| 种蒙特卡罗方法的改进方案简 |
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| 引用本文： | 贺骁,刘芸江,刘梅,赵雪岩.种蒙特卡罗方法的改进方案简[J].中国科技论文在线,2014(1):71-75. |
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| 作者姓名： | 贺骁 刘芸江 刘梅 赵雪岩 |
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| 作者单位： | [1]空军工程大学信息与导航学院,西安710077 [2]西安理工大学经济与管理学院,西安710048 |
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| 摘 要： | 用快速高效的方法产生高质量的随机数是蒙特卡罗方法应用的关键并直接影响其时间复杂度。通过建立零驱动估计、单驱动估计两种新模型及优化梅森旋转算法，对随机数生成方法进行了改进。基于圆周率估算的仿真检测结果表明：新建立的两种模型在获取高精度的同时，分别使仿真时间缩短了80．1％和40．3％；改进后的梅森旋转算法使时间复杂度下降了91．1％。对蒙特卡罗方法在实际应用中兼顾精度和效率的研究有一定意义。
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| 关 键 词： | 蒙特卡罗方法 梅森旋转算法 时间复杂度 |
An improved scheme for the Monte Carlo method |
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| He Xiao,Liu Yunjiang,Liu Mei,Zhao Xueyan.An improved scheme for the Monte Carlo method[J].Sciencepaper Online,2014(1):71-75. |
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| Authors: | He Xiao Liu Yunjiang Liu Mei Zhao Xueyan |
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| Institution: | 1. Institute of Information and Navigation, Air force Engineering University, Xi＇ an 710077, China; 2. School of Economics and Management, Xi ＇an University of Technology, Xi ＇ an 710048, China) |
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| Abstract: | Using a fast and efficient way to produce high-quality random numbers is the key for the Monte Carlo method and has a direct influence on its time complexity.In this paper,the way to produce random numbers is improved through building two new models,namely zero-drive estimate and single-drive estimate,and optimizing the Mersenne twister.The simulation detection re-sult based on the Pi estimate shows that,the newly built models separately shorten the simulation time by 80.1% and 40.3%while obtaining high precision,and the improved Mersenne twister decreases the time complexity by 91.1%.Our scheme is sig-nificant for the practical application of Monte Carlo method taking into account precision and efficiency at the same time. |
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| Keywords: | Monte Carlo method Mersenne twister time complexity |
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