✦ LIBER ✦

Accelerating Convergence in Stochastic Particle Dispersion Simulation Codes

✍ Scribed by Richard R. Picard; Mark Fitzgerald; Michael J. Brown

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 181 KB
Volume: 173
Category: Article
ISSN: 0021-9991
DOI: 10.1006/jcph.2001.6874

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✦ Synopsis

Recent work in adaptive importance sampling is applied to Markov chain models for Monte Carlo simulations. When this technique is incorporated into the simulation of physical processes, it can give orders-of-magnitude improvement in convergence times relative to standard approaches. We review the related methodology and illustrate its application.

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