Effective numerical methods for simulating diffusion on a spherical surface in three dimensions
Kevin Burrage, Pamela Burrage, Grant Lythe · Numerical Algorithms · 2022
In order to construct an algorithm for homogeneous diffusive motion that lives on a sphere, we consider the equivalent process of a randomly rotating spin vector of constant length. By introducing appropriate sets of random variables based on cross products, we construct families of methods with increasing efficacy that exactly preserve the spin modulus for every realisation. This is done by exponentiating an antisymmetric matrix whose entries are these random variables that are Gaussian in the simplest case.