Results 41 to 50 of about 2,281,661 (268)

Variational and diffusion quantum Monte Carlo calculations with the CASINO code. [PDF]

Journal of Chemical Physics, 2020
We present an overview of the variational and diffusion quantum Monte Carlo methods as implemented in the casino program. We particularly focus on developments made in the last decade, describing state-of-the-art quantum Monte Carlo algorithms and ...
R. Needs, M. Towler, N. Drummond, P. L. Ríos, J. Trail   +4 more
semanticscholar   +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   +3 more sources

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
doaj   +1 more source

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
doaj   +1 more source

Estimation of Continuous Distribution of Iterated Fission Probability Using an Artificial Neural Network with Monte Carlo-Based Training Data

Journal of Nuclear Engineering, 2023
The Monte Carlo neutron transport method is used to accurately estimate various quantities, such as k-eigenvalue and integral neutron flux. However, in the case of estimating a distribution of a desired quantity, the Monte Carlo method does not typically
Delgersaikhan Tuya, Yasunobu Nagaya
doaj   +1 more source

Hybrid Monte Carlo-Methods in Credit Risk Management

, 2014
In this paper we analyze and compare the use of Monte Carlo, Quasi-Monte Carlo and hybrid Monte Carlo-methods in the credit risk management system Credit Metrics by J.P.Morgan.
Del Chicca, Lucia, Larcher, Gerhard
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
doaj   +1 more source

Reducing quasi-ergodicity in a double well potential by Tsallis Monte Carlo simulation

, 2000
A new Monte Carlo scheme based on the system of Tsallis's generalized statistical mechanics is applied to a simple double well potential to calculate the canonical thermal average of potential energy.
Andricioaei, Andricioaei, Andricioaei, Berg, Curado, Ferrenberg, Frantz, Kirkpatrick, Masao Iwamatsu, Metropolis, Penna, Straub, Swendsen, Thirumalai, Tsallis, Tsallis, Tsallis, Weerasinghe, Yutaka Okabe   +18 more
core   +1 more source

Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations

, 2013
The Euler-Maruyama scheme is known to diverge strongly and numerically weakly when applied to nonlinear stochastic differential equations (SDEs) with superlinearly growing and globally one-sided Lipschitz continuous drift coefficients.
Hutzenthaler, Martin, Jentzen, Arnulf, Kloeden, Peter E.   +2 more
core   +1 more source