Optical Computing By Monte Carlo Methods

G. Michael Morris

doi:10.1117/12.7973430

1 February 1985 Optical Computing By Monte Carlo Methods

G. Michael Morris

Author Affiliations +

Optical Engineering, Vol. 24, Issue 1, 240186 (February 1985). https://doi.org/10.1117/12.7973430

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.

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G. Michael Morris "Optical Computing By Monte Carlo Methods," Optical Engineering 24(1), 240186 (1 February 1985). https://doi.org/10.1117/12.7973430

Published: 1 February 1985

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