Simulation with Fluctuating and Singular Rates

Simulation with Fluctuating and Singular Rates

Year:    2014

Communications in Computational Physics, Vol. 16 (2014), Iss. 2 : pp. 287–306

Abstract

In this paper we present a method to generate independent samples for a general random variable, either continuous or discrete. The algorithm is an extension of the Acceptance-Rejection method, and it is particularly useful for kinetic simulation in which the rates are fluctuating in time and have singular limits, as occurs for example in simulation of recombination interactions in a plasma. Although it depends on some additional requirements, the new method is easy to implement and rejects less samples than the Acceptance-Rejection method.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/cicp.300313.130114a

Communications in Computational Physics, Vol. 16 (2014), Iss. 2 : pp. 287–306

Published online:    2014-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    20

Keywords: