Improving the rejection sampling method in quasi-Monte Carlo methods
β Scribed by Xiaoqun Wang
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 117 KB
- Volume
- 114
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The direct simulation Monte Carlo (DSMC) method is a widely used approach for flow simulations having rarefied or nonequilibrium effects. It involves heavily to sample instantaneous values from prescribed distributions using random numbers. In this note, we briefly review the sampling techniques typ
We briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error reduction, optimization of net constructions, and randomization and derandomization.
A novel and efficient quasi-Monte Carlo method for computing the area of a point-sampled surface with associated surface normal for each point is presented. Our method operates directly on the point cloud without any surface reconstruction procedure. Using the Cauchy-Crofton formula, the area of the
The Laplace transform is applied to remove the time-dependent variable in the di usion equation. For nonharmonic initial conditions this gives rise to a non-homogeneous modiΓΏed Helmholtz equation which we solve by the method of fundamental solutions. To do this a particular solution must be obtained