Abstract
We investigate the simulation of diffusion by the random walk displacement of a set of particles. The method is a part of fractional step schemes when we consider problems involving more than one transport mechanism. We systematically replace pseudorandom numbers by quasirandom numbers in the random walk step. The application of quasirandom sequences is not straightforward, because of correlations, and a reordering technique must be used in every time step. We show that a significant improvement in both magnitude of error and convergence rate is achieved over standard random walk methods, for one- and two-dimensional problems.
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