Adaptive importance sampling algorithms for transport problems

MaRDI QIDQ4934379zbMATH OpenFDO

Authors Yongzeng Lai, Jerome Spanier

Publication date 17 January 2000

zbMATH Keywords

adaptive importance sampling algorithmsconvergencenumerical resultsparticle transportrandom walkstransport equation

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Transport processes in time-dependent statistical mechanics (82C70)

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Cited in

(11)

• Variance reduction method for particle transport equation in spherical geometry
• An adaptive moment inversion algorithm for the quadrature methods of moments in particle transport modelling
• A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method
• Adaptive Monte Carlo algorithms applied to heterogeneous transport problems
• Importance Sampling via Load-Balanced Facility Location
• Transport-constrained extensions of collision and track length estimators for solutions of radiative transport problems
• scientific article; zbMATH DE number 2051232 (Why is no real title available?)
• Exponential convergence of adaptive importance sampling for Markov chains
• Adaptively learning an importance function using transport constrained Monte Carlo
• Geometrically convergent learning algorithms for global solutions of transport problems
• Accelerating convergence in stochastic particle dispersion simulation codes

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