Numerically implementable models of exponentially correlated random fields and stochastic problems of particle transport (Q656396)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Numerically implementable models of exponentially correlated random fields and stochastic problems of particle transport
scientific article

    Statements

    Numerically implementable models of exponentially correlated random fields and stochastic problems of particle transport (English)
    0 references
    17 January 2012
    0 references
    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.
    0 references
    0 references
    Poisson random field
    0 references
    correlation function
    0 references
    stochastic particle transport problem
    0 references