Accelerating convergence in stochastic particle dispersion simulation codes
2001
Abstract Recent work in adaptive importance sampling is applied to Markov chain models for Monte Carlo simulations. When this technique is incorporated into the simulation of physical processes, it can give orders-of-magnitude improvement in convergence times relative to standard approaches. We review the related methodology and illustrate its application.
Keywords:
- Mathematical optimization
- Dynamic Monte Carlo method
- Stochastic tunneling
- Mathematics
- Markov chain mixing time
- Monte Carlo molecular modeling
- Monte Carlo method
- Markov chain Monte Carlo
- Monte Carlo method in statistical physics
- Hybrid Monte Carlo
- Parallel tempering
- Particle filter
- Monte Carlo integration
- Markov chain
- Correction
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