若干特殊曲面上均匀投点的Von Neumann抽样技巧

VON NEUMANN’S SAMPLING TECHNIQUE OF THROWING POINTS ON SOME SPECIAL SURFACES UNIFORMLY IN AREA

  • 摘要: 木文给出了若干特殊曲面上均匀投点的冯、诺依曼抽样技巧的原理。据此,我们得到了在n维球面、n维锥面、n维环域上均匀投点的冯、诺依曼抽样方法,所得结果在蒙特卡洛计算中具有实用价值。文中提供的方法对获得其它一些特殊区域(譬如,椭球面,椭球体,柱面,空心柱体等)上的均匀投点仍然是适用的。

     

    Abstract: In this paper, We established three theorems relating to Von Neumann’s sampling technique, and gave some methods to produce random points uniformly in area on certain particular n-dimensional surfaces, such as n-dimensional sphere x12+x22+…+xn2=R2,n-dimensional cylinder x12+x22+…+xn-12=R2, h1xnh2 and n-dimensional surfare xn= (x12+x22+…+xn-12)1/2, 0≤xnH, etc. And the results are particularly usefull in moute carlo method.

     

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