Results 271 to 280 of about 512,942 (311)
Some of the next articles are maybe not open access.
2008
A description of Monte Carlo methods for simulation of proteins is given. Advantages and disadvantages of the Monte Carlo approach are presented. The theoretical basis for calculating equilibrium properties of biological molecules by the Monte Carlo method is presented.
David J, Earl, Michael W, Deem
openaire +2 more sources
A description of Monte Carlo methods for simulation of proteins is given. Advantages and disadvantages of the Monte Carlo approach are presented. The theoretical basis for calculating equilibrium properties of biological molecules by the Monte Carlo method is presented.
David J, Earl, Michael W, Deem
openaire +2 more sources
Monte Carlo and Quasi-Monte Carlo Simulation
2014Is this chapter we will learn the basics of pricing derivatives using simulation methods. We will consider both Monte-Carlo and quasi-Monte Carlo but – of course – with a special emphasis on the latter. The aim of our exposition is not to provide a large toolbox for the quantitative analyst, but to help getting started with the topic. QMC-pricing is an
Gunther Leobacher +1 more
openaire +1 more source
Mathematics of Operations Research, 1993
By a filtered Monte Carlo estimator we mean one whose constituent parts—summands or integral increments—are conditioned on an increasing family of σ-fields. Unbiased estimators of this type are suggested by compensator identities. Replacing a point-process integrator with its intensity gives rise to one class of examples; exploiting Levy's formula ...
openaire +1 more source
By a filtered Monte Carlo estimator we mean one whose constituent parts—summands or integral increments—are conditioned on an increasing family of σ-fields. Unbiased estimators of this type are suggested by compensator identities. Replacing a point-process integrator with its intensity gives rise to one class of examples; exploiting Levy's formula ...
openaire +1 more source
Computing in Science & Engineering, 2017
Francis Sullivan reviews "Quantum Monte Carlo Methods", by James Gubernatis, Naoki Kawashima and Philipp Werner, declaring it a valuable and well-constructed manual on quantum Monte Carlo.
openaire +1 more source
Francis Sullivan reviews "Quantum Monte Carlo Methods", by James Gubernatis, Naoki Kawashima and Philipp Werner, declaring it a valuable and well-constructed manual on quantum Monte Carlo.
openaire +1 more source
Journal of the Society for Industrial and Applied Mathematics, 1958
A description of the many facets of the Monte Carlo Method is presented. The subject is traversed from the most elementary to the more difficult techniques, and from the least practical to the most fruitful applications. The generation of random numbers in the modern electronic computing machine is dealt with.
openaire +2 more sources
A description of the many facets of the Monte Carlo Method is presented. The subject is traversed from the most elementary to the more difficult techniques, and from the least practical to the most fruitful applications. The generation of random numbers in the modern electronic computing machine is dealt with.
openaire +2 more sources
GEM - International Journal on Geomathematics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Journal of the ACM, 1956
Let α be a random vector distributed over a space U with probability density function f(α). If U is an awkward space or f is a complicated function, it may be hard to estimate $$\theta = E\phi \left( \alpha \right).$$ (6.1.1) .
openaire +1 more source
Let α be a random vector distributed over a space U with probability density function f(α). If U is an awkward space or f is a complicated function, it may be hard to estimate $$\theta = E\phi \left( \alpha \right).$$ (6.1.1) .
openaire +1 more source
1987
The term ‘Monte Carlo methods’ is used to refer to two different, though closely related, techniques. The first meaning, currently the less common one among economists, is the evaluation of definite integrals by use of random variables. The idea is to evaluate \(\int_a^b {F\left( x \right)} {\text{d}}x\) where x may be a vector) by estimating \(\int_a ...
openaire +1 more source
The term ‘Monte Carlo methods’ is used to refer to two different, though closely related, techniques. The first meaning, currently the less common one among economists, is the evaluation of definite integrals by use of random variables. The idea is to evaluate \(\int_a^b {F\left( x \right)} {\text{d}}x\) where x may be a vector) by estimating \(\int_a ...
openaire +1 more source
Monte Carlo / Monte Carlo Markov Chain
2014The Monte Carlo simulation is a versatile method for analyzing the behavior of some activities, plans or processes that involve uncertainty. The method was invented by scientists working on the atomic bomb in the 1940s. It uses randomness to obtain random variable estimates, similarly to the gambling process.
Castellano R., CEDROLA, ELENA
openaire +1 more source