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Exact simulation of nonlinear coagulation processes
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Nicolas Fournier
Published/Copyright:
2004
The Smoluchowski equation is a nonlinear integro-differential equation describing the evolution of the concentration μt(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 (Xt)t ≥0, whose time marginals are given by (xμt(dx))t ≥0.
Published Online: --
Published in Print: 2004-06-01
Copyright 2004, Walter de Gruyter
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- Exact simulation of nonlinear coagulation processes
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- Monte Carlo variance reduction in applications to Systems Reliability using Phase Space Splitting
- Approximating and Simulating Multivalued Stochastic Differential Equations
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Articles in the same Issue
- Exact simulation of nonlinear coagulation processes
- Discrepancy of van der Corput sequences generated by piecewise linear transformations
- Monte Carlo variance reduction in applications to Systems Reliability using Phase Space Splitting
- Approximating and Simulating Multivalued Stochastic Differential Equations
- Numerical Modeling of Large Scale Transport of Contminant Solutes Using the Global Random Walk Algorithm
- Editorial Board
