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