Stochastic Particle Approximations for Smoluchoski’s Coagualtion Equation
Eibeck, Andreas ; Wagner, Wolfgang
Ann. Appl. Probab., Tome 11 (2001) no. 2, p. 1137-1165 / Harvested from Project Euclid
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This paper studies stochastic particle approximations for Smoluchowski’s coagulation equation. A new stochastic algorithm with reduced variance is proposed. Its convergence behavior is investigated, when the number of simulation particles tends to infinity. Under appropriate assumptions on the coagulation kernel, the limit is the unique solution of the coagulation equation. Then detailed numerical experiments are performed, testing the applicability and efficiency of the algorithm. In particular, the gelation phenomenon (loss of mass in the coagulation equation) is studied numerically for several kernels. A striking feature of the new algorithm is a better convergence after the gelation point, providing a tool for detecting the mass of the gel.
Publié le : 2001-11-14
Classification:  Stochastic particle method,  coagulation equation,  variance reduction,  gelation phenomena,  60K40,  65C35 
@article{1015345398,
     author = {Eibeck, Andreas and Wagner, Wolfgang},
     title = {Stochastic Particle Approximations for Smoluchoski's
		 Coagualtion Equation},
     journal = {Ann. Appl. Probab.},
     volume = {11},
     number = {2},
     year = {2001},
     pages = { 1137-1165},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015345398}
}

Eibeck, Andreas; Wagner, Wolfgang. Stochastic Particle Approximations for Smoluchoski’s
		 Coagualtion Equation. Ann. Appl. Probab., Tome 11 (2001) no. 2, pp.  1137-1165. http://gdmltest.u-ga.fr/item/1015345398/