Shahid Chamran University of AhvazJournal of Advanced Mathematical Modeling2251-80881120110522Monte Carlo Method for Solving Becker-Doring Equations with Constant MonomersMonte Carlo Method for Solving Becker-Doring Equations with Constant Monomers11110012FAAlireza SoheiliDepartment of Applied Mathematics, Ferdowsi University of Mashhad,
Mashhad, IranHussian HassaniDepartment of Mathematics, University of Sistan and Baluchestan, Zahedan, IranJournal Article20130610Stochastic 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 <br />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. 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 <br />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. https://jamm.scu.ac.ir/article_10012_132aec29d7979aa65a6454470dc098bf.pdf