New acceleration schemes with the asymptotic expansion in Monte Carlo simulation

MaRDI QIDQ5482569zbMATH OpenFDO

Authors Akihiko Takahashi, Yoshihiko Uchida

Publication date 28 August 2006

zbMATH Keywords

numerical experimentsMonte Carlo integrationasymptotic expansion approachnew computational techniqueTakahashi-Yoshida algorithm

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

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(5)

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