|
Article information
2012 , Volume 17, ¹ 3, p.70-82
Kablukova E.G., Kargin B.A.
Efficient discrete stochastic modification for local estimates of the Monte Carlo method for problems of laser sounding of scattering media
New algorithms for optimization of local estimates of the Monte Carlo method applied for solving non-stationary problems of laser sensing of natural media are constructed. To reduce the algorithms’ “computation cost” an optimization of local estimates is proposed based on a variant of the “splitting” method and on integration in a discrete-stochastic version of “importance sampling” method. Numerical experiments illustrating the effectiveness of the proposed optimization are conducted.
[full text]
Keywords: Monte Carlo method, local estimates, laser sensing
Author(s):
Kablukova Evgeniya Gennadievna
PhD.
Office: Institute of Computational Mathematics and Mathematical Geophysics of SB RAS
Address: 630090, Russia, Novosibirsk, 6, Ac. Lavrentieva aven.
Phone Office: (383) 3307721
E-mail: Jane_K@ngs.ru
SPIN-code: 3162-7640Kargin Boris Alexandrovich
Dr. , Professor
Office: Institute of computational mathematics and mathematical geophysics SB RAS
Address: 630090, Russia, Novosibirsk, 6, Ac. Lavrentieva aven.
Phone Office: (383) 3356220
E-mail: bkargin@osmf.sscc.ru
Bibliography link:
Kablukova E.G., Kargin B.A. Efficient discrete stochastic modification for local estimates of the Monte Carlo method for problems of laser sounding of scattering media // Computational technologies. 2012. V. 17. ¹ 3. P. 70-82
|
|
|
|
