Monte Carlo Algorithms for Solving Integral Equations

1991 ◽  
pp. 50-90
Author(s):  
Karl K. Sabelfeld
Keyword(s):  
Monte Carlo ◽  
Integral Equations ◽  
Monte Carlo Algorithms

scholarly journals Energy Study of Monte Carlo and Quasi-Monte Carlo Algorithms for Solving Integral Equations

2016 ◽  
Vol 80 ◽  
pp. 1897-1905
Author(s):  
Todor Gurov ◽  
Aneta Karaivanova ◽  
Vassil Alexandrov
Keyword(s):  
Monte Carlo ◽  
Integral Equations ◽  
Quasi Monte Carlo ◽  
Monte Carlo Algorithms

Vector Monte Carlo algorithms with finite computational cost

2017 ◽  
Vol 32 (6) ◽  
Author(s):  
Ilia N. Medvedev
Keyword(s):  
Monte Carlo ◽  
Integral Equations ◽  
Radiation Transfer ◽  
Computational Cost ◽  
Weight Vector ◽  
Numerical Calculations ◽  
Linear Functionals ◽  
Transfer Theory ◽  
Monte Carlo Algorithms ◽  
Radiation Transfer Theory

AbstractThe 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.

Monte Carlo Algorithms for Moments of Transition Arrays

1988 ◽  
Vol 102 ◽  
pp. 79-81
Author(s):  
A. Goldberg ◽  
S.D. Bloom
Keyword(s):  
Monte Carlo ◽  
State Vector ◽  
Basis Vector ◽  
Collective State ◽  
Dispersion Characteristics ◽  
Dipole Strength ◽  
The Third ◽  
Monte Carlo Algorithms ◽  
Third Moment ◽  
Very High

AbstractClosed expressions for the first, second, and (in some cases) the third moment of atomic transition arrays now exist. Recently a method has been developed for getting to very high moments (up to the 12th and beyond) in cases where a “collective” state-vector (i.e. a state-vector containing the entire electric dipole strength) can be created from each eigenstate in the parent configuration. Both of these approaches give exact results. Herein we describe astatistical(or Monte Carlo) approach which requires onlyonerepresentative state-vector |RV> for the entire parent manifold to get estimates of transition moments of high order. The representation is achieved through the random amplitudes associated with each basis vector making up |RV>. This also gives rise to the dispersion characterizing the method, which has been applied to a system (in the M shell) with≈250,000 lines where we have calculated up to the 5th moment. It turns out that the dispersion in the moments decreases with the size of the manifold, making its application to very big systems statistically advantageous. A discussion of the method and these dispersion characteristics will be presented.

scholarly journals Moment-Preserving and Mesh-Adaptive Reweighting Method for Rare-Event Sampling in Monte-Carlo Algorithms

2021 ◽  
pp. 108041
Author(s):  
C.U. Schuster ◽  
T. Johnson ◽  
G. Papp ◽  
R. Bilato ◽  
S. Sipilä ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Rare Event ◽  
Monte Carlo Algorithms

Parallel Monte Carlo algorithms for information retrieval

2003 ◽  
Vol 62 (3-6) ◽  
pp. 289-295 ◽  
Author(s):  
V.N. Alexandrov ◽  
I.T. Dimov ◽  
A. Karaivanova ◽  
C.J.K. Tan
Keyword(s):  
Monte Carlo ◽  
Information Retrieval ◽  
Monte Carlo Algorithms
Sign in / Sign up

Export Citation Format

Share Document