Results 21 to 30 of about 1,407,468 (324)

Monte Carlo Generators [PDF]

, 2006
The structure of events in high-energy collisions is complex and not predictable from first principles. Event generators allow the problem to be subdivided into more manageable pieces, some of which can be described from first principles, while others ...
Sjöstrand, Torbjörn
core   +3 more sources

Numerical approximation of statistical solutions of scalar conservation laws

, 2014
We propose efficient numerical algorithms for approximating statistical solutions of scalar conservation laws. The proposed algorithms combine finite volume spatio-temporal approximations with Monte Carlo and multi-level Monte Carlo discretizations of ...
Barrett, Paul M., Butler, Richard J., Irmis, Randall B., Mundil, Roland, Scheyer, Torsten M., Sánchez-Villagra, Marcelo R.   +5 more
core   +3 more sources

Efficient Monte Carlo Calculations of the One-Body Density [PDF]

, 2006
An alternative Monte Carlo estimator for the one-body density rho(r) is presented. This estimator has a simple form and can be readily used in any type of Monte Carlo simulation.
Assaraf, Roland, Caffarel, Michel, Scemama, Anthony   +2 more
core   +7 more sources

Automatic differentiable Monte Carlo: Theory and application

Physical Review Research, 2023
Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored.
Shi-Xin Zhang, Zhou-Quan Wan, Hong Yao
doaj   +1 more source

The Coupled Electronic-Ionic Monte Carlo Simulation Method [PDF]

, 2002
Quantum Monte Carlo (QMC) methods such as Variational Monte Carlo, Diffusion Monte Carlo or Path Integral Monte Carlo are the most accurate and general methods for computing total electronic energies.
B. L. Hammond Jr., B. Militzer, B. Militzer, C. Lin, C. Pierleoni, D. Hohl, D. M. Ceperley, D. M. Ceperley, D. M. Ceperley, D. M. Ceperley, D. M. Ceperley, D. M. Ceperley, D. Marx, D. Saumon, D. Saumon, D. Saumon, I. F. Silvera, J. C. Grossman, J. Kohanoff, J. Kohanoff, M. C. Payne, M. Dewing, M. E. Tuckerman, M. Sprik, N. C. Holmes, N. Metropolis, P. Diep, P. Diep, P. J. Reynolds, R. Car, V. Natoli, V. Natoli, W. J. Nellis, W. M. C. Foulkes, Y. Kwon, Y. Kwon   +35 more
core   +2 more sources

PENENTUAN NILAI KONTRAK OPSI TIPE BINARY PADA KOMODITS KAKAO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN BARISAN BILANGAN ACAK FAURE

E-Jurnal Matematika, 2017
Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date.
DEWA AYU AGUNG PUTRI RATNASARI, KOMANG DHARMAWAN, DESAK PUTU EKA NILAKUSMAWATI   +2 more
doaj   +1 more source

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media [PDF]

Royal Society Open Science, 2017
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during ...
D. Crevillén-García, H. Power
doaj   +1 more source

Sequential Quasi-Monte Carlo [PDF]

, 2014
We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al. (2006).
Aistleitner, Andrieu, Andrieu, Andrieu, Andrieu, Arulampalam, Bach, Barvínek, Beaumont, Berard, Beskos, Blackwell, Blumer, Bocquet, Briers, Briers, Butz, Caflisch, Cappé, Carpenter, Carpenter, Carvalho, Ch, Chan, Chan, Chang, Chen, Chen, Chopin, Chopin, Chopin, Chopin, Chorin, Chorin, Cornebise, Cranley, Cvetanoska, Dacunha-Castelle, Del Moral, Del Moral, Del Moral, Del Moral, Del Moral, Del Moral, Devroye, Dick, Dick, Douc, Doucet, Doucet, Dutang, Fearnhead, Fearnhead, Fearnhead, Fearnhead, Ferguson, Gerber, Glasserman, Gordon, Gundersen, Guo, Götz, Hall, Hamilton, Heinrich, Hickernell, Hickernell, Hlawka, Hong, Hörmann, James, Johansen, Johansen, Julier, Kahn, Kantas, Kearns, Kitagawa, Koyama, Kuipers, Künsch, L'Ecuyer, L'Ecuyer, L'Ecuyer, L'Ecuyer, L'Ecuyer, L'Ecuyer, L'Ecuyer, Lacoste-Julien, Lemieux, Liu, Liu, Loh, Lopes, Lécot, Lécot, MacRae, Marin, Matoŭsek, McAlinn, Morzfeld, Muller, Muller, Murray, Murray, Møller, Neal, Niederreiter, Novak, Ormoneit, Ormoneit, Owen, Owen, Owen, Owen, Owen, Owen, Owen, Owen, Pitman, Pitt, Pitt, Pitt, Pollock, Poyiadjis, Poyiadjis, Raftery, Rebeschini, Regazzini, Reich, Robert, Rosenblatt, Rust, Sagan, Sherlock, Shinozuka, Skilling, Steigleder, Stein, Tuffin, van der Vaart, Vapnik, von Neumann, Wang, Wächter, Zhou, Ökten   +146 more
core   +4 more sources

Frequency-resolved Monte Carlo

Scientific Reports, 2018
We adapt the Quantum Monte Carlo method to the cascaded formalism of quantum optics, allowing us to simulate the emission of photons of known energy. Statistical processing of the photon clicks thus collected agrees with the theory of frequency-resolved ...
Juan Camilo López Carreño, Elena del Valle, Fabrice P. Laussy   +2 more
doaj   +1 more source

A New Monte Carlo Method for Time-Dependent Neutrino Radiation Transport [PDF]

, 2012
Monte Carlo approaches to radiation transport have several attractive properties compared to deterministic methods. These include simplicity of implementation, high accuracy, and good parallel scaling.
Adam Burrows, Bruenn, Bruenn, Burrows, Burrows, Burrows, Christian D. Ott, Erik Schnetter, Ernazar Abdikamalov, Evan O'Connor, Frank Löffler, Gentile, Goodale, Hanke, Hillebrandt, Hubeny, Hummer, Janka, Janka, Janka, Janka, Joshua C. Dolence, Kalos, Kasen, Keil, Liebendörfer, Liebendörfer, Marek, Martin, Mezzacappa, Mihalas, Morel, Murphy, Nordhaus, Ott, Pejcha, Pomraning, Rampp, Smit, Sumiyoshi, Sumiyoshi, Suwa, Swesty, Takahashi, Takiwaki, Thompson, Thompson, Wollaber, Wollaber, Yakunin, Yamada, Zink   +51 more
core   +2 more sources