Browsing Mathematics, Statistics & Physics by Subject "Adaptive Monte Carlo algorithms"

Now showing items 1-1 of 1

    • An adaptive Monte Carlo integration algorithm with general division approach 

      Alrefaei, Mahmoud H.; Abdul-Rahmanb, Houssam M. ( Elsevier , 2007 , Article)
      We propose an adaptive Monte Carlo algorithm for estimating multidimensional integrals over a hyper-rectangular region. The algorithm uses iteratively the idea of separating the domain of integration into 2ssubregions. The ...