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Monte Carlo Methods and Applications

Managing Editor: Sabelfeld, Karl K.

Editorial Board: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis

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CiteScore 2017: 0.67

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Volume 24, Issue 2


Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging

Karl K. SabelfeldORCID iD: http://orcid.org/0000-0003-3698-7540 / Anastasiya Kireeva
  • Russian Academy of Sciences, Institute of Computational Mathematics and Mathematical Geophysics, Novosibirsk, Russia
  • Other articles by this author:
  • De Gruyter OnlineGoogle Scholar
Published Online: 2018-04-06 | DOI: https://doi.org/10.1515/mcma-2018-0007


Exact representations for the probability density of the life time and survival probability for a sphere and a disc are derived for a general drift-diffusion-reaction process. Based on these new formulas, we suggest an extremely efficient stochastic simulation algorithm for solving transient cathodoluminescence (CL) problems without any mesh in space and time. The method can be applied to a broad class of drift-diffusion-reaction problems where the time behavior of the absorbed material is of interest. The important advantage of the method suggested is the ability to incorporate local inclusions like dislocations, point defects and other singular folds and complicated structures. General Robin boundary conditions on the boundary are treated in a probabilistic way. The method is tested against exact solutions for a series of examples with bounded and unbounded domains. An application to the dislocation imaging problem, which includes thousand threading dislocations, is given.

Keywords: Life time; cathodoluminescence transients; random walk on spheres; dislocation imaging

MSC 2010: 65C05; 65C40; 65Z05


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About the article

Received: 2017-11-01

Accepted: 2018-03-14

Published Online: 2018-04-06

Published in Print: 2018-06-01

Funding Source: Russian Science Foundation

Award identifier / Grant number: N 14-11-00083

Support of the Russian Science Foundation under Grant N 14-11-00083 is kindly acknowledged.

Citation Information: Monte Carlo Methods and Applications, Volume 24, Issue 2, Pages 79–92, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: https://doi.org/10.1515/mcma-2018-0007.

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