Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms (Q6098539)

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scientific article; zbMATH DE number 7695794
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Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms
scientific article; zbMATH DE number 7695794

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    Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms (English)
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    14 June 2023
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    ICRH
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    variance reduction
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    reweighting
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    splitting
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    Russian roulette
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    Fokker-Planck
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