Accelerating convergence in stochastic particle dispersion simulation codes

Journal of Computational Physics

Volumn 173, Issue 1, 2001, Pages 231-255

  Picard, Richard R ^a   Fitzgerald, Mark ^a   Brown, Michael J ^a  

^a LOS ALAMOS NATIONAL LABORATORY   (United States)

Author keywords

Exponential convergence; Importance sampling; Markov chains; Monte Carlo methods

Indexed keywords

CHAINS; IMPORTANCE SAMPLING; INTELLIGENT SYSTEMS; MARKOV PROCESSES;

ADAPTIVE IMPORTANCE SAMPLING; DISPERSION SIMULATIONS; EXPONENTIAL CONVERGENCE; MARKOV CHAIN MODELS; MONTE CARLO'S SIMULATION; MONTECARLO METHODS; PARTICLE DISPERSION; PHYSICAL PROCESS; SIMULATION CODE; STOCHASTICS;

STOCHASTIC SYSTEMS;

EID: 0035841062     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcph.2001.6874     Document Type: Article

References (31)

1. Exponential convergence of adaptive importance sampling for Markov chains
2. Approximating the permanent via importance sampling with application to the dimer covering problem
3. Exponential convergence on a continuous Monte Carlo transport problem
4. Turbulent dispersion with broken reflectional symmetry
5. A novel approach to atmospheric dispersion modelling: The puff-particle model
6. Fast simulation of rare events in queueing and reliability models
7. Weighted average importance sampling and defensive mixture distributions
8. Partpuff-A Lagrangian particle puff approach for plume dispersion modeling applications
9. A skewed homogeneous Lagrangian particle model for convective conditions
10. Random sampling (Monte Carlo) techniques in neutron attenuation problems, I and II
11. Adaptive importance sampling on discrete Markov chains
12. A numerical simulation of dispersion from an elevated point source in the convective planetary boundary layer
13. A new algorithm for adaptive multidimensional integration
14. Computing probabilities of very rare events for Langevin processes: A new method based on importance sampling
15. A homogeneous langevin equation model, Part I: Simulation of particle trajectories in turbulence with a skewed velocity distribution
16. A simplex method for function minimization
17. Adaptive mixture importance sampling
18. Markov chain simulations of vertical dispersion in the neutral surface layer for surface and elevated releases
19. On trajectory curvature as a selection criterion for valid Lagrangian stochastic dispersion models
20. Deposition and resuspension
21. Criteria for the selection of stochastic models of particle trajectories in turbulent flows
22. Automatic variance reduction for three-dimensional Monte Carlo simulations by the local importance function transform-I. Analysis
23. A kinetic theory for nonanalog Monte Carlo particle transport algorithms: Exponential transform with angular biasing in planar geometry anisotropically scattering media
24. Random walk models for particle displacements in inhomogeneous unsteady turbulent flows
25. Review of Lagrangian stochastic models for trajectories in the turbulent atmosphere
26. Nonparametric importance sampling