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.
Get full access to this article
View all access options for this article.
References
1.
2.
— The impact of hybrid analog-digital techniques on the analog-computer artProceedings IRE May 1962
3.
— ASTRAC offers new computing methodsElectronic Industries July 1962
4.
— Parameter-perturbation generator for analog-computer error and optimization studiesAnnales AsICA April 1963
5.
— Performance of operational amplifiers with electronic mode switchingIEEETEC June 1963
6.
— Analog/hybrid storage and pulse modulationIEEETEC August 1963
7.
— 1962 progress and ASTRAC II project ACL memo no 59 University of Arizona December 1962
8.
R. HamptonG.A. KornB.A. MitchellHybrid analog-digital noise generatorIEEETEC August 1963
9.
H.R. EckesDigital expansion system for ASTRAC IAnnales AsICA January 1964
10.
— G.A. KornDigital program control for iterative differential analyzersSIMULATION February 1964
11.
T.A. BrubakerASTRAC I design, performance, and accuracy studiesAnnales AsICA April 1964
12.
R.L. HamptonA hybrid analog-digital pseudo-random noise generatorProceedings SJCC1964 and SIMULATION March 1965
13.
14.
B.A. MitchellA hybrid analog-digital parameter optimizer for ASTRAC I IProceedings SJCC1964 and SIMULATION June 1965
15.
G.A. KornFast analog-hybrid computation with digital control: the ASTRAC II systemProceedings 4th AsICA ConferenceBrighton England 1964Presses Académiques Européennes Brussels1965
16.
R.L. MaybachHybrid analog-digital measurement of sample averages and correlation functions ACL memo no 85 University of Arizona1965
17.
— New techniques for measuring probability and probability density ACL memo no 97 University of Arizona1965
18.
R. WhighamA fast quarter-square multiplier ACL memo no 88 University of Arizona1964
19.
and SIMULATION August 1965
20.
— A fast and accurate analog comparator with digital output ACL memo no 95 University of Arizona1965
21.
H.R. EckesA fast mode-control switch for ASTRAC I I ACL memo no 107 University of Arizona1965
22.
23.
Monte Carlo methodNBS Applied Mathematics Series vol 121951
24.
25.
G.W. KingMonte Carlo method for solving diffusion problems Industrial Engineering Chemistry 43 2475 1951 Note also the papers by G.W. KingL.H. ThomasE.C. YowellProceedings Seminar on Scientific Computation December1949IBM Corporation New York1951
26.
G.W. BrownMonte Carlo methods in E F Breckenbach modern mathematics for the engineer 1st series McGraw-HillNew York1956 (note bibliography)
27.
J.M. Hammersley et al A new Monte Carlo technique: Antithetic variatesProceedings Cambridge Philosophical Society 449 and 476 1956
28.
— D.C. HandscombMonte Carlo methodsMethuenLondon1964
29.
K. Chuang et al A stochastic method for solving partial differential equations using an electronic analog computer Project Michigan Report 2900-91-TWillow Run Laboratories University of MichiganAnn Arbor1960
30.
D.F. DawsonContinuous measurement and display of time averages ACL memo no 108 University of Arizona1965
31.
S.H. BrooksA discussion of random methods for seeking maximaOperations Research March-April 1958
32.
— M.R. MickeyOptimum estimation of gradient directions in steepest-descent experimentsBiometrics March 1961
33.
R.R. FavreauR. FranksRandom optimization by analog techniquesProceedings 2nd AsICA ConferenceStrassbourg France 1958Presses Académiques Européennes Brussels1959
34.
J.K. MunsonA.I. RubinOptimization by random search on the analog computerIRETEC June 1959
35.
D.C. KarnoppSearch theory applied to parameter-scan optimization PhD thesis Massachusetts Institute of Technology1963
36.
L.A. RastriginExternal control by the random search methodAutomatika i Telemekhanika September 1963
37.
— The convergence of the random search methodAutomatika i Telemekhanika November 1963
38.
B.A. MitchellHybrid analog-digital parameter optimizer for ASTRAC I I MS thesis University of Arizona 1964Proceedings SJCC1964
39.
and SIMULATION June 1965
40.
41.
— — Electronic analog and hybrid computersMcGraw-HillNew York1964
42.
G.A. KornStatistical measurements with quantized dataSIMULATION April 1965
43.
— Random-process simulation and measurementsMcGraw-HillNew York (in print)