A new proof of geometric convergence for general transport problems based on sequential correlated sampling methods

DOI10.1016/j.jcp.2008.07.016zbMath1155.65303DBLPjournals/jcphy/KongS08OpenAlexW2090191171WikidataQ37356865 ScholiaQ37356865MaRDI QIDQ956333

Rong Kong, Jerome Spanier

Publication date: 25 November 2008

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

Full work available at URL: http://europepmc.org/articles/pmc2748403

zbMATH Keywords

transport equationgeometrically convergent Monte Carlo algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (4)

A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method ⋮ Transport-constrained extensions of collision and track length estimators for solutions of radiative transport problems ⋮ A hybrid (Monte Carlo/deterministic) approach for multi-dimensional radiation transport ⋮ Residual Monte Carlo for the One-Dimensional Particle Transport Equation

Cites Work

• Sequential Monto Carlo techniques for the solution of linear systems
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