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G-2018-67

Quasi-Monte Carlo simulation of coagulation-fragmentation

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BibTeX reference

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.

, 16 pages

Publication

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Mathematics and Computers in Simulation, 161, 113–124, 2019 BibTeX reference