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Monte Carlo simulation of asymmetric flow field flow fractionation

Abstract:: 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.

Publication status:: Published

Peer review status:: Peer reviewed

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APA Style

Iliev, O., Nagapetyan, T., & Ritter, K. (2012). Monte Carlo simulation of asymmetric flow field flow fractionation. In K. Sabelfield & I. Dimov (Eds.), Monte Carlo Methods and Applications (pp. 115–123). De Gruyter.

MLA Style

Iliev, O., et al. “Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation.” Monte Carlo Methods and Applications, edited by K Sabelfield and I Dimov, De Gruyter, 2012, pp. 115–23.

Chicago Style

Iliev, O, T Nagapetyan, and K Ritter. 2012. “Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation.” In Monte Carlo Methods and Applications, edited by K Sabelfield and I Dimov, 115–23. De Gruyter Proceedings in Mathematics. De Gruyter.
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Authors

+ Iliev, O More by this author

Role:: Author

+ Nagapetyan, T More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Statistics
Role:: Author

+ Ritter, K More by this author

Role:: Author

Contributors

+ Sabelfield, K

Role:: Editor

Role:: Editor

Publisher:: De Gruyter
Host title:: Monte Carlo Methods and Applications
Pages:: 115-123
Series:: De Gruyter Proceedings in Mathematics
Publication date:: 2012-12-01
ISBN-10:: 3110293587
ISBN-13:: 9783110293586

Keywords:: SBTMR
Pubs id:: pubs:689213
UUID:: uuid:d7bf6aef-bec7-437d-85db-8fa6c01c5b77
Local pid:: pubs:689213
Source identifiers:: 689213
Deposit date:: 2017-04-12

Terms of use

Copyright holder:: De Gruyter
Copyright date:: 2012
Notes:: © De Gruyter 2013

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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