计算物理 ›› 1992, Vol. 9 ›› Issue (S1): 563-566.

• 论文 • 上一篇    下一篇

蒙特卡罗方法发展中的若干问题

裴鹿成   

  1. 中国原子能科学研究院, 北京 102413
  • 收稿日期:1991-04-29 出版日期:1992-12-31 发布日期:1992-12-31

SOME PROBLEMS ON MONTE CARLO METHOD DEVELOPMENT

Pei Lucheng   

  1. China Institute of Atomic Energy, Beijing, 102413
  • Received:1991-04-29 Online:1992-12-31 Published:1992-12-31

摘要: 这是一篇关于蒙特卡罗方法发展中若干问题的概述性论文。内容包括:深穿透问题;估计量无界问题;Metrpolis抽样方法的局限性和相关性问题;随机误差干扰问题和随机方程;通用软件的智能化和向量化问题。

关键词: 蒙特卡罗方法, 深穿透, 估计量无界, Metropolis方法, 随机方程, 通用软件

Abstract: This is a short paper on some problems of Monte Carlo method development. The content consists of deep-penetration problems, unbounded estimate problems, limitation of Mdtropolis' method, dependency problem in Metropolis'method, random error interference problems and random equations, Intellectualization and vectorization problems of general software.

Key words: Monte Carlo Method, deep-penetration, unbounded estimate, metropolis'method, random equation, general software