High performance Monte Carlo computation for finance risk data analysis [PDF]
, 2013 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Finance risk management has been playing an increasingly important role in the finance sector, to analyse finance data and to prevent any potential crisis ...
Zhao, Yu
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Crossed source-detector geometry for a novel spray diagnostic: Monte Carlo simulation and analytical results [PDF]
, 2005 Sprays and other industrially relevant turbid media can be quantitatively characterized by light scattering. However, current optical diagnostic techniques generate errors in the intermediate scattering regime where the average number of light ...
Churmakov, D. Y. +4 more
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Multilevel Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics [PDF]
, 2012 We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the system to a ...
Anderson, David, Higham, Desmond
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An analysis of the convergence of the direct simulation Monte Carlo method [PDF]
Journal of Computational Physics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cyril Galitzine, Iain D. Boyd
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Directed-loop Monte Carlo simulations of vertex models [PDF]
Physical Review E, 2004 Extended version with autocorrelations and more figures.
Syljuasen, Olav F., Zvonarev, M. B.
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Analysis of skin tissues spatial fluorescence distribution by the Monte Carlo simulation [PDF]
, 2003 A novel Monte Carlo technique of simulation of spatial fluorescence distribution within the human skin is presented. The computational model of skin takes into account the spatial distribution of fluorophores, which would arise due to the structure of
Churmakov, D. Y. +3 more
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Mechanical Engineering Journal, 2023 The significance of probabilistic risk assessments (PRAs) of nuclear power plants against external events was re-recognized after the Fukushima Daiichi Nuclear Power Plant accident.
Kotaro KUBO +5 more
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Contrast evaluation of digital industrial radiography images using FLUKA simulation [PDF]
مجله علوم و فنون هستهای, 2020 Monte Carlo method is widely used for simulation of industrial and medical radiography due to its powerful ability to simulate statistical phenomena such as radiation generation and transport, and detection processes.
M. Khodakarami +2 more
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Generalized directed loop method for quantum Monte Carlo simulations [PDF]
Physical Review E, 2005 17 pages, 16 figures; v2 : Modified introduction and section 2, Changed title; v3 : Added section on supplementary strategies; published ...
Alet, Fabien +2 more
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Determination of Organ Doses in Radioiodine Therapy using Monte Carlo Simulation
World Journal of Nuclear Medicine, 2015 Radioactive iodine treatment is a type of internal radiotherapy that has been used effectively for the treatment of differentiated thyroid cancer after thyroidectomy.
Daryoush Shahbazi-Gahrouei, Saba Ayat
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