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Found 51 Documents (Results 1–51)

Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind. (English) Zbl 1521.65148

Georgiev, Ivan (ed.) et al., Numerical methods and applications. 10th international conference, NMA 2022, Borovets, Bulgaria, August 22–26, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13858, 302-313 (2023).
MSC:  65R20 45B05 65C05
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Sensitivity analysis of an air pollution model with using innovative Monte Carlo methods in calculating multidimensional integrals. (English) Zbl 1521.92100

Georgiev, Ivan (ed.) et al., Numerical methods and applications. 10th international conference, NMA 2022, Borovets, Bulgaria, August 22–26, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13858, 258-270 (2023).
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Sensitivity studies of an air pollution model by using efficient stochastic algorithms for multidimensional numerical integration. (English) Zbl 07243187

Dimov, Ivan (ed.) et al., Advances in high performance computing. Results of the international conference on high performance computing, Borovets, Bulgaria, September 2–6, 2019. Cham: Springer. Stud. Comput. Intell. 902, 184-195 (2021).
MSC:  65-XX 86-XX
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An improved “walk on equations” Monte Carlo algorithm for linear algebraic systems. (English) Zbl 1505.65167

Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the 9th international workshop on computational optimization, WCO, and numerical search and optimization, Poznan, Poland, September 9–12, 2018. Cham: Springer. Stud. Comput. Intell. 838, 215-236 (2020).
MSC:  65F10 65C05
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Efficient stochastic approaches for multidimensional integrals in Bayesian statistics. (English) Zbl 07223057

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 12th international conference, LSSC 2019, Sozopol, Bulgaria, June 10–14, 2019. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 11958, 454-462 (2020).
MSC:  65-XX
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Variance reduction in Monte Carlo estimators via empirical variance minimization. (English. Russian original) Zbl 1409.62146

Dokl. Math. 98, No. 2, 494-497 (2018); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 482, No. 6, 627-630 (2018).
MSC:  62J10 62H12 65C05
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Latin hypercube sampling and Fibonacci based lattice method comparison for computation of multidimensional integrals. (English) Zbl 1368.65033

Dimov, Ivan (ed.) et al., Numerical analysis and its applications. 6th international conference, NAA 2016, Lozenetz, Bulgaria, June 15–22, 2016. Revised selected papers. Cham: Springer (ISBN 978-3-319-57098-3/pbk; 978-3-319-57099-0/ebook). Lecture Notes in Computer Science 10187, 302-310 (2017).
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Parallelization of the two-dimensional Wigner Monte Carlo method. (English) Zbl 07227079

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 10th international conference, LSSC 2015, Sozopol, Bulgaria, June 8–12, 2015. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 9374, 309-316 (2015).
MSC:  65-XX
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Optimization of the deterministic solution of the discrete Wigner equation. (English) Zbl 07227074

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 10th international conference, LSSC 2015, Sozopol, Bulgaria, June 8–12, 2015. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 9374, 269-276 (2015).
MSC:  65-XX
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Deterministic solution of the discrete Wigner equation. (English) Zbl 1361.81085

Dimov, Ivan (ed.) et al., Numerical methods and applications. 8th international conference, NMA 2014, Borovets, Bulgaria, August 20–24, 2014. Revised selected papers. Berlin: Springer (ISBN 978-3-319-15584-5/pbk). Lecture Notes in Computer Science 8962, 149-156 (2015).
MSC:  81S30 81Q05 39A12 81T80
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Particle Monte Carlo algorithms with small number of particles in grid cells. (English) Zbl 1317.65021

Dimov, Ivan (ed.) et al., Numerical methods and applications. 7th international conference, NMA 2010, Borovets, Bulgaria, August 20–24, 2010. Revised papers. Berlin: Springer (ISBN 978-3-642-18465-9/pbk). Lecture Notes in Computer Science 6046, 110-117 (2011).
MSC:  65C05 76L05 76P05
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Monte Carlo method for numerical integration based on Sobol’s sequences. (English) Zbl 1317.65007

Dimov, Ivan (ed.) et al., Numerical methods and applications. 7th international conference, NMA 2010, Borovets, Bulgaria, August 20–24, 2010. Revised papers. Berlin: Springer (ISBN 978-3-642-18465-9/pbk). Lecture Notes in Computer Science 6046, 50-59 (2011).
MSC:  65C05 65C10 65D30
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Stochastic algorithms in linear algebra – beyond the Markov chains and von Neumann-Ulam scheme. (English) Zbl 1317.65020

Dimov, Ivan (ed.) et al., Numerical methods and applications. 7th international conference, NMA 2010, Borovets, Bulgaria, August 20–24, 2010. Revised papers. Berlin: Springer (ISBN 978-3-642-18465-9/pbk). Lecture Notes in Computer Science 6046, 14-28 (2011).
MSC:  65C05 65C50 65F10
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