蒙特卡罗法的改进:一种新型的快速算法(周泉; 陈植武; 詹杰民)

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蒙特卡罗法的改进:一种新型的快速算法水利论文J&^ }&f4U.^ b

oqk JWy0【作者】周泉; 陈植武; 詹杰民 【作者单位】中山大学应用力学与工程

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5P9Tc}8hm-Y+xc.`0【论文摘要】 本研究基于传统的蒙特卡罗法,在保证一定计算精度的前提下对其进行改进,提出了一种快速算法.该方法有效地利用了已求解的计算点的信息,大大缩短了随机游动的时间,从而提高了计算效率.当需要对整个计算区域中的点进行求解时,该方法的优越性更加明显。算例采用具有精确解的二维拉普拉斯方程边值问题,分别采用传统的蒙特卡罗法,本研究的改进算法和文献中其他的改进算法进行数值计算.结果表明,本研究的改进算法是最优的,能够很大地提高蒙特卡罗法的计算效率.

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8vw/j(]!bo0【英文论文摘要】 Based on the traditional Monte Carlo (MC) method,a new calculation procedure,which can assure the computing accuracy,is proposed.This new method can effectively utilize the information of the already computed nodes,thus greatly reduce the random walk steps and improve the computing efficiency.A two dimensional Laplacian boundary value problem with accurate solution is adopted as the test case.The traditional MC method,the new method proposed in this paper and other improved method existing in the literature are implemented and the numerical results show that the new method proposed in this paper is the best one.水利论文g] `3w$xi&{$B O

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【论文关键词】 数值计算; 蒙特卡罗法; 随机游动; 快速算法水利论文a|9RM%ek4_
【英文论文关键词】 Numerical calculation; Monte Carlo method; Random walk; Quick calculation水利论文/RS"n+]jI^+h

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TAG: 周泉 蒙特卡罗 陈植武 詹杰民 算法
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