Numerically implementable models of exponentially correlated random fields and stochastic problems of particle transport (Q656396)
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English | Numerically implementable models of exponentially correlated random fields and stochastic problems of particle transport |
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Numerically implementable models of exponentially correlated random fields and stochastic problems of particle transport (English)
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17 January 2012
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Solving stochastic problems in various areas of science by the Monte Carlo method involves constructing models of random fields, which can be implemented on a computer. For problems related to any chaos, models based on Poisson random point fields are quite natural. In the paper by \textit{G. A. Mikhailov} and \textit{T. A. Averina} [ Dokl. Math. 82, No. 2, 701--704 (2010); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 434, No. 1, 29--32 (2010; Zbl 1210.65017)], a multidimensional grid model is developed. The model has the good property of being comparatively easy to apply. In the paper under review, the author shows that, although the grid model is not isotropic, its correlation function is exponential and has weakly varying coefficients. He constructs new representations of the correlation functions of grid Poisson fields.
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Poisson random field
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correlation function
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stochastic particle transport problem
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