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arXiv 1405.6344math.NAcs.NA
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球面和沃尔塔型多重弱奇异性积分的蒙特卡罗计算

Monte Carlo computation of multiple weak singular integrals of spherical and Volterra's type

Bar-Ilan University(巴伊兰大学)

E. Ostrovsky, L. Sirota

AI总结:

本文提出一种简单有效的蒙特卡罗方法计算具有弱奇异性(可积奇异性)的球面和沃尔塔型多重积分,通过将奇异性纳入密度中消除无限方差,并高效生成多维分布。

摘要:

我们提供了一种简单的蒙特卡罗方法,用于计算具有弱(可积)奇异性的小球面和沃尔塔型多重积分。通过将奇异性纳入密度中,实现了无限方差的消除,并提供了一种高效的方法来生成出现的多维分布。我们扩展了所提供的方法,以处理包含参数的多个沃尔塔型和球面积分,这些积分具有弱奇异性。

英文摘要:

We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density, and we offer a highly effective way for generation of appeared multidimensional distribution. We extend offered method onto multiple Volterra's and spherical integrals with weak singularities containing parameter.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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