G-2018-67
Quasi-Monte Carlo simulation of coagulation-fragmentation
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We extend a quasi-Monte Carlo scheme designed for coagulation to the simulation of the
coagulation-fragmentation equation. A number N
of particles is used to approximate the mass distribution.
After time discretization, three-dimensional quasi-random points decide at every time step
whether the particles are undergoing coagulation or fragmentation. We prove
that the scheme converges as the time step is small and N
is large. In a numerical test, we show that the computed
solutions are in good agreement with the exact ones, and that the error
of the algorithm is smaller than the error of a corresponding Monte Carlo scheme
using the same discretization parameters.
Published August 2018 , 16 pages
Publication
Jul 2019
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Mathematics and Computers in Simulation, 161, 113–124, 2019
BibTeX reference