Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations

Stochastic particle methods for the coagulation-fragmentation Smoluchowski equation are developed and a general variance reduction technique is suggested. This method generalizes the massow approach due to H. Babovsky, and has in focus the desired band of the size spectrum. Estimations of the variance and bias of the method are derived. A comparative cost and variance analysis is made for the known stochastic methods. An applied problem of coagulation-evaporation dynamics in free molecule regime is solved.