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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2024 Volume 64, Number 11, Pages 2194–2204 (Mi zvmmf11874)

Mathematical physics

Optimization of a numerical-statistical algorithm for estimating the mean particle flow in a bounded random medium with multiplication

G. Z. Lotovaab, G. A. Mikhailovab, S. A. Rozhenkoa

a Institute of Computational Mathematics and Mathematical Geophysics of Siberian Branch of Russian Academy of Sciences, 630090, Novosibirsk, Russia
b Novosibirsk State University, 630090, Novosibirsk, Russia

Abstract: Approximations of random functions are studied, which are numerically simulated to investigate the stochastic process of particle transport, including problems concerning fluctuations of criticality parameters in random multiplying media. For an isotropic random field, a simple grid model reproducing the efficient average correlation length is formulated, which ensures high accuracy of the solution of stochastic transport problems for small correlation lengths. The proposed algorithms are tested by estimating the superexponential mean particle flow in a random multiplying medium.

Key words: numerical statistical modeling, random environment, voronoi field, grid approximation, particle flow, overexponential asymptotics, estimation error, computational complexity.

UDC: 519.245

Received: 16.05.2024
Revised: 16.05.2024
Accepted: 26.07.2024

DOI: 10.31857/S004446692411014


 English version:
Computational Mathematics and Mathematical Physics, 2024, 64:11, 2705–2715

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© Steklov Math. Inst. of RAS, 2026