A stochastic algorithm for parametric sensitivity in Smoluchowski's coagulation equation

SIAM Journal on Numerical Analysis

Volumn 48, Issue 3, 2010, Pages 1064-1086

  Bailleul, Ismaël F ^a   Man, Peter L W ^b   Kraft, Markus ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Coupling; Particle system; Sensitivity; Simulations; Smoluchowski coagulation equation

Indexed keywords

FINITE DIFFERENCE APPROACH; FINITE DIFFERENCE APPROXIMATIONS; MONTE CARLO ALGORITHMS; NUMERICAL EXPERIMENTS; ORDER OF CONVERGENCE; PARAMETRIC SENSITIVITY; PARTICLE SYSTEMS; SENSITIVITY; SIMULATIONS; SMOLUCHOWSKI COAGULATION EQUATION; SMOLUCHOWSKI'S COAGULATION EQUATION; SOOT FORMATIONS; STOCHASTIC ALGORITHMS; VARIANCE REDUCTION TECHNIQUES; VARIANCE REDUCTIONS;

COAGULATION; MONTE CARLO METHODS; STOCHASTIC SYSTEMS;

APPROXIMATION ALGORITHMS;

EID: 77956020760     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/090758234     Document Type: Article

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