Universal modification of vector weighted method of dependent trials

Результат исследования: Научные публикации в периодических изданияхстатья

Аннотация

Vector weighted Monte Carlo algorithms for the estimation of linear functionals of set of solutions of systems of the 2nd kind integral equations are studied. A universal modification of the vector weighted method of dependent trials with branching of the Markov chain trajectory relative to the elements of matrix weight is constructed. It is shown that the computational cost of the constructed algorithms is finite in the case when the solutions of systems of the 2nd kind are bounded. The application of constructed method of dependent trials is presented for some problems of the radiation transfer theory with allowance for polarization and multigroup transport theory.

Язык оригиналаанглийский
Число страниц9
ЖурналCommunications in Statistics: Simulation and Computation
DOI
СостояниеОпубликовано - 20 авг 2019

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