An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations

Flavius Guiaş ()
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Flavius Guiaş: University of Dortmund, Department of Mathematics

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2006, 2008, pp 383-395 from Springer

Abstract: Summary We present a sampling method with applications to Monte Carlo simulations of particle systems which improves the efficiency in sampling from a table of probabilities with changing values and a variable number of elements. For this purpose an optimized partition of the set of events is constructed. The goal is to minimize the expected number of operations in choosing first an element of the partition and sampling afterwards the event from this set. The approach presented here computes an optimized grouping based only on the current structure of the table of events. It can be used as an universal tool, avoiding the experimental way for determining the best group structure, which depends on the problem parameters and on the number of particles. The method is tested numerically by simulations of coagulation processes.

Keywords: Group Structure; Gelation Time; Support Size; Binary Partition; Coagulation Equation (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-74496-2_22

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DOI: 10.1007/978-3-540-74496-2_22

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