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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2006, Volume 46, Number 4, Pages 715–726 (Mi zvmmf490)  

This article is cited in 9 scientific papers (total 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
References:
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.
Received: 07.11.2005
English version:
Computational Mathematics and Mathematical Physics, 2006, Volume 46, Issue 4, Pages 680–690
DOI: https://doi.org/10.1134/S0965542506040130
Bibliographic databases:
Document Type: Article
UDC: 519.633
Language: Russian
Citation: G. A. Mikhailov, S. V. Rogazinskii, N. M. Ureva, “Weighted Monte Carlo method for an approximate solution of the nonlinear coagulation equation”, Zh. Vychisl. Mat. Mat. Fiz., 46:4 (2006), 715–726; Comput. Math. Math. Phys., 46:4 (2006), 680–690
Citation in format AMSBIB
\Bibitem{MikRogUre06}
\by G.~A.~Mikhailov, S.~V.~Rogazinskii, N.~M.~Ureva
\paper Weighted Monte Carlo method for an approximate solution of the nonlinear coagulation equation
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2006
\vol 46
\issue 4
\pages 715--726
\mathnet{http://mi.mathnet.ru/zvmmf490}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2260359}
\zmath{https://zbmath.org/?q=an:05200938}
\transl
\jour Comput. Math. Math. Phys.
\yr 2006
\vol 46
\issue 4
\pages 680--690
\crossref{https://doi.org/10.1134/S0965542506040130}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33746050310}
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  • https://www.mathnet.ru/eng/zvmmf/v46/i4/p715
  • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:51
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