Rarefied Gas Dynamics and Monte Carlo Methods.

Abstract

The research supported by this grant was primarily on quasi-random sequences, which are a deterministic alternative to random or pseudo-random sequences', and their use in Monte Carlo methods, These methods are vastly superior to standard Monte Carlo, at least in principle, because the errors are of size O(N-1) rather than the usual O(N-1/).On the other hand, this gain in accuracy can be lost if the domain of integration is of high dimension or the function to be integrated is not smooth. In joint work with Bradley Moskowitz, we succeeded in overcoming these limitations for a number of Monte Carlo methods, including the acceptance-rejection method, Feynman-Kac integrals and diffusion Monte Carlo.

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Document Details

Document Type
Technical Report
Publication Date
May 19, 1995
Accession Number
ADA295375

Entities

People

  • Russel E. Caflisch

Organizations

  • University of California, Los Angeles

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Accuracy
  • Diffusion
  • Dynamics
  • Errors
  • Gas Dynamics
  • Gases
  • Integrals
  • Mathematical Analysis
  • Mathematics
  • Monte Carlo Method
  • Rarefied Gas Dynamics
  • Rarefied Gases
  • Rejection
  • Sequences
  • Standards

Readers

  • Computational Fluid Dynamics (CFD)
  • Statistical inference.
  • Systems Analysis and Design