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Article information
2006 , Volume 11, Special issue, p.10-18
Bulgakova T.E.
Optimization of functional double-sided geometrical Monte-Carlo method
A discrete-stochastic algorithm for approximation of an integral with laboriously calculated integrand which also depends on a parameter is investigated. To reduce the calculation cost it is proposed to use the double-sided geometrical method. Recommendations for the choice of conditionally optimal parameters of the algorithm are formulated. The results of test calculations are presented. These results confirm the correctness of the choice of conditionally optimal parameters.
[full text] Author(s):
Bulgakova Tatyana Evgenievna
Address: 630090, Russia, Novosibirsk
Bibliography link:
Bulgakova T.E. Optimization of functional double-sided geometrical Monte-Carlo method // Computational technologies. 2006. V. 11. Special issue. P. 10-18
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