Quasi-Monte Carlo simulation of coagulation–fragmentation

Christian Lécot, L’Ecuyer, Pierre, Rami El Haddad and Ali Tarhini

Mathematics and Computers in Simulation (MATCOM), 2019, vol. 161, issue C, 113-124

Abstract: We extend a quasi-Monte Carlo scheme designed for coagulation to the simulation of the coagulation–fragmentation equation. A number N of particles is used to approximate the mass distribution. After time discretization, three-dimensional quasi-random points decide at every time step whether the particles are undergoing coagulation or fragmentation. We prove that the scheme converges as the time step is small and N is large. In a numerical test, we show that the computed solutions are in good agreement with the exact ones, and that the error of the algorithm is smaller than the error of a corresponding Monte Carlo scheme using the same discretization parameters.

Keywords: Quasi-Monte Carlo method; Coagulation equation; Fragmentation equation; Stochastic particle method; Low-discrepancy sequence (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378475419300515
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:161:y:2019:i:c:p:113-124

DOI: 10.1016/j.matcom.2019.02.003

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().