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A method for studying the variance of weight estimates in numerical statistical modeling

✍ Scribed by G. A. Mikhailov; I. N. Medvedev


Book ID
111454034
Publisher
SP MAIK Nauka/Interperiodica
Year
2006
Tongue
English
Weight
154 KB
Volume
73
Category
Article
ISSN
1064-5624

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Numerical Study of a Stochastic Weighted
✍ Sergej Rjasanow; Wolfgang Wagner πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 351 KB

particle density. This problem can hardly be solved efficiently by direct simulation methods in such cases, where A stochastic weighted particle method is applied to a model nonlinear kinetic equation. A detailed study of various numerical ap-the changes of the particle density are of several orders