Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
Effective algorithms of statistical simulation with additional branching for solving the problems of the theory of radiation transfer. / Medvedev, Ilia N.
24th International Symposium on Atmospheric and Ocean Optics: Atmospheric Physics. ed. / Oleg A. Romanovskii; Gennadii G. Matvienko. SPIE-INT SOC OPTICAL ENGINEERING, 2018. 1083327 (Proceedings of SPIE - The International Society for Optical Engineering; Vol. 10833).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
}
TY - GEN
T1 - Effective algorithms of statistical simulation with additional branching for solving the problems of the theory of radiation transfer
AU - Medvedev, Ilia N.
PY - 2018/1/1
Y1 - 2018/1/1
N2 - Weighted Monte Carlo algorithms for estimation of linear functionals of set of solutions of 2nd kind integral equations and systems of the 2nd kind integral equations are studied. A universal modi fications of the weight collision estimator with branching of the chain trajectory relative to the elements of scalar or matrix weight are constructed. It is proved that the computational cost of the constructed algorithms is finite in the case when the basic functionals are bounded. The results of numerical calculations are presented for the case of use of a modi fied weight estimator for some problems of the radiation transfer theory with allowance for polarization
AB - Weighted Monte Carlo algorithms for estimation of linear functionals of set of solutions of 2nd kind integral equations and systems of the 2nd kind integral equations are studied. A universal modi fications of the weight collision estimator with branching of the chain trajectory relative to the elements of scalar or matrix weight are constructed. It is proved that the computational cost of the constructed algorithms is finite in the case when the basic functionals are bounded. The results of numerical calculations are presented for the case of use of a modi fied weight estimator for some problems of the radiation transfer theory with allowance for polarization
KW - system of linear integral equations of the second kind
KW - multiple scattering
KW - vector weight estimator
KW - matrix weight
KW - weight method of similar trajectories (weighted method of correlated sampling)
KW - branching of Markov chain trajectory
KW - finite computation cost
KW - transfer of polarized radiation
UR - http://www.scopus.com/inward/record.url?scp=85061104620&partnerID=8YFLogxK
U2 - 10.1117/12.2504483
DO - 10.1117/12.2504483
M3 - Conference contribution
T3 - Proceedings of SPIE - The International Society for Optical Engineering
BT - 24th International Symposium on Atmospheric and Ocean Optics
A2 - Romanovskii, Oleg A.
A2 - Matvienko, Gennadii G.
PB - SPIE-INT SOC OPTICAL ENGINEERING
T2 - 24th International Symposium on Atmospheric and Ocean Optics - Atmospheric Physics
Y2 - 2 July 2018 through 5 July 2018
ER -
ID: 18648487