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1 results

  • Simulation with Fluctuating and Singular Rates

  • Farzin Barekat, Russel Caflisch
  • Journal:
    Communications in Computational Physics / Volume 16 / Issue 2 / August 2014
    Published online by Cambridge University Press:
    03 June 2015, pp. 287-306
    Print publication:
    August 2014

  • 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.