Computational aspects of probabilistic extensions B. S. Dobronets, O. A. Popova
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ArticleOther title: Вычислительные аспекты вероятностных расширений [Parallel title]Subject(s): вычислительный вероятностный анализ | вероятностные расширения | случайные краевые задачи | не Монте-Карло методыGenre/Form: статьи в журналах Online resources: Click here to access online
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Вестник Томского государственного университета. Управление, вычислительная техника и информатика № 47. С. 41-48Abstract: In this article we propose a new approach to computing of functions with random arguments. Approach based on the idea of dimension reduction by to calculating some integrals and the application of numerical probability analysis. We apply one of the basic concepts of numerical probabilistic analysis as the probabilistic extension to computing a function with random arguments. To implement this technique, a new method based on parallel recursive calcula-tions is proposed. Numerical examples are presented demonstrating the effectiveness of the proposed approach.
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In this article we propose a new approach to computing of functions with random arguments. Approach based on the idea of dimension reduction by to calculating some integrals and the application of numerical probability analysis. We apply one of the basic concepts of numerical probabilistic analysis as the probabilistic extension to computing a function with random arguments. To implement this technique, a new method based on parallel recursive calcula-tions is proposed. Numerical examples are presented demonstrating the effectiveness of the proposed approach.
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