Auxiliary-field Monte Carlo methods
โ Scribed by Steven E. Koonin
- Book ID
- 110603751
- Publisher
- Springer
- Year
- 1986
- Tongue
- English
- Weight
- 265 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0022-4715
No coin nor oath required. For personal study only.
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## Abstract Many quantitative problems in science, engineering, and economics are nowadays solved via statistical sampling on a computer. Such __Monte Carlo methods__ can be used in three different ways: (1) to generate random objects and processes in order to observe their behavior, (2) to estimat
Monte Carlo methods are generally known for solving field problems one point at a time, unlike other numerical methods such as the finite difference and finite element methods which provide the solution at all the grid nodes simultaneously. This paper provides a Monte Carlo technique for obtaining t