Exact simulation of nonlinear coagulation processes

Fournier Nicolas and Giet Jean-Sébastien

Monte Carlo Methods and Applications, 2004, vol. 10, issue 2, 95-106

Abstract: The Smoluchowski equation is a nonlinear integro-differential equation describing the evolution of the concentration μt(dx) of particles of mass in (x, x+dx) in an infinite particle system where coalescence occurs. We introduce a class of algorithms, which allow, under some conditions, to simulate exactly a stochastic process (Xt)t ≥0, whose time marginals are given by (xμt(dx))t ≥0.

Keywords: Coalescence; Simulation; Nonlinear jump processes. (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1515/156939604777303253

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