with a membrane. The simulations use a stochastic process called the snapping out Brownian motion whose density matches the suitable transmission conditions at the membrane. We provide a benchmark test, which is a simplified form of a real-life problem coming from brain imaging techniques. We also refine the ways to estimate the exponential rate of the tail of the distribution function using Monte Carlo simulations.
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Dates et versions

hal-01216471 , version 1 (16-10-2015)
hal-01216471 , version 2 (23-10-2015)
hal-01216471 , version 3 (15-12-2015)
hal-01216471 , version 4 (12-09-2016)
hal-01216471 , version 5 (12-05-2017)
hal-01216471 , version 6 (11-06-2017)

Licence

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Identifiants

  • HAL Id : hal-01216471 , version 3

Citer

Antoine Lejay. A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers. 2015. ⟨hal-01216471v3⟩
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