9/5/2023 0 Comments Mathematica stack exchange![]() ![]() It is hence a deterministic, not a Monte Carlo method. ![]() Often the exact or approximate location of such peaks is known from analytic considerations, however, and with such hints the desired accuracy can be reached with far fewer points.Ĭuhre employs a cubature rule for subregion estimation in a globally adaptive subdivision scheme. Narrow peaks in particular are difficult to find without sampling very many points, especially in high dimensions. A number of improvements have been added to this algorithm, the most significant being the possibility to supply knowledge about the integrand. Divonne works by stratified sampling, where the partitioning of the integration region is aided by methods from numerical optimization. By dividing into subregions, Suave manages to a certain extent to get around Vegas' difficulty to adapt its weight function to structures not aligned with the coordinate axes.ĭivonne is a further development of the CERNLIB routine D151. ![]() Suave is a new algorithm which combines the advantages of two popular methods: importance sampling as done by Vegas and subregion sampling in a manner similar to Miser. Nevertheless, it has a few improvements over the original algorithm and comes in handy for cross-checking the results of other methods. It uses importance sampling for variance reduction, but is only in some cases competitive in terms of the number of samples needed to reach a prescribed accuracy. The Cuba library offers a choice of four independent routines for multidimensional numerical integration: Cuba - a library for multidimensional numerical integration ![]()
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