On average dimensions of particle transport estimators
-
Ilya M. Sobol
and
Boris V. Shukhman
Abstract
We considered average dimensions of the weighted Monte Carlo algorithm for a particle transport problem with multi-scattering setting and estimated the probability of particles penetration through a layer.
The average dimension
Acknowledgements
The authors recognize the technical assistance of Alex Sobol in preparing this manuscript for publication. The authors are grateful to Michael Milgram for useful suggestions improving quality of the manuscript.
References
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- A quasi-Monte Carlo implementation of the ziggurat method
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Articles in the same Issue
- Frontmatter
- Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging
- A quasi-Monte Carlo implementation of the ziggurat method
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates
- Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes
- On the modeling of linear system input stochastic processes with given accuracy and reliability
- Remarks on randomization of quasi-random numbers
- On average dimensions of particle transport estimators
