A Stochastic Algorithm for Parametric Sensitivity in Smoluchowski's Coagulation Equation (Q5392401)
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scientific article; zbMATH DE number 5876982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Algorithm for Parametric Sensitivity in Smoluchowski's Coagulation Equation |
scientific article; zbMATH DE number 5876982 |
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A Stochastic Algorithm for Parametric Sensitivity in Smoluchowski's Coagulation Equation (English)
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11 April 2011
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Smoluchowski coagulation equation
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parametric sensitivity
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stochastic particle system approximation
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coupling
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simulations
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computational efficiency
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Monte Carlo algorithm
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finite difference
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variance reduction
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numerical experiments
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