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Accelerated Monte Carlo for Optimal Estimation of Time Series

✍ Scribed by Francis J. Alexander; Gregory L. Eyink; Juan M. Restrepo


Book ID
106430706
Publisher
Springer
Year
2005
Tongue
English
Weight
200 KB
Volume
119
Category
Article
ISSN
0022-4715

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Implicit Monte Carlo (IMC) is often employed to numerically simulate radiative transfer. In problems with regions that are characterized by a small mean free path, IMC can take a prohibitive amount of time, because many particle steps must be simulated to advance the particle through the time step.