Study of weighted Monte Carlo algorithms with branching

DOI10.1134/S0965542509030051MaRDI QIDQ2995663zbMATH OpenOpenAlexFDO

Authors I. N. Medvedev, G. A. Mikhaĭlov

Publication date 4 May 2011

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0965542509030051

zbMATH Keywords

dispersion of weighted estimatesHelmholtz equationintegral equationsMonte Carlo algorithmsweighted algorithms

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Monte Carlo methods (65C05)

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Cited in

(4)

• Improvement of weight computational statistical modeling via the transition to a subcritical Galton-Watson process
• Exponential algorithms for simulation of neutron scattering
• A weight Monte Carlo estimation of fluctuations in branching processes
• Weighted Monte Carlo algorithms with branching corresponding member of the RAS

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