Quasi-Monte Carlo simulation of coagulation-fragmentation

被引：3

作者：

Lecot, Christian ^{[1
]}

L'Ecuyer, Pierre ^{[2
]}

El Haddad, Rami ^{[3
]}

Tarhini, Ali ^{[4
]}

机构：

[1] Univ Savoie Mt Blanc, Univ Grenoble Alpes, CNRS, LAMA, F-73000 Chambery, France

[2] Univ Montreal, DIRO, CP 6128,Succ Ctr Ville, Montreal, PQ H3C 3J7, Canada

[3] Univ St Joseph, Fac Sci, UR Math & Modelisat, Lab Math & Applicat, BP 7-5208, Mar Mikhael Beyrouth 11042020, Lebanon

[4] Univ Libanaise, Fac Sci, Sect 5, Nabatieh, Lebanon

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 2019年 / 161卷

基金：

加拿大自然科学与工程研究理事会;

关键词：

Quasi-Monte Carlo method; Coagulation equation; Fragmentation equation; Stochastic particle method; Low-discrepancy sequence; COALESCENCE; BREAKAGE;

D O I：

10.1016/j.matcom.2019.02.003

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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. (C) 2019 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. All rights reserved.

引用

页码：113 / 124

页数：12

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