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Volume 16, Issue 2
Simulation with Fluctuating and Singular Rates

Farzin Barekat & Russel Caflisch

DOI: 10.4208/cicp.300313.130114a

Commun. Comput. Phys., 16 (2014), pp. 287-306.

Published online: 2014-08

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  • 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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@Article{CiCP-16-287, author = {Farzin Barekat and Russel Caflisch}, title = {Simulation with Fluctuating and Singular Rates}, journal = {Communications in Computational Physics}, year = {2014}, volume = {16}, number = {2}, pages = {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.

}, issn = {1991-7120}, doi = {https://doi.org/10.4208/cicp.300313.130114a}, url = {http://global-sci.org/intro/article_detail/cicp/7043.html} }
TY - JOUR T1 - Simulation with Fluctuating and Singular Rates AU - Farzin Barekat & Russel Caflisch JO - Communications in Computational Physics VL - 2 SP - 287 EP - 306 PY - 2014 DA - 2014/08 SN - 16 DO - http://doi.org/10.4208/cicp.300313.130114a UR - https://global-sci.org/intro/article_detail/cicp/7043.html KW - AB -

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.

Farzin Barekat and Russel Caflisch. (2014). Simulation with Fluctuating and Singular Rates. Communications in Computational Physics. 16 (2). 287-306. doi:10.4208/cicp.300313.130114a
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