Monte Carlo efficiency improvement by multiple sampling of conditioned integration variables

DOI10.1016/J.JCP.2016.08.036zbMath1419.82062OpenAlexW2518183757MaRDI QIDQ1674649

Vincent Eymet, Stéphane Blanco, Sebastian Weitz, Jacques Gautrais, Mouna El Hafi, Olivier Farges, Richard Fournier, Julien Charon, Jérémi Dauchet

Publication date: 26 October 2017

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2016.08.036

zbMATH Keywords

statistical physicsMonte Carlo integrationMonte Carlo efficiency

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Transport processes in time-dependent statistical mechanics (82C70)

Related Items (1)

A non-intrusive B-splines Bézier elements-based method for uncertainty propagation

Cites Work

• Monte Carlo and quasi-Monte Carlo sampling
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