|
Article information
2008 , Volume 13, Special issue, p.101-106
Medvedev I.N.
Implementation of partial value modeling in the half-space of phase coordinates
Effectiveness of modifications of the partial "value" modelling is considered in this paper. These types of modelling are related to a construction of the simulated distribution for some auxiliary random variable by multiplying the initial density by the "value" function, which usually corresponds to a solution of an adjoint integral equation of the second kind. Using our criterion based on the majorant adjoint equation, we focus on an implementation of the partial ``value'' modeling in the half-space of phase coordinates.
[full text] Author(s):
Medvedev I.N.
PhD.
Position: Junior Research Scientist
Address: Russia, Novosibirsk
E-mail: medvedev79@ngs.ru
Bibliography link:
Medvedev I.N. Implementation of partial value modeling in the half-space of phase coordinates // Computational technologies. 2008. V. 13. Special issue 4. P. 101-106
|
|
|
|
