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math.PR2009
A Stochastic Algorithm for Parametric Sensitivity in Smoluchowski's Coagulation Equation
I. Bailleul, P. L. W. Man, M. Kraft
In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivity is the d…
math.PR2009
Coupling algorithm for calculating sensitivities of Smoluchowski's coagulation equation
Peter L. W. Man, James R. Norris, Ismael F. Bailleul +1
In this paper, two new stochastic algorithms for calculating parametric derivatives of the solution to the Smoluchowski coagulation equation are presented. It is assumed that the c…