Vector Monte Carlo algorithms with finite computational cost

Standard

Vector Monte Carlo algorithms with finite computational cost. / Medvedev, Ilia N.

In: Russian Journal of Numerical Analysis and Mathematical Modelling, Vol. 32, No. 6, 20.12.2017, p. 359-370.

Research output: Contribution to journal › Article › peer-review

Harvard

Medvedev, IN 2017, 'Vector Monte Carlo algorithms with finite computational cost', Russian Journal of Numerical Analysis and Mathematical Modelling, vol. 32, no. 6, pp. 359-370. https://doi.org/10.1515/rnam-2017-0034

APA

Medvedev, I. N. (2017). Vector Monte Carlo algorithms with finite computational cost. Russian Journal of Numerical Analysis and Mathematical Modelling, 32(6), 359-370. https://doi.org/10.1515/rnam-2017-0034

Vancouver

Medvedev IN. Vector Monte Carlo algorithms with finite computational cost. Russian Journal of Numerical Analysis and Mathematical Modelling. 2017 Dec 20;32(6):359-370. doi: 10.1515/rnam-2017-0034

Author

Medvedev, Ilia N. / Vector Monte Carlo algorithms with finite computational cost. In: Russian Journal of Numerical Analysis and Mathematical Modelling. 2017 ; Vol. 32, No. 6. pp. 359-370.

BibTeX

@article{8f88794aa63d47a1866ece3ffce05a67,

title = "Vector Monte Carlo algorithms with finite computational cost",

abstract = "The issues of finite computational cost of some vector weighted Monte Carlo algorithms are studied in the paper relative to estimation of linear functionals of solutions to systems of the 2nd kind integral equations. A universal modification of the weight vector collision estimator with branching of the chain trajectory relative to the elements of matrix weight is constructed. It is proved that the computational cost of the constructed algorithm 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 modified weight estimator for some problems of the radiation transfer theory with allowance for polarization.",

keywords = "finite computational cost, Markov chain trajectory branching, matrixweight, polarized radiation transfer., Systemof linear integral equations of the 2nd kind, weight vector estimator",

author = "Medvedev, {Ilia N.}",

note = "Publisher Copyright: {\textcopyright} 2017 Walter de Gruyter GmbH Berlin/Boston 2017.",

year = "2017",

month = dec,

day = "20",

doi = "10.1515/rnam-2017-0034",

language = "English",

volume = "32",

pages = "359--370",

journal = "Russian Journal of Numerical Analysis and Mathematical Modelling",

issn = "0927-6467",

publisher = "Walter de Gruyter GmbH",

number = "6",

}

RIS

TY - JOUR

T1 - Vector Monte Carlo algorithms with finite computational cost

AU - Medvedev, Ilia N.

PY - 2017/12/20

Y1 - 2017/12/20

N2 - The issues of finite computational cost of some vector weighted Monte Carlo algorithms are studied in the paper relative to estimation of linear functionals of solutions to systems of the 2nd kind integral equations. A universal modification of the weight vector collision estimator with branching of the chain trajectory relative to the elements of matrix weight is constructed. It is proved that the computational cost of the constructed algorithm 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 modified weight estimator for some problems of the radiation transfer theory with allowance for polarization.

AB - The issues of finite computational cost of some vector weighted Monte Carlo algorithms are studied in the paper relative to estimation of linear functionals of solutions to systems of the 2nd kind integral equations. A universal modification of the weight vector collision estimator with branching of the chain trajectory relative to the elements of matrix weight is constructed. It is proved that the computational cost of the constructed algorithm 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 modified weight estimator for some problems of the radiation transfer theory with allowance for polarization.

KW - finite computational cost

KW - Markov chain trajectory branching

KW - matrixweight

KW - polarized radiation transfer.

KW - Systemof linear integral equations of the 2nd kind

KW - weight vector estimator

UR - http://www.scopus.com/inward/record.url?scp=85037128821&partnerID=8YFLogxK

U2 - 10.1515/rnam-2017-0034

DO - 10.1515/rnam-2017-0034

M3 - Article

AN - SCOPUS:85037128821

VL - 32

SP - 359

EP - 370

JO - Russian Journal of Numerical Analysis and Mathematical Modelling

JF - Russian Journal of Numerical Analysis and Mathematical Modelling

SN - 0927-6467

IS - 6

ER -

ID: 9056143