Splitting of trajectories in the Monte Carlo method taking into account the symmetry of the source

DOI10.1515/RNAM-2012-0010zbMath1238.65005OpenAlexW2048834734MaRDI QIDQ2882914

Sergey A. Rozhenko

Publication date: 11 May 2012

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2012-0010

zbMATH Keywords

numerical examplesMonte Carlo methodbranching of trajectoriestwo-stage splitting algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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