You are here: Home :: Area NEM :: Mathematics

A. Kolodko, K. Sabelfeld

Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations

Keywords: Stochastic particle methods, Smoluchowski equation, variance reduction, coagulation-fragmentation process,

Stochastic particle methods for the coagulation-fragmentation Smoluchowski equation are developed and a general variance reduction technique is suggested. This method generalizes the mass-flow approach due to H. Babovski, and has in focus the desired band of the size spectrum. Estimations of the variance and bias of the method are derived. A comparative cost and variance analysis is made for the known stochastic methods. An applied problem of coagulation-evaporation dynamics in free molecule regime is solved.

Monte Carlo Methods and Applications, Walter de Gruyter

Print ISSN: 0929-9629
Volume: 9, 12/2003
Pages: 315 - 339

Show full article (external site)

Show all available items of this journal

 

Area NEM