05824488

j

05824488 Medvedev, I.N. Implementation of partial value modeling in the half-space of phase coordinates. Vychisl. Tekhnol. 13, Spec. Iss. 4, 101-106 (2008). 2008 Institut Vychislitel'nykh Tekhnologij, Sibirskogo Otdeleniya, Rossijskoj Akademii Nauk, Novosibirsk RU mean-square optimization partial `value' modelling integral equation Summary: The effectiveness of modifications of the partial `value' modelling is considered. These types of modelling are related to a construction of the simulated distribution for some auxiliary random variable by multiplying the initial density by the `value' function, which usually corresponds to a solution of an adjoint integral equation of the second kind. Using our criterion based on the majorant adjoint equation, we focus on an implementation of the partial `value' modeling in the half-space of phase coordinates.