Group for Research in Decision Analysis

G-2018-67

Quasi-Monte Carlo simulation of coagulation-fragmentation

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We extend a quasi-Monte Carlo scheme designed for coagulation to the simulation of the coagulation-fragmentation equation. A number \(N\) of particles is used to approximate the mass distribution. After time discretization, three-dimensional quasi-random points decide at every time step whether the particles are undergoing coagulation or fragmentation. We prove that the scheme converges as the time step is small and \(N\) is large. In a numerical test, we show that the computed solutions are in good agreement with the exact ones, and that the error of the algorithm is smaller than the error of a corresponding Monte Carlo scheme using the same discretization parameters.

, 16 pages