A second order scheme for a Robin boundary condition in random walk algorithms (1802.04989v1)

Abstract: Random Walk (RW) is a common numerical tool for modeling the Advection-Diffusion equation. In this work, we develop a second order scheme for incorporating a heterogeneous reaction (i.e., a Robin boundary condition) in the RW model. In addition, we apply the approach in two test cases. We compare the second order scheme with the first order one as well as with analytical and other numerical solution. We show that the new scheme can reduce the computational error significantly, relative to the first order scheme. This reduction comes at no additional computational cost.