A Stochastic Algorithm for Parametric Sensitivity in Smoluchowski's Coagulation Equation

DOI10.1137/090758234zbMath1231.65011arXiv0910.4072OpenAlexW2004996568MaRDI QIDQ5392401

Peter L. W. Man, Markus Kraft, Ismaël Bailleul

Publication date: 11 April 2011

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.4072

zbMATH Keywords

Smoluchowski coagulation equationnumerical experimentsMonte Carlo algorithmfinite differencesimulationscomputational efficiencyvariance reductioncouplingparametric sensitivitystochastic particle system approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic particle methods (65C35)

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