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