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Vector Monte Carlo algorithms with finite computational cost. / Medvedev, Ilia N.
в: Russian Journal of Numerical Analysis and Mathematical Modelling, Том 32, № 6, 20.12.2017, стр. 359-370.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Vector Monte Carlo algorithms with finite computational cost
AU - Medvedev, Ilia N.
N1 - Publisher Copyright: © 2017 Walter de Gruyter GmbH Berlin/Boston 2017.
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