A Monte Carlo approach to the Smoluchowski equations

DOI10.1515/mcma.1997.3.4.313zbMath0890.65074OpenAlexW2121508168MaRDI QIDQ4378096

Flavius Guiaş

Publication date: 24 June 1998

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1997.3.4.313

zbMATH Keywords

convergenceMonte Carlo methodsMarkov jump processesSmoluchowski equationssystem of particlesstochastic coagulation and fragmentation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (13)

Stochastic particle approximations for Smoluchowski's coagulation equation ⋮ Stochastic, analytic and numerical aspects of coagulation processes. ⋮ Approximative solution of the coagulation–fragmentation equation by stochastic particle systems ⋮ Stochastic coalescence multi-fragmentation processes ⋮ Stochastic interacting particle systems and nonlinear kinetic equations ⋮ Stochastic weighted particle methods for population balance equations ⋮ A finite volume scheme for the solution of a mixed discrete-continuous fragmentation model ⋮ A hybrid kinetic-thermodynamic Monte Carlo model for simulation of homogeneous burst nucleation ⋮ CONVERGENCE PROPERTIES OF A STOCHASTIC MODEL FOR COAGULATION-FRAGMENTATION PROCESSES WITH DIFFUSION ⋮ Numerical solution of homogeneous Smoluchowski's coagulation equation ⋮ Convergence of a finite volume scheme for coagulation-fragmentation equations ⋮ Convergence of Stochastic Particle Systems Undergoing Advection and Coagulation ⋮ Exact solutions of temperature-dependent Smoluchowski equations

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