WIAS Preprint No. 1075, (2005)
A fast stratified sampling simulation of coagulation processes
- Sabelfeld, Karl
- Levykin, Alexander I.
- Privalova, Tatiana
2010 Mathematics Subject Classification
- 65C05 65C35 65Z05
- Smoluchowski coagulation equation, stratified sampling, 2D diffusion controlled coagulation
We develop a new version of the direct simulation Monte Carlo method  for coagulation processes governed by homogeneous Smoluchowsky equations. The method is based on a subdivision of the set of particle pairs into classes, and on an efficient algorithm for sampling from a discrete distribution, the so-called Walker's alias method . The efficiency of the new method is drastically increased compared to the conventional methods, especially when the coagulation kernel is strongly varying. The method is applied to solving a problem of islands formation on a surface due to a diffusion controlled coagulation.
- Monte Carlo Methods Appl., 13 (2007) pp. 71--88.