High dimensional simulation

Recent hybrid-Monte Carlo methods designed for high dimensional simulation will be discussed. Theoretical analysis of these methods as well as numerical results they produce when applied to a model transport problem will be given.

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Bibliographic Details
Published inMathematics and computers in simulation Vol. 55; no. 1; pp. 215 - 222
Main Author Ökten, Giray
Format Journal Article Conference Proceeding
LanguageEnglish
Published Amsterdam Elsevier B.V 2001
Elsevier
Subjects
Anova decomposition
Exact sciences and technology
Low-discrepancy sequences
Mathematics
Monte Carlo methods
Numerical analysis
Numerical analysis. Scientific computation
Numerical simulation
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Stochastic analysis
Transport theory
Monte Carlo methods
Low-discrepancy sequences
Anova decomposition
Transport theory
Monte Carlo method
Low discrepancy sequence
Theory
Numerical method
Variance analysis
Implementation
Star discrepancy
Analysis method
Multidimensional model
Numerical simulation
Transport
Comparative study
Quasi Monte Carlo method
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Summary:Recent hybrid-Monte Carlo methods designed for high dimensional simulation will be discussed. Theoretical analysis of these methods as well as numerical results they produce when applied to a model transport problem will be given.
ISSN:0378-4754
1872-7166
DOI:10.1016/S0378-4754(00)00264-0