A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers
A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers
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薄层包围的细胞中平均停留时间的蒙特卡罗估计
DOI：
10.1016/j.matcom.2017.05.008
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发表时间：
2018
期刊：
影响因子：
--
通讯作者：
A. Lejay
中科院分区：
文献类型：
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作者：
A. Lejay
我们提出了一种新的蒙特卡罗方法来估计的平均停留时间的扩散粒子在一个域所包围的一层薄的低扩散率。通过均质化技术，该层用膜识别。模拟使用一个随机过程，称为抢购布朗运动的密度匹配适当的传输条件在膜。我们提供了一个基准测试，这是一个简化形式的现实生活中的问题，来自大脑成像技术。我们还提供了一个新的算法，自适应估计的概率分布函数的尾部的指数率是在域中使用Monte Carlo模拟。
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 the density of which matches 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 provide a new algorithm to adaptively estimate the exponential rate of the tail of the distribution function of the probability to be in the domain using Monte Carlo simulations.