Global random walk modelling of transport in complex systems

The Global random walk algorithm performs simultaneously the tracking of large collections of particles and permits massive simulations at reasonable costs. Applications were developed for transport in systems with anisotropic, non-homogeneous, and randomly distributed parameters. As a first illustration we present simulations for diffusion in human skin. Further, a case study for contaminant transport in groundwater shows that the realizations of the transport process converge in mean square limit to a Gaussian diffusion. This investigation also indicates that the use of the Kraichnan routine, based on periodic random fields, yields reliable simulations of transport in Gaussian velocity fields.