WIAS Preprint No. 842, (2003)

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


  • Kolodko, Anastasia
  • Sabelfeld, Karl K.

2010 Mathematics Subject Classification

  • 65C05 76N20


  • 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. Babovsky, 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.

Appeared in

  • Monte Carlo Methods Appl., 9 (2003) pp. 315-339.

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