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Optical Engineering

Optical Computing By Monte Carlo Methods
Author(s): G. Michael Morris
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Paper Abstract

At low light levels, detected photoevents can provide a physical source of random numbers. In turn, these optically generated random numbers can be used to construct Markov chains, which form the mathematical frame-work for many of the Monte Carlo procedures. In this paper a method for optically generating bivariate random deviates with a specified probability den-sity function and correlation coefficient is given. The optical implementations of two Monte Carlo procedures also are discussed. First, a method to calculate two-dimensional definite integrals is considered. Next, an optical method for solving systems of linear algebraic equations by the Von Neumann-U lam Monte Carlo procedure is given.

Paper Details

Date Published: 1 February 1985
PDF: 5 pages
Opt. Eng. 24(1) 240186 doi: 10.1117/12.7973430
Published in: Optical Engineering Volume 24, Issue 1
Show Author Affiliations
G. Michael Morris, University of Rochester (United States)

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