Randomized Monte Carlo algorithms are constructed by a combination of a basic probabilistic model and its random parameters to investigate parametric distributions of linear functionals. An optimization of the algorit...
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Randomized Monte Carlo algorithms are constructed by a combination of a basic probabilistic model and its random parameters to investigate parametric distributions of linear functionals. An optimization of the algorithms with a statistical kernel estimator for the probability density is presented. A randomized projection algorithm for estimating a nonlinear functional distribution is formulated and applied to the investigation of the criticality fluctuations of a particle multiplication process in a random medium.
Randomized Monte Carlo algorithms are constructed by jointly realizing a baseline probabilistic model of the problem and its random parameters (random medium) in order to study a parametric distribution of linear func...
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Randomized Monte Carlo algorithms are constructed by jointly realizing a baseline probabilistic model of the problem and its random parameters (random medium) in order to study a parametric distribution of linear functionals. This work relies on statistical kernel estimation of the multidimensional distribution density with a homogeneous kernel and on a splitting method, according to which a certain number of baseline trajectories are modeled for each medium realization. The optimal value of is estimated using a criterion for computational complexity formulated in this work. Analytical estimates of the corresponding computational efficiency are obtained with the help of rather complicated calculations.
Numerical-statistical estimates of correlation characteristics and averaged angular distributions of field intensity of radiation passing through a randommedium are obtained. Comparative investigations are performed f...
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Numerical-statistical estimates of correlation characteristics and averaged angular distributions of field intensity of radiation passing through a randommedium are obtained. Comparative investigations are performed for an elementary Poisson field and for a realistic field of optical density of the medium. The estimates obtained confirm the hypothesis that the quantities being investigated are strongly dependent on the correlation scale and the one-dimensional distribution of the density field.
The radiation transfer through random media of three different types was simulated numerically and statistically with the same one-dimensional distributions and correlation radii. The averaged probabilities of passage...
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The radiation transfer through random media of three different types was simulated numerically and statistically with the same one-dimensional distributions and correlation radii. The averaged probabilities of passages of quanta and their angular distributions practically coincide, although the calculations of correlation radii and visualizations of the corresponding brightness fields give slightly distinct results. In the calculations we used the methods of 'doublerandomization' and 'delta-scattering' and also statistical nuclear estimates.
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