Random walk models of anisotropic diffusion on rectangular and hexagonal lattices

Abstract

The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established, their inability to capture inherent randomness, and the assumption of a large number of particles, hinders their applicability. To address these issues, we present several equivalent (discrete-space discrete-time) random walk models of diffusion described by a spatially-invariant tensor on a two-dimensional domain with no-flux boundary conditions. Our approach involves discretising the deterministic model in space and time to give a homogeneous Markov chain governing particle movement between (spatial) lattice sites over time. The spatial discretisation is carried out using a vertex-centred element-based finite volume method on rectangular and hexagonal lattices, and a forward Euler discretisation in time yields a nearest-neighbour random walk model with simple analytical expressions for the transition probabilities. For each lattice configuration, analysis of these expressions yields constraints on the time step duration, spatial steps and diffusion tensor to ensure the probabilities are between zero and one. We find that model implementation on a rectangular lattice can be achieved with a constraint on the diffusion tensor, whereas a hexagonal lattice overcomes this limitation (no restrictions on the diffusion tensor). Overall, the results demonstrate good visual and quantitative (mean-squared error) agreement between the deterministic model and random walk simulations for several test cases. All results are obtained using MATLAB code available on GitHub (https://github.com/lukefilippini/Filippini2025).