Results 31 to 40 of about 512,942 (311)

Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing

Statistical Theory and Related Fields, 2017
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]

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
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Derivation and verification of the direct-sampling method for simulating Monte Carlo flight paths in tetrahedral meshes with linear finite-element cross sections

EPJ Nuclear Sciences & Technologies
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., Rising Michael E., Kulesza Joel A., Weaver Colin A.   +3 more
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PENENTUAN HARGA OPSI BELI TIPE ASIA DENGAN METODE MONTE CARLO-CONTROL VARIATE

E-Jurnal Matematika, 2017
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, KOMANG DHARMAWAN, KETUT JAYANEGARA   +2 more
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Efficient Monte Carlo filtering for discretely observed jumping processes [PDF]

, 2007
This paper addresses a tracking problem in which the unobserved process is characterised by a collection of random jump times and associated random parameters.
Simon Godsill, Nick Whiteley, Johansen, Adam M., Adam M. Johansen, Whiteley, Nick, Godsill, Simon J.   +5 more
core   +1 more source

Unveiling the importance of heterotrophy for coral symbiosis under heat stress

mBio
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, Renaud Grover, Christine Ferrier-Pagès   +2 more
doaj   +1 more source

Modeling of lactose enzymatic hydrolysis using Monte Carlo method

Electronic Journal of Biotechnology, 2019
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, Qingqing Guo, Huibin Lin, Deng Pan, Xiaodong Huang, Jianqun Lin, Jianqiang Lin   +6 more
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Uma abordagem simplificada do método Monte Carlo Quântico: da solução de integrais ao problema da distribuição eletrônica A simplified approach to the Quantum Monte Carlo method: from the solution of integrals to the electronic distribution problem

Química Nova, 2008
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, André Luiz da Fonseca, Guilherme Barreto Torres, Rogério Custodio   +3 more
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Monte Carlo filtering of piecewise deterministic processes [PDF]

, 2011
We present efficient Monte Carlo algorithms for performing Bayesian inference in a broad class of models: those in which the distributions of interest may be represented by time marginals of continuous-time jump processes conditional on a realisation of
Godsill, S, Whiteley, NP, Johansen, Adam M., Whiteley, Nick, Godsill, Simon J., Johansen, AM   +5 more
core   +1 more source

Stitching Monte Carlo samples

European Physical Journal C: Particles and Fields, 2022
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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