Hybrid computer Monte Carlo techniques
Granino A. Korn · SIMULATION · 1965
This report introduces hybrid analog-digital com puter systems suitable for high-speed Monte-Carlo studies and suggests methods for further reducing the computing time, such as sequential estimation and a number of variance-reducing techniques. Shift- register-generated pseudo-random-noise is especially convenient for many hybrid analog-digital computa tions. Applications to the solution of partial differ ential equations and to random-search optimization are outlined.