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-Rejectionmethod, 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.
Original language | English (US) |
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Pages (from-to) | 287-306 |
Number of pages | 20 |
Journal | Communications in Computational Physics |
Volume | 16 |
Issue number | 2 |
DOIs | |
State | Published - Aug 2014 |
Keywords
- Acceptance/rejection method
- Monte Carlo
- Plasma
- Recombination.
- Sampling
ASJC Scopus subject areas
- Physics and Astronomy (miscellaneous)