Vegas revisited: Adaptive Monte Carlo integration beyond factorization
نویسندگان
چکیده
منابع مشابه
Integration Beyond Factorization
We present a new adaptive Monte Carlo integration algorithm for ill-behaved integrands with non-factorizable singularities. The algorithm combines Vegas with multi channel sampling and performs significantly better than Vegas for a large class of integrals appearing in physics.
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ژورنال
عنوان ژورنال: Computer Physics Communications
سال: 1999
ISSN: 0010-4655
DOI: 10.1016/s0010-4655(99)00209-x