Monte Carlo Method for Solving Becker-Doring Equations with Constant Monomers

Stochastic differential equations (SDE) play a relevant role in many application areas such as collision, population and polymer dynamics, genetic regulation, investment finance and biology. The procedure of collision among particles was modeled by an infinite dimensional differential system (in the discrete case) and a nonlinear partial integro-differential equation (in the continuous case). The discrete case may be approximated with a parabolic partial differential equation. In this paper, using the Monte-Carlo method, we obtain an approximation for solving the parabolic differential equation in the continuous form.