Abstract
Abstract The adaptive control theory of stochastic systems is applied to quite artificial objects, such as Monte-Carlo computation procedures of many-dimensional integration and numerical solution of integral equations. The control action here is represented by a function of unit distribution density of a random grid of integration. The criterion of evaluation accuracy is chosen to be the criterion of optimal functioning, since it has analytical representation for both considered objects of control. The purpose of the paper is to apply the methods of the adaptive control theory in adjusting and adapting calculative algorithms while performing them. Such an approach appears to be effective as it enables obtaining analytical solutions for variational problems of optimization of accuracy of distribution density of integration grid knots in the algorithm. The methods of adaptive control being applied provide significant increase of computing processes efficiency.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
