Optical Computing By Monte Carlo Methods

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