WIAS Preprint No. 1075, (2005)

A fast stratified sampling simulation of coagulation processes


  • Sabelfeld, Karl
  • Levykin, Alexander I.
  • Privalova, Tatiana

2010 Mathematics Subject Classification

  • 65C05 65C35 65Z05


  • Smoluchowski coagulation equation, stratified sampling, 2D diffusion controlled coagulation




We develop a new version of the direct simulation Monte Carlo method [3] for coagulation processes governed by homogeneous Smoluchowsky equations. The method is based on a subdivision of the set of particle pairs into classes, and on an efficient algorithm for sampling from a discrete distribution, the so-called Walker's alias method [4]. The efficiency of the new method is drastically increased compared to the conventional methods, especially when the coagulation kernel is strongly varying. The method is applied to solving a problem of islands formation on a surface due to a diffusion controlled coagulation.

Appeared in

  • Monte Carlo Methods Appl., 13 (2007) pp. 71--88.

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