Exact simulation of nonlinear coagulation processes
Fournier, Nicolas ; Giet, Jean-Sébastien
HAL, hal-00143798 / Harvested from HAL
Text on HAL
The Smoluchowski equation is a nonlinear integro-differential equation describing the evolution of the concentration m(t,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 (X(t); t>0), whose time marginals are given by $(x.m(t,dx); t>0).
Publié le : 2004-07-05
Classification:  Coalescence,  Simulation,  Nonlinear jump processes,  45K05, 65C05,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00143798,
     author = {Fournier, Nicolas and Giet, Jean-S\'ebastien},
     title = {Exact simulation of nonlinear coagulation processes},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00143798}
}

Fournier, Nicolas; Giet, Jean-Sébastien. Exact simulation of nonlinear coagulation processes. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00143798/