Results 61 to 70 of about 1,160,391 (297)

Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff [PDF]

, 2009
Giles (Multilevel Monte Carlo path simulation Operations Research, 2008; 56:607-617) introduced a multi-level Monte Carlo method for approximating the expected value of a function of a stochastic differential equation solution.
Higham, Desmond J., Mao, Xuerong, Giles, Michael B.   +2 more
core   +2 more sources

Exhaustive review of acceleration strategies for Monte Carlo simulations in photon transit

Journal of Innovative Optical Health Sciences
Monte Carlo simulation techniques have become the quintessence and a pivotal nexus of inquiry in the realm of simulating photon movement within biological fabrics.
Louzhe Xu, Zijie Zhu, Ting Li
doaj   +1 more source

Robust Electrocaloric Performance Enabled by Highly‐Polar Frustrated Nanodomains in NaNbO3‐Based Ferrodistortive Relaxor

Advanced Functional Materials, EarlyView.
P4bm framework in NaNbO3‐Ba(Ti, Hf)O3 ferrodistortive relaxor entails short‐range and highly‐polar ferrodistortive orders. The abundant highly‐polar orders facilitate to increase entropy change, and robust octahedral oxygen tilt enables to impede thermal perturbations.
Feng Li, Changshun Dai, He Qi, Jiecheng Liu, Xiaoming Shi, Heng Zhou, Qiong Yang, Mingsheng Long, Lei Shan, Chunchang Wang, Jianli Wang, Zhenxiang Cheng   +11 more
wiley   +1 more source

Monte Carlo Option Princing

Lecturas de Economía, 2009
El método Monte Carlo se aplica a varios casos de valoración de opciones financieras. El método genera una buena aproximación al comparar su precisión con la de otros métodos numéricos.
Cecilia Maya
doaj   +1 more source

Functionalizing Micro‐to‐Mesoscopic Electrode Architectures for Regulating Electron Transfer Behaviors in Electrocatalysis

Advanced Functional Materials, EarlyView.
A systematic review is conducted to assess the influence of electrode architecture across micro‐ to mesoscopic length scales on electron‐transfer pathways in electrocatalysis. We discuss the structure‐activity relationships in electrocatalytic applications, including resource recovery and environmental remediation, and provide cost‐effective, efficient
Manshu Zhao, Jiaojiao Zhang, Shideng Yuan, Xinmeng Yu, Keming Wan, Xiaoguang Duan, Zhining Wang   +6 more
wiley   +1 more source

Status of Mercury and Imp: Two Monte Carlo Transport Codes Developed Using Shared Infrastructure at Lawrence Livermore National Laboratory

EPJ Nuclear Sciences & Technologies
The Monte Carlo Transport Project at Lawrence Livermore National Laboratory develops two Monte Carlo transport codes used in production by a sizable internal user community.
Pozulp Michael, Beck Bret, Bleile Ryan, Brantley Patrick, Dawson Shawn, Gentile Nick, Gonzalez Evan, Grondalski John, Lambert Michael, McKinley Michael, O’Brien Matthew, Procassini Richard, Richards David, Robinson Alex, Sepke Scott, Stevens David, Vega Richard, Yang Max   +17 more
doaj   +1 more source

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

Solution‐Processed Mn‐Doped 2d Perovskite Wavelength Shifters for Noble‐Liquid Photon Detection

Advanced Functional Materials, EarlyView.
Solution‐processed Mn2+‐doped PEA2PbBr4 two‐dimensional perovskite films are demonstrated as large‐area wavelength shifters for noble‐liquid photon detectors. Mn2+ incorporation introduces a broad emission band at ∼620 nm with a large Stokes shift, suppressing self‐absorption and matching SiPM sensitivity.
Elisabetta Colantoni, Laura Basiricò, Andrea Ciavatti, Nicolò Tosi, Valentina Cicero, Massimo Loriggiola, Beatrice Fraboni   +6 more
wiley   +1 more source

Conversion of Monte Carlo Steps to Real Time for Grain Growth Simulation

Advances in Mathematical Physics, 2017
Monte Carlo (MC) technique is becoming a very effective simulation method for prediction and analysis of the grain growth kinetics at mesoscopic level.
N. Maazi
doaj   +1 more source

Load Distributing Metamaterials Via Discrete Optimization

Advanced Functional Materials, EarlyView.
Mechanical metamaterials are computationally optimized to homogenize transmitted forces by minimizing the spread of reaction forces. The resulting architectures transform localized loading into broader, more uniform force distributions and experimentally demonstrate robust load spreading under quasi‐static and impact loading.
Andrea Detry, Hannes Holey, Raja Zulkarnain, Roberto Guerra, Ilaria Papa, Michael Zaiser, Stefano Zapperi   +6 more
wiley   +1 more source