An adaptive Monte Carlo integration algorithm with general division approach

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An adaptive Monte Carlo integration algorithm with general division approach

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dc.contributor.author Alrefaei, M.H.
dc.contributor.author Abdul-Rahmanb, H.M.
dc.date.accessioned 2009-12-28T09:04:59Z
dc.date.available 2009-12-28T09:04:59Z
dc.date.issued 2007-09-13
dc.identifier.citation Volume 79, Issue 1, October 2008, Pages 49-59 en_US
dc.identifier.uri http://dx.doi.org/10.1016/j.matcom.2007.09.009
dc.identifier.uri http://hdl.handle.net/10576/10527
dc.description.abstract We propose an adaptive Monte Carlo algorithm for estimating multidimensional integrals over a hyper-rectangular region. The algorithm uses iteratively the idea of separating the domain of integration into 2ssubregions. The proposed algorithm can be applied directly to estimate the integral using an efficient way of storage. We test the algorithm for estimating the value of a 30-dimensional integral using a two-division approach. The numerical results show that the proposed algorithm gives better results than using one-division approach. en_US
dc.language.iso en en_US
dc.subject Adaptive Monte Carlo algorithms en_US
dc.subject Monte Carlo integration en_US
dc.subject Stratified sampling en_US
dc.title An adaptive Monte Carlo integration algorithm with general division approach en_US
dc.type Article en_US

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