Информационная система "Конференции"



International Conference on Numerical Methematics ICCM-2002


Abstracts


Stochastic simulation and Monte-Carlo methods

Сomparative analysis of local estimates of Monte Carlo method

Lotova G.Z.

Institute of Computational Mathematics and Mathematical Geophysics (Novosibirsk)

The transfer equation with nonstationary function of source is consided. Asymptotical (on time) behaviour of solution of this equation is investigated. The solution is analysed in one point (detector). For that, Monte Carlo methods are constructed on the base of local and double-local estimates. These methods allow to calculate the functionals of the solution and derivatives of these funtionals with respect to time by the same simulated trajectory. The results of comparing of this two methods are presented. Numerical calculations for the semi-infinite medium show that light intensity in detector is equal to exponential function multiplied by weakly decreasing power function. The index of power of this function is obtained by precise calculations.

Note. Abstracts are published in author's edition


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