Sibirskii Zhurnal Vychislitel'noi Matematiki
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Sibirskii Zhurnal Vychislitel'noi Matematiki, 1999, Volume 2, Number 2, Pages 111–122 (Mi sjvm329)  
This article is cited in 2 scientific papers (total in 2 papers)

Using the Strang–Fix approximation for Monte Carlo calculating of multiple integrals

A. V. Voitishek

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
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Abstract: In this paper the possibility of using the Strang–Fix approximation for constructing of optimal density in the standard Monte Carlo method for calculating multiple integrals is investigated. Optimal parameters of the constructed density are obtained. The comparison between the constructed important sampling method and the separation of main part method is provided. The combined method, which contains advantages of both algorithms, is suggested.
Received: 12.10.1998
Revised: 30.10.1998
Bibliographic databases:
Document Type: Article
UDC: 519.245
Language: Russian
Citation: A. V. Voitishek, “Using the Strang–Fix approximation for Monte Carlo calculating of multiple integrals”, Sib. Zh. Vychisl. Mat., 2:2 (1999), 111–122
Citation in format AMSBIB
\Bibitem{Voi99}
\by A.~V.~Voitishek
\paper Using the Strang--Fix approximation for Monte Carlo calculating of multiple integrals
\jour Sib. Zh. Vychisl. Mat.
\yr 1999
\vol 2
\issue 2
\pages 111--122
\mathnet{http://mi.mathnet.ru/sjvm329}
\zmath{https://zbmath.org/?q=an:0956.65002}
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    • This publication is cited in the following 2 articles:
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