Computational aspects of probabilistic extensions | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2019. № 47. DOI: 10.17223/19988605/47/5

Computational aspects of probabilistic extensions

In this article we propose a new approach to computing of functions with random arguments. Approach based on the idea of dimension reduction by to calculating some integrals and the application of numerical probability analysis. We apply one of the basic concepts of numerical probabilistic analysis as the probabilistic extension to computing a function with random arguments. To implement this technique, a new method based on parallel recursive calculations is proposed. Numerical examples are presented demonstrating the effectiveness of the proposed approach.

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Keywords

computational probabilistic analysis, probabilistic extensions, non-Monte Carlo methods, random boundary value problem, вычислительный вероятностный анализ, вероятностные расширения, не Монте-Карло методы, случайные краевые задачи

Authors

Name	Organization	E-mail
Dobronets Boris S.	Siberian Federal University	BDobronets@yandex.ru
Popova Olga A.	Siberian Federal University	OlgaArc@yandex.ru

Всего: 2

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