A Comparison of Stochastic and Direct Methods for the Solution of Some Special Problems

L. H. Thomas
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L. H. Thomas: Watson Scientific Computing Laboratory, International Business Machines Corporation, New York, New York

Operations Research, 1953, vol. 1, issue 4, 181-186

Abstract: The amount of computing work required to reach a given precision by stochastic and by various direct methods is estimated for certain special problems. These comprise the evaluation of the definite integrals of functions of various types over multidimensional domains, the solution of partial differential equations over various domains, and problems of multiple scattering. The conclusion is reached that, although stochastic methods may be useful for rough surveys, precise results will usually require much less work by direct methods. Operations Research , ISSN 0030-364X, was published as Journal of the Operations Research Society of America from 1952 to 1955 under ISSN 0096-3984.

Date: 1953
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