Zobrazeno 1 - 10
of 55
pro vyhledávání: '"I. M. Sobol"'
Autor:
I. M. Sobol, Boris V. Shukhman
Publikováno v:
Monte Carlo Methods and Applications. 25:253-257
A Monte Carlo method used for the estimation of convergent von Neumann series solutions of a Fredholm equation of second kind is considered. The sum z ( d ) ( x ) {z^{(d)}(x)} of d initial terms of the von Neumann series estimating the solution z
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3afc6677dea2d3ca61dd49adbc71cfa7
https://doi.org/10.1515/mcma-2019-2045
https://doi.org/10.1515/mcma-2019-2045
Autor:
Boris V. Shukhman, I. M. Sobol
Publikováno v:
Monte Carlo Methods and Applications. 24:147-151
We considered average dimensions of the weighted Monte Carlo algorithm for a particle transport problem with multi-scattering setting and estimated the probability of particles penetration through a layer. The average dimension d ^ {\hat{d}} of the a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4953dc7e7a71b54a60fa13573376696d
https://doi.org/10.1515/mcma-2018-0013
https://doi.org/10.1515/mcma-2018-0013
Autor:
I. M. Sobol, Boris V. Shukhman
Publikováno v:
Monte Carlo Methods and Applications. 21:175-178
A family of d-dimensional functions is introduced. It includes the test functions that in [Monte Carlo Methods Appl. 20 (2014), no. 3, 167–171] demonstrate the efficiency of certain quasi-Monte Carlo integrations. The average dimensions of these d-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d8a066ab7dce24099fed5abad9d593f
https://doi.org/10.1515/mcma-2014-0018
https://doi.org/10.1515/mcma-2014-0018
Autor:
I. M. Sobol, Boris V. Shukhman
Publikováno v:
Monte Carlo Methods and Applications. 20:167-171
Certain very high-dimensional integrals can be efficiently approximated by quasi-Monte Carlo (q-MC) methods. If the average dimension of the integrand is small, the convergence rate can be near to 1/N, where N is the sample size.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a84fa21a6de178232b91e61cfd4b8f6
https://doi.org/10.1515/mcma-2013-0022
https://doi.org/10.1515/mcma-2013-0022
Publikováno v:
Wilmott. 2011:64-79
Sobol’ sequence generators are used actively in financial applications. In this paper, we explore the effect of the uniformity Properties A and A’ on the generator performance in high-dimensional problems. It is shown that these properties provid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::05d0b2c9ed94273fb0c3f5f7be2e9035
https://doi.org/10.1002/wilm.10056
https://doi.org/10.1002/wilm.10056
Autor:
I. M. Sobol
Publikováno v:
Mathematical Models and Computer Simulations. 3:419-423
A mathematical model f(x) given in the unit n-dimensional cube, where x = (x1, ..., xn), is considered. How can one estimate the global sensitivity of f(x) with respect to xi? If f(x) ∈ L2, global sensitivity indices help answer this question. Bein
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f084fa842c158e9fe8a4c48074df8fc
https://doi.org/10.1134/s2070048211040119
https://doi.org/10.1134/s2070048211040119
Publikováno v:
Nonlinear Analysis: Theory, Methods & Applications. 71:e109-e117
Engineering optimization problems are multicriteria with continuous, discrete, and mixed design variables. Correct definition of the feasible solution set is of fundamental importance in these problems. It is quite difficult for the expert to define
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e08b3793a635a06bf1f145024c3ec882
https://doi.org/10.1016/j.na.2008.10.050
https://doi.org/10.1016/j.na.2008.10.050
Autor:
Sergei Kucherenko, I. M. Sobol
Publikováno v:
Mathematics and Computers in Simulation. 79:3009-3017
A model function f(x"1,...,x"n) defined in the unit hypercube H^n with Lebesque measure dx=dx"1...dx"n is considered. If the function is square integrable, global sensitivity indices provide adequate estimates for the influence of individual factors
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::914fd80e01815339e9252649af5c2fd7
https://doi.org/10.1016/j.matcom.2009.01.023
https://doi.org/10.1016/j.matcom.2009.01.023
Autor:
I. M. Sobol, Boris V. Shukhman
Publikováno v:
Mathematics and Computers in Simulation. 75:80-86
In contrast to random points that may cluster, quasi-random points keep their distance. These distances are investigated.1.If N independent random points in the n-dimensional unit hypercube are selected, two of these points may be arbitrarily close.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef2301dc334bf6689e5a2e5115e97990
https://doi.org/10.1016/j.matcom.2006.09.004
https://doi.org/10.1016/j.matcom.2006.09.004
Publikováno v:
Reliability Engineering & System Safety. 92:957-960
One of the major settings of global sensitivity analysis is that of fixing non-influential factors, in order to reduce the dimensionality of a model. However, this is often done without knowing the magnitude of the approximation error being produced.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::156a1b0f4927a983912f5db247cba526
https://doi.org/10.1016/j.ress.2006.07.001
https://doi.org/10.1016/j.ress.2006.07.001