论文信息 - Convergence of a Nanbu type method for the Smoluchowski equation

Convergence of a Nanbu type method for the Smoluchowski equation

This paper studies a stochastic particle method for the numerical treatment of Smoluchowski's coagulation equation. Convergence in probability is established for the Monte Carlo estimators, when the number of particles tends to infinity. The deterministic limit is characterized as the solution of a discrete in time version of the Smoluchowski equation. The results are illustrated by numerical examples.

Wolfgang Wagner | Anastasya Kolodko

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