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Article information
2011 , Volume 16, ¹ 4, p.19-36
Bessmeltsev M.V., Voytishek A.V.
Modification of geometrical program modules, tied with construction of modelled probabilistic densities
In this paper a program module AITricks GeomRandom is presented which allows getting sample values of stochastic vectors in geometrically complex domains. It is pointed out that considerations associated with construction of probabilistic densities providing effective numerical realization of sample values (corresponding methods are presented in this paper) might be useful for a user. Numerical schemes that use polynomial and piecewise polynomial approximations (together with application of the discrete superposition method for the realization of sample values) in problems of numerical statistical modeling are also examined. The iterative discrete-stochastic algorithm for constructing adaptive meshes is considered as an example of the proposed technologies
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Keywords: numerical simulation of stochastic values and vectors, technologies for constructing of modelled densities, modelled density approximations, iterative discrete-stochastic algorithm for constructing adaptive meshes
Author(s):
Bessmeltsev Mikhail Viktorovich
Position: Student
Office: Institute of Numerical Mathematics and Mathematical Geophysics of Siberian Division of RAS
Address: 630090, Russia, Novosibirsk, prospect Akademika Lavrentyeva, 6
Phone Office: (383)3308994
E-mail: bmpix@mail.ru
Voytishek Anton Vaclavovich
Dr. , Professor
Position: Leading research officer
Office: Institute of Numerical Mathematics and Mathematical Geophysics of Siberian Division of RAS
Address: 630090, Russia, Novosibirsk, prospect Akademika Lavrentyeva, 6
Phone Office: (383)3307721
E-mail: vav@osmf.sscc.ru
SPIN-code: 7494-4885
Bibliography link:
Bessmeltsev M.V., Voytishek A.V. Modification of geometrical program modules, tied with construction of modelled probabilistic densities // Computational technologies. 2011. V. 16. ¹ 4. P. 19-36
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