Path sampling method

Method for solving linear partial differential equations developed in physics, used also in chemistry, finance, and other disciplines.

Governing  equation: L(c) = S
S is sources-sinks
c is the modeled quantity 
L is the operator
  e.g.,diffusion+ flow/drift + proliferation/decay 
   Solution: c = L -1 (S)
    L-1 is the inverse operator


sample the source term field 
  simulate action of L-1 on
 estimate c from the density