Optimization of Randomized Monte Carlo Algorithms for Solving Problems with Random Parameters
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DOI: 10.1134/s1064562418060157
Abstract: Randomized Monte Carlo algorithms intended for statistical kernel estimation of the averaged solution to a problem with random baseline parameters are optimized. For this purpose, a criterion for the complexity of a functional Monte Carlo… read more here.
Keywords: optimization randomized; monte; monte carlo; randomized monte ... See more keywords
Monte Carlo Algorithms for Estimating Time Asymptotics of Multiplication Particle Flow in a Random Medium
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DOI: 10.1134/s1064562420010056
Abstract: Abstract The fluctuations of the number of scattering and multiplying particles in a random medium are investigated as functions of time. For this purpose, randomized Monte Carlo algorithms for estimating the probabilistic moments of the… read more here.
Keywords: algorithms estimating; random medium; monte carlo; carlo algorithms ... See more keywords