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QUASI-MONTE CARLO INTEGRATION

机译:准蒙特卡罗积分

摘要

A method and system for accelerating an integral evaluation program using the Monte Carlo evaluation by sequence generation program without disclosing the internal workings and functionality of the programs. More specifically, the present invention uses a sequence generation program to generate a point in a sequence. An integral evaluation program calculates the integrand at that point and passes the result to the sequence generation program. Based on this sample, the sequence generation program generates further points in the sequence based on the integrand but without revealing specific information about the sequence. The sequence is used by the integral evaluation program to solve the integral without revealing the details of the sequence generation program.
机译:一种通过序列生成程序使用蒙特卡罗评估来加速整体评估程序的方法和系统,而没有公开程序的内部工作原理和功能。更具体地,本发明使用序列生成程序来生成序列中的点。积分评估程序在该点计算积分,并将结果传递给序列生成程序。基于此样本,序列生成程序会基于被积数生成序列中的其他点,但不会透露有关序列的特定信息。积分评估程序使用该序列来求解积分,而无需透露序列生成程序的细节。

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