Stationary phase Monte Carlo methods: An exact formulation
β Scribed by J.D. Doll; D.L. Freeman; M.J. Gillan
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 555 KB
- Volume
- 143
- Category
- Article
- ISSN
- 0009-2614
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β¦ Synopsis
We present here a general and formally exact stationary phase Monte Carlo method. This method is aimed at the generic problem of performing manydimensional averages of highly oscillatory integrands, a central problem in the path integral treatment of quantum dynamics. The relationship between our previous developments, the work by Filinov and the recent work by Makri and Miller is clarified. We present an implementation of the stationary phase Monte Carlo approach that is viable, formally exact and that eliminates the need for derivatives beyond first order.
π SIMILAR VOLUMES
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.