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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2006 Volume 46, Number 4, Pages 715–726 (Mi zvmmf490)

This article is cited in 9 papers

Weighted Monte Carlo method for an approximate solution of the nonlinear coagulation equation

G. A. Mikhailov, S. V. Rogazinskii, N. M. Ureva

Institute of Computational Mathematics and Mathematical Geophysics, Siberian Division, Russian Academy of Sciences, Novosibirsk, pr. Akademika Lavrent'eva 6, 630090, Russia

Abstract: New weighted modifications of direct statistical simulation methods designed for the approximate solution of the nonlinear Smoluchowski equation are developed on the basis of stratification of the interaction distribution in a multiparticle system according to the index of a pair of interacting particles. The weighted algorithms are validated for a model problem with a known solution. It is shown that they effectively estimate variations in the functionals with varying parameters, in particular, with the initial number $N_0$ of particles in the simulating ensemble. The computations performed for the problem with a known solution confirm the semiheuristic hypothesis that the model error is $O(N_0^{-1})$. Estimates are derived for the derivatives of the approximate solution with respect to the coagulation coefficient.

Key words: Smoluchowski equation, Monte Carlo method, numerical algorithm.

UDC: 519.633

Received: 07.11.2005


 English version:
Computational Mathematics and Mathematical Physics, 2006, 46:4, 680–690

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