Exact simulation of nonlinear coagulation processes
نویسندگان
چکیده
The Smoluchowski equation is a nonlinear integro-differential equation describing the evolution of the concentration μt(dx) of particles of mass in (x, x+ dx) in an infinite particle system where coalescence occurs. We introduce a class of algorithms, which allow, under some conditions, to simulate exactly a stochastic process (Xt)t≥0, whose time marginals are given by (xμt(dx))t≥0.
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ورودعنوان ژورنال:
- Monte Carlo Meth. and Appl.
دوره 10 شماره
صفحات -
تاریخ انتشار 2004