Exact simulation of nonlinear coagulation processes
Résumé
The Smoluchowski equation is a nonlinear integro-differential equation describing the evolution of the concentration m(t,dx) of particles of mass in (x,x+dx) in an infinite particle system where coalescence occurs. We introduce a class of algorithms, which allow, under some conditions, to simulate exactly a stochastic process (X(t); t>0), whose time marginals are given by $(x.m(t,dx); t>0).
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)