Optimization of randomized Monte Carlo algorithms for solving problems with random parameters

DOI10.1134/S1064562418060157OpenAlexW2899925586MaRDI QIDQ1709852

Gennady A. Mikhailov

Publication date: 15 January 2019

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562418060157

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites Work

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• Effective averaging of stochastic radiative models based on Monte Carlo simulation
• Monte Carlo algorithms for calculation of diffusive characteristics of an electron avalanche in gases
• Randomized projection method for estimating angular distributions of polarized radiation based on numerical statistical modeling
• Comparative analysis of vector algorithms for statistical modelling of polarized radiative transfer process
• Efficient Monte Carlo algorithms for evaluating the correlation characteristics of conditional mathematical expectations
• On Estimation of a Probability Density Function and Mode
• Numerical models of mosaic homogeneous isotropic random fields and problems of radiative transfer

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