Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations

Abstract

Stochastic particle methods for the coagulation-fragmentation Smoluchowski equation are developed and a general variance reduction technique is suggested. This method generalizes the mass-flow approach due to H. Babovski, and has in focus the desired band of the size spectrum. Estimations of the variance and bias of the method are derived. A comparative cost and variance analysis is made for the known stochastic methods. An applied problem of coagulation-evaporation dynamics in free molecule regime is solved.