Simulation with fluctuating and singular rates

Farzin Barekat, Russel Caflisch

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)287-306
Number of pages20
JournalCommunications in Computational Physics
Volume16
Issue number2
DOIs
StatePublished - Aug 2014

Keywords

  • Acceptance/rejection method
  • Monte Carlo
  • Plasma
  • Recombination.
  • Sampling

ASJC Scopus subject areas

  • Physics and Astronomy (miscellaneous)

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