Majorant frequency principle for an approximate solution of a nonlinear spatially inhomogeneous coagulation equation by the Monte Carlo method
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M. A. Marchenko
We propose an efficient algorithm in the direct statistical simulation method for an approximate solution to the Cauchy problem for a nonlinear spatially inhomogeneous coagulation equation that describes the coagulation of particles together with their diffusion transfer. The use of the majorant frequency principle allows one to attain a linear dependence of the computational costs of the algorithm on the initial number of test particles. The main properties of the algorithm include a special markovian random process and a splitting scheme with respect to physical processes.
We consider in detail the spatially one-dimensional case of the above equation. For this case, we develop a special procedure for transforming the ensemble of test particles and propose a method for the preliminary estimation of the parameters of the computational algorithm.
Copyright 2006, Walter de Gruyter
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Artikel in diesem Heft
- Computing reducing subspaces of a large linear matrix pencil
- Majorant frequency principle for an approximate solution of a nonlinear spatially inhomogeneous coagulation equation by the Monte Carlo method
- Special algorithms for stochastic simulation of hydrometeorological processes and inhomogeneous fields
- The effect of parental life spans on age diseases in humans
- Complete optimization of a discrete stochastic numerical procedure for globally estimating the solution of an integral equation of the second kind