The efficiency study of splitting and branching in the Monte Carlo method

zbMATH Open1317.45002MaRDI QIDQ5501593FDOQ5501593

Authors: I. N. Medvedev 

Publication date: 4 August 2015

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Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Fredholm integral equations (45B05)

Cited In (4)

• Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting
• Monte Carlo Splitting Importance Sampling
• Splitting of trajectories in the Monte Carlo method taking into account the symmetry of the source
• Algorithms for the calculation of the second moment of geometrical splitting in Monte Carlo

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