Foam

Foam: A general purpose Monte Carlo cellular algorithm. A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program Foam is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the integration domain into small cells. The cells can be $n$-dimensional simplices, hyperrectangles cells. The next cell to be divided and the position/direction of the division hyperplane is chosen by the algorithm which optimizes the ratio of the maximum weight to the average weight or (optionally) the total variance. The algorithm is able to deal, in principle, with an arbitrary pattern of the singularities in the distribution.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 7 articles , 2 standard articles )

Showing results 1 to 7 of 7.
Sorted by year (citations)