Journal ArticleDOI
A Note on Linear Extrapolation of Multivariable Functions by the Monte Carlo Method
Takao Tsuda,Hiroshi Matsumoto +1 more
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The feasibility of Monte Carlo linear extrapolation of multivariable functions is discussed and an effective truncation procedure is introduced, which not only economizes the machine time to a greet extent, but also serves for the purpose of variance reduction.Abstract:
The feasibility of Monte Carlo linear extrapolation of multivariable functions is discussed. The method considered is a modified version of the Monte Carlo method for linear interpolation. An effective truncation procedure is introduced, which not only economizes the machine time to a greet extent, but also serves for the purpose of variance reduction. A few examples were tested, all of which have shown that the method is promising.read more
Citations
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Journal ArticleDOI
Nonlinear Interpolation of Multivariable Functions by the Monte Carlo Method
Takao Tsuda,Kozo Ichida +1 more
TL;DR: The nonlinear interpolation of functions of very many variables is discussed and a working algorithm is established by the Monte Carlo method.
Journal ArticleDOI
Interpolation of functions over a measure space and conjectures about memory
Journal ArticleDOI
Allgemeiner Bericht über Monte-Carlo-Methoden
TL;DR: The paper reports the most commonly used procedures for generating, testing and transforming random numbers and several well known ways of choosing the stochastic model, if small variance of the estimates is desired.
Journal ArticleDOI
Numerical interpolation and differentiation of multivariable functions
Kozo Ichida,Takeshi Kiyono +1 more
TL;DR: In this paper, numerical interpolation and differentiation of multivariable functions by a piecewise cubic polynomial in each variable is considered. But the sampling method which combines positive and negative coefficients is considered to prevent the degeneration of accuracy.
References
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Journal ArticleDOI
Monte carlo methods for solving multivariable problems
TL;DR: In this paper, a brief general introduction on the nature of Monte Carlo methods that can be skipped by readers acquainted with them is given, and the application of these methods to multivariable problems is discussed.
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