2020
DOI: 10.1002/eng2.12108
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Efficient numerical solutions of Neumann problems in inhomogeneous media from their probabilistic representations and applications

Abstract: The Neumann problem, particularly for problems exterior to a bounding surface, is very useful in a number of situations. Those that are described by elliptic and parabolic partial differential equations are immediately amenable to probabilistic representations for the solutions, the numerical implementation of which has several advantages including parallelism and for obtaining solutions at specific desired points or subregions. Although these representations have been known for a long time to mathematicians, … Show more

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Cited by 4 publications
(5 citation statements)
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“…These are quite substantial flow speeds. In fact, a simple geometric calculation, as well as direct measurements [ 24 , 36 ], shows that flow speeds due to the infusions studied in this paper as close as 1 cm from the catheter are less than micron/second. One might expect such flow speeds to seriously affect the fluid and particle distributions, and that any simulation which neglected these would be more substantially in disagreement with data than ours seem to be.…”
Section: Discussionmentioning
confidence: 99%
See 2 more Smart Citations
“…These are quite substantial flow speeds. In fact, a simple geometric calculation, as well as direct measurements [ 24 , 36 ], shows that flow speeds due to the infusions studied in this paper as close as 1 cm from the catheter are less than micron/second. One might expect such flow speeds to seriously affect the fluid and particle distributions, and that any simulation which neglected these would be more substantially in disagreement with data than ours seem to be.…”
Section: Discussionmentioning
confidence: 99%
“…It would be more robust to measure the flux at the start of the infusions for distribution estimates. We have developed and tested these ideas in animal models: the experiments have been reported in [ 36 , 49 , 50 ]; and the theory behind it as well as some of the results have appeared in [ 24 ]. The protocol for the studies reported here did not allow for application of these ideas, as discussed in Section 2.2.2 , nor were the methods sufficiently developed at the time of these trials for implementation.…”
Section: Discussionmentioning
confidence: 99%
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“…In this section, we summarize the formulas which serve as the basis for simulating random walks of fixed step length and random times, in contrast to the conventional Gaussian process that simulates the walk in a fixed time with random step lengths. The detailed justification and derivation of the formulas quoted below are available in Reference 8, while applications to Dirichlet problems are discussed in Reference 2, and to Neumann problems in Reference 11. We quote only as much of the formulas as we need to proceed with the discussion of the problem of computing the inverse distribution for generating samples.…”
Section: Hitting Time Distributions: Summary Of Previous Resultsmentioning
confidence: 99%
“…(In the Appendix below, we explain only the solution to Dirichlet problems. The Neumann problems require more preparation to explain, and our approach to these is available in Reference .) Particles were started at (25,0,0), about halfway between the source and the outer boundary.…”
Section: Methodsmentioning
confidence: 99%