Shifted Sobol points and multigrid Monte Carlo simulation

Shifted Sobol points and multigrid Monte Carlo simulation

Multidimensional integrals arise in many problems of physics. For example, moments of the distribution function in the problems of transport of various particles (photons, neutrons, etc.) are 6-dimensional integrals. When calculating the coefficients of electrical conductivity and thermal conductivi...

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Bibliographic Details
Main Authors:	Aleksandr A. Belov, Maxim A. Tintul
Format:	Article
Language:	English
Published:	Peoples’ Friendship University of Russia (RUDN University) 2021-09-01
Series:	Discrete and Continuous Models and Applied Computational Science
Subjects:	multidimensional integral monte carlo method sobol points multigrid calculation a posteriori error estimates
Online Access:	http://journals.rudn.ru/miph/article/viewFile/27530/19850

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