Results 31 to 40 of about 1,160,391 (297)
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Kaski Petteri +2 more
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Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
Monte Carlo and quasi-Monte Carlo methods are widely used in scientific studies. As quasi-Monte Carlo simulations have advantage over ordinary Monte Carlo methods, this paper proposes a new quasi-Monte Carlo method to simulate Brownian sheet via its ...
Xinyu Song, Yazhen Wang
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Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media [PDF]
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
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This paper provides a derivation of a direct-sampling approach for modeling continuously varying cross sections in tetrahedral-mesh-based Monte Carlo codes. Specifically, cross sections are spatially approximated using linear nodal finite elements.
Vaquer Pablo A. +3 more
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Modeling of lactose enzymatic hydrolysis using Monte Carlo method
Background: Mathematical modeling is useful in the analysis, prediction, and optimization of an enzymatic process. Unlike the conventional modeling methods, Monte Carlo method has special advantages in providing representations of the molecule’s spatial ...
Ling Gao +6 more
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Unveiling the importance of heterotrophy for coral symbiosis under heat stress
Global warming endangers reef-building corals as they lose their photosynthetic symbionts, which limits their ability to feed autotrophically. Consequently, heterotrophy, the capture of zooplankton, can become crucial for the energy budget of heat ...
Stephane Martinez +2 more
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PENENTUAN HARGA OPSI BELI TIPE ASIA DENGAN METODE MONTE CARLO-CONTROL VARIATE
Option is a contract between the writer and the holder which entitles the holder to buy or sell an underlying asset at the maturity date for a specified price known as an exercise price.
NI NYOMAN AYU ARTANADI +2 more
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This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning experiments to test hypotheses can be substituted by `blind' randomised experiments, and notes that the increased ...
openaire +3 more sources
Monte Carlo (MC) simulations are extensively used for various purposes in modern high-energy physics (HEP) experiments. Precision measurements of established Standard Model processes or searches for new physics often require the collection of vast ...
Karl Ehatäht, Christian Veelken
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The paper presents an introductory and general discussion on the quantum Monte Carlo methods, some fundamental algorithms, concepts and applicability. In order to introduce the quantum Monte Carlo method, preliminary concepts associated with Monte Carlo ...
Wagner Fernando Delfino Angelotti +3 more
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