A general scheme to patch together discrete and continuous descriptions of diffusion within the same physical space is studied. In the discrete description, diffusion is described by microscopic random walkers on a lattice; in the continuous description, diffusion is described through the macroscopic diffusion equation. The coupling scheme is based on the mutual exchange of mass flux across the discrete-continuous interface. Detailed tests of the scheme, coupling particle, and field descriptions are particularly illustrative for the diffusion problem. Both the nonequilibrium transport behavior and the equilibrium fluctuations of the combined discrete-continuous system are in agreement with theoretical predictions.

• Received 2 January 2001

DOI:https://doi.org/10.1103/PhysRevE.64.066302