Weight Monte Carlo algorithms for estimation and parametric analysis of the solution to the kinetic coagulation equation (Q5263216)

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scientific article; zbMATH DE number 6457972
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Weight Monte Carlo algorithms for estimation and parametric analysis of the solution to the kinetic coagulation equation
scientific article; zbMATH DE number 6457972

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    Weight Monte Carlo algorithms for estimation and parametric analysis of the solution to the kinetic coagulation equation (English)
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    10 July 2015
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    statistical modeling
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    evolution of many-particle system
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    Smoluchowski equation
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    value function
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    parametric derivative
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    multiplicative weight
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    computational cost
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