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

MaRDI QIDQ5501593zbMATH OpenFDO

Authors I. N. Medvedev

Publication date 4 August 2015

Mathematics Subject Classification ID

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

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• Weighted Monte Carlo algorithms with branching corresponding member of the RAS
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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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