TY - JOUR
ID - 10012
TI - Monte Carlo Method for Solving Becker-Doring Equations with Constant Monomers
JO - Journal of Advanced Mathematical Modeling
JA - JAMM
LA - en
SN - 2251-8088
AU - Soheili, Alireza
AU - Hassani, Hussian
AD - Department of Applied Mathematics, Ferdowsi University of Mashhad,
Mashhad, Iran
AD - Department of Mathematics, University of Sistan and Baluchestan, Zahedan, Iran
Y1 - 2011
PY - 2011
VL - 1
IS - 1
SP - 1
EP - 11
KW - Parabolic Equation
KW - Monte Carlo Method
KW - Stochastic Diﬀerential Equation
KW - Becker-Doring Equation
DO -
N2 - Stochastic differential equations (SDE) play a relevant role in many application areas such as collision, population and polymer dynamics, genetic regulation, investment ﬁnance and biology. The procedure of collision among particles was modeled by an inﬁnite dimensional diﬀerential system (in the discrete case) and a nonlinear partial integro-diﬀerential equation (in the continuous case). The discrete case may be approximated with a parabolic partial diﬀerential equation. In this paper, using the Monte-Carlo method, we obtain an approximation for solving the parabolic diﬀerential equation in the continuous form.
UR - https://jamm.scu.ac.ir/article_10012.html
L1 - https://jamm.scu.ac.ir/article_10012_132aec29d7979aa65a6454470dc098bf.pdf
ER -