Optimization of Weighted Monte Carlo Methods - Couverture rigide

Mikhailov, Gennadii A.

Couverture rigide

ISBN 10 : 3540530053 ISBN 13 : 9783540530053

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1992

Synopsis

Weighted Monte Carlo algorithms are useful when direct simulation techniques are inapplicable or ineffective in computer science and technology. This book presents methods which minimize the computer time and memory required in constructing statistical models for systems described by integral equations. Specific topics covered include the optimization of randomized algorithms for estimating probabilistic characteristics of equations with random parameters and applications; computational models for random fields and numerical simulations; vector Monte Carlo algorithms for solving systems of integral equations; and a special approach to the application of perturbation theory based on this method.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 1992
• Langue: anglais
• ISBN 10: 3540530053
• ISBN 13: 9783540530053
• Reliure: Relié
• Nombre de pages: 236
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; 0; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; 0; Hamburg; 0; 22391; Allemagne