Convergence of a Nanbu type method for the Smoluchowski equation
- Kolodko, Anastasya A.
- Wagner, Wolfgang
2010 Mathematics Subject Classification
- 65C05 82C80 60K35
- Smoluchowski equation, coagulation process, stochastic particle method, Monte Carlo estimator, convergence
This paper studies a stochastic particle method for the numerical treatment of Smoluchowski's coagulation equation. Convergence in probability is established for the Monte Carlo estimators, when the number of particles tends to infinity. The deterministic limit is characterized as the solution of a discrete in time version of the Smoluchowski equation. The results are illustrated by numerical examples.
- Monte Carlo Methods Appl., 3(4) (1997), pp. 255-273