parallel importance separation and adaptive monte carlo algorithms for multiple integrals ivan dimov aneta karaivanova rayna georgieva and soya ivanovska clpp bulgarian academy of sciences acad g bonchev st bl ...
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...Parallel importance separation and adaptive monte carlo algorithms for multiple integrals ivan dimov aneta karaivanova rayna georgieva soya ivanovska clpp bulgarian academy of sciences acad g bonchev st bl a soa bulgaria ivdimov bas bg anet copern sofia abstract method mcm is the only viable many high dimensional problems since its convergence independent thedimension inthis paperwe develop an adaptivemonte based on ideas results amethod that combines idea domain into uniformly small subdomains with kahn approach sampling we alyze error compare crude which most widely used variance reduction also propose ecient parallelizations studied numerical tests implemented powerpc cluster using mpi are provided introduction multidimensional quadraturesare greatimportance in practi cal areas rangingfromatomicphysicstonance thecrudemontecarlomethod has rate o n dimension integral why integration practical manyhigh dimensionalproblems muchoftheeortstoimprovemontecarlo construction methods speed up ...