Pregled bibliografske jedinice broj: 371311
Examining Random Number Generators Used in Stochastic Iteration Algorithms
Examining Random Number Generators Used in Stochastic Iteration Algorithms // Analitics and Informatics 08 / Dimov, Ivan (ur.).
Sofija, 2008. str. 33-36 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 371311 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Examining Random Number Generators Used in Stochastic Iteration Algorithms
Autori
Szirmay-Kalos, László ; Liktor, Gábor ; Penzov, Anton ; Dimov, Ivan ; Skala, Karolj ; Szécsi, László
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Analitics and Informatics 08
/ Dimov, Ivan - Sofija, 2008, 33-36
Skup
Annual meeting on Analitics and Informatics 08
Mjesto i datum
Sofija, Bugarska, 10.01.2008
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
Monte Carlo methods; random number generator; stohastic iteration; transport problem
Sažetak
This paper investigate random number generators in stohastic iteration algorithms tahr require infinite uniform sequences. We take a simple model of general transport equation and solve it with application of linear congruential generator, the Mersenner twister, the mother off all genmerators, and a true random number generator based on quantum effects. With this simple model we show that for resonably contractive operators the theoretically not infinite uniform sequences perform also well. Finally, we demonstrate the power of stohastic iteration for the solution of the light transport problem.
Izvorni jezik
Engleski
Znanstvena područja
Elektrotehnika
POVEZANOST RADA
Projekti:
098-0982562-2567 - Metode znanstvene vizualizacije (Skala, Karolj, MZOS ) ( CroRIS)
Ustanove:
Institut "Ruđer Bošković", Zagreb
Profili:
Karolj Skala
(autor)
