Optimization of Weighted Monte Carlo Methods

MIKHAILOV, G. A.; SABELFELD, Karl K. (trans.)

ISBN 10: 3540530053 / ISBN 13: 9783540530053

Edité par Springer, Berlin, 1992

A propos de cet article

Springer Series in Computational Physics. xi, 225 p. 24 cm. Orange hardcover. Ex library with labels on spine and rear pastedown, ink stamps on top edge and series page. N° de réf. du vendeur 146962

Détails bibliographiques

Titre : Optimization of Weighted Monte Carlo Methods

Éditeur : Springer, Berlin

Date d'édition : 1992

Reliure : Hardcover

Etat : ex library-good

A propos de ce titre

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.