scientific article; zbMATH DE number 2051232

zbMATH Open1041.65012MaRDI QIDQ4453525FDOQ4453525

Jerome Spanier, Rong Kong

Publication date: 7 March 2004

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

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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 (9)

• Exponential convergence of adaptive importance sampling for Markov chains
• Transport-constrained extensions of collision and track length estimators for solutions of radiative transport problems
• Efficient, automated Monte Carlo methods for radiation transport
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• A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method
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• Adaptive Monte Carlo methods for matrix equations with applications
• An ODE method to prove the geometric convergence of adaptive stochastic algorithms
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