KUKAL, J., Q. TRAN, and M. BENEŠ. Discovery of rare event testing for stochastic simulations of diffusion processes. Physica A: Statistical Mechanics and Its Applications. 2019, 525(1), 50-63. ISSN 0378-4371. DOI 10.1016/j.physa.2019.03.020.
Stochastic modeling of diffusion processes in various spatial domains and with boundary conditions is widely applicable especially in combination with non-linear kinetics of chemical reactions. However, the comparison with exact solution is possible in simple cases e.g. linear diffusion models. The novel testing method introduced in this article enables to study the behavior of linear stochastic diffusion models with possible low particle concentration in target sub-domains. The proposed method is demonstrated on various diffusion models with the known Green function. The novel method is recommended whenever the chi(2) goodness-of-fit test fails or the localization of critical domains is required.
eng
dc.format.mimetype
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier
dc.relation.ispartof
Physica A: Statistical Mechanics and Its Applications
dc.subject
diffusion
eng
dc.subject
simulation
eng
dc.subject
rare events
eng
dc.subject
statistical testing
eng
dc.subject
Green function
eng
dc.title
Discovery of rare event testing for stochastic simulations of diffusion processes