Variance reduction in Monte Carlo analysis of rarefied gas diffusion

The present analysis uses the Monte Carlo method to solve the problem of rarefied diffusion between parallel walls. The diffusing molecules are evaporated or emitted from one of two parallel walls and diffused through another molecular species. The analysis treats the diffusing molecule as undergoing a Markov random walk and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs the expected Markov walk payoff is retained but its variance is reduced so that the M. C. result has a much smaller error.