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

Kolodko A. and Sabelfeld K.
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Kolodko A.: 1. Institute of Comput. Mathematics and Mathematical Geophysics, Russian Academy of Sciences, Lavrentieva str., 6, 630090 Novosibirsk, Russia
Sabelfeld K.: 1. Institute of Comput. Mathematics and Mathematical Geophysics, Russian Academy of Sciences, Lavrentieva str., 6, 630090 Novosibirsk, Russia

Monte Carlo Methods and Applications, 2003, vol. 9, issue 4, 315-339

Abstract: 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.

Keywords: Stochastic particle methods; Smoluchowski equation; variance reduction; coagulation-fragmentation process (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (3)

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DOI: 10.1515/156939603322601950

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