Vector Monte Carlo algorithms with finite computational cost

DOI10.1515/RNAM-2017-0034zbMath1386.65022OpenAlexW2773387616MaRDI QIDQ1684186

Ilia N. Medvedev

Publication date: 8 December 2017

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2017-0034

zbMATH Keywords

Markov chain trajectory branchingmatrix weightpolarized radiation transferfinite computational costsystem of linear integral equations of the 2nd kindweight vector estimator

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (2)

Universal modification of vector weighted method of dependent trials ⋮ Universal modification of vector weighted method of correlated sampling with finite computational cost

Cites Work

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• Dual representation of the mean square of the Monte Carlo vector estimator
• Improvement of weight computational statistical modeling via the transition to a subcritical Galton-Watson process
• Probabilistic-algebraic algorithms of Monte Carlo methods
• Monte Carlo algorithms for reconstruction of the scattering indicatrix adjusted for polarization
• Monte Carlo method of calculating the derivatives of polarized radiation

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