WIT Press


Multi Stage Monte Carlo Optimization Applied To Systems Of Integral Equations

Price

Free (open access)

Paper DOI

10.2495/BT030081

Volume

34

Pages

8

Published

2003

Size

319 kb

Author(s)

W. Conley

Abstract

Multi stage Monte Carlo optimization applied to systems of integral equations W. Conley Departments of Business Administration and Mathematics University of Wisconsin at Green Bay, USA. Abstract Integral equations are important in Boundary Element Method (BEM) theory and applications. Multi stage Monte Carlo optimization (MSMCO) can be used in two ways to work on integral equations. First, if the class of hctions is known then MSMCO can be used to fit the correct coefficients to solve the integral equation problem. This type of multivariate optimization problem is ideal for MSMCO and its method of successive approximations. Secondly, if one has a system of integral equations and the interdependent integral bounds must be solved to satisfy the whole system in some optimal fashion MSMCO can also be used. This presentation will feature both kinds of examples plus a detailed explanation of MSMCO and some of its many and varied application areas in engineering and business. Multi stage Monte Carl

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