VARIANCE REDUCTION IN MONTE-CARLO COMPUTATIONS USING MULTIDIMENSIONAL HERMITE POLYNOMIALS

被引：35

作者：

MALTZ, FH ^{[1
]}

HITZL, DL ^{[1
]}

机构：

[1] LOCKHEED AIRCRAFT CORP,RES LAB,PALO ALTO,CA 94304

来源：

JOURNAL OF COMPUTATIONAL PHYSICS | 1979年 / 32卷 / 03期

关键词：

D O I：

10.1016/0021-9991(79)90150-5

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：345 / 376

页数：32

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