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On Direct Simulation Quasi-Monte Carlo Methods

机译:直接仿真准蒙特卡罗方法

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Equations derived from kinetic theory often express a desired quantity in terms of a probability density. For example, the Direct Simulation Monte Carlo (DSMC) method is a well-known powerful technique for computational rarefied gas dynamics. It uses an algorithm that begins with an initial distribution and, through random sampling, converges to a stationary distribution. Random sampling is achieved using random numbers obtained with pseudo-random number generators. Quasi-Monte Carlo methods (QMCMs) replace calls to a pseudo-random number generator by calls to a quasi-random number generator. QMCMs are known to have a better convergence rates than Monte Carlo methods for multidimensional integration, but it is not trivial to make QMCM work well in contexts outside of Monte Carlo integration, such as DSMC.
机译:源自动力学理论的方程通常在概率密度方面表达所需的量。例如,直接仿真蒙特卡罗(DSMC)方法是一种众所周知的计算稀释气体动力学技术。它使用一种以初始分布开头的算法,并且通过随机采样将收敛到静止分布。使用用伪随机数发生器获得的随机数来实现随机采样。 Quasi-Monte Carlo方法(QMCMS)通过调用对准随机数发生器将呼叫替换为伪随机数发生器。已知QMCMS具有比Monte Carlo用于多维集成的Monte Carlo方法更好的收敛速率,但在Monte Carlo集成之外的上下文中,使QMCM在诸如DSMC之外的上下文中工作并不重要。

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