Monte Carlo simulation of asymmetric flow field flow fractionation
SDEs are used in the description of a variety of industrial processes. While numerous studies on Monte Carlo and multilevel Monte Carlo methods for SDEs used in financial engineering (option pricing, calculation of Greeks etc.) are available in the literature, technical applications are not so broad...
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| Format: | Book section |
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De Gruyter
2012
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| Zusammenfassung: | SDEs are used in the description of a variety of industrial processes. While numerous studies on Monte Carlo and multilevel Monte Carlo methods for SDEs used in financial engineering (option pricing, calculation of Greeks etc.) are available in the literature, technical applications are not so broadly studied. In this paper we briefly explain the Asymmetric Flow Field Flow Fractionation process for nanoparticle separation, introduce an SDE-based mathematical model, describe a Monte Carlo procedure for its solution, and end by presenting some numerical results. |
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