کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1707082 1012498 2008 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
What Monte Carlo models can do and cannot do efficiently?
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
What Monte Carlo models can do and cannot do efficiently?
چکیده انگلیسی

The question “what Monte Carlo models can do and cannot do efficiently” is discussed for some functional spaces that define the regularity of the input data. Data classes important for practical computations are considered: classes of functions with bounded derivatives and Hölder type conditions, as well as Korobov-like spaces.Theoretical performance analysis of some algorithms with unimprovable rate of convergence is given. Estimates of computational complexity of two classes of algorithms – deterministic and randomized for both problems – numerical multidimensional integration and calculation of linear functionals of the solution of a class of integral equations are presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematical Modelling - Volume 32, Issue 8, August 2008, Pages 1477–1500
نویسندگان
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