I want to simulate a diffusion environment given by the differential equation $$\frac{\partial u(x,y,t)}{\partial t}=D\left(\frac{\partial^2 u(x,y,t)}{\partial x^2}+\frac{\partial^2 u(x,y,t)}{\partial y^2}\right),$$ in a constrained environment with reflecting and absorbing boundaries and certain initial conditions. I know it may be done with the help of particle simulation method. But I want to know is there a way, in general, to obtain numerically the concentration profile $u(x,y,t)$ by using directly the differential equations?
I am actually trying to verify some of the ambiguities. I have used the particle simulation method to verify obtained PDF (normalized concentration profile for my case) but it gives me different results and I am not sure whether particle simulation method is correct to validate the obtained result?