scientific article; zbMATH DE number 2051232

zbMATH Open1041.65012MaRDI QIDQ4453525FDOQ4453525

Authors: Jerome Spanier, Rong Kong 

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

Recommendations

• Publication:4934379
• A new proof of geometric convergence for general transport problems based on sequential correlated sampling methods
• A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method
• Adaptive Monte Carlo algorithms applied to heterogeneous transport problems
• scientific article; zbMATH DE number 5722739

zbMATH Keywords

numerical resultstransport equationadaptive Monte Carlo algorithmscorrelated samplingapproximate importance functiongeneralized weighted analog samplingrapid error reduction

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Integro-ordinary differential equations (45J05) Transport processes in time-dependent statistical mechanics (82C70)

Cited In (13)

• Exponential convergence of adaptive importance sampling for Markov chains
• Towards real-time Monte Carlo for biomedicine
• Transport-constrained extensions of collision and track length estimators for solutions of radiative transport problems
• Efficient, automated Monte Carlo methods for radiation transport
• Adaptive Monte Carlo algorithms applied to heterogeneous transport problems
• Title not available (Why is that?)
• A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method
• A new proof of geometric convergence for general transport problems based on sequential correlated sampling methods
• An optimal source biased sampling density function for the Monte Carlo method
• Title not available (Why is that?)
• Adaptive Monte Carlo methods for matrix equations with applications
• An ODE method to prove the geometric convergence of adaptive stochastic algorithms
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4453525)