Results 91 to 100 of about 1,957,287 (256)

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

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

Monte Carlo Methods for Small Molecule High-Throughput Experimentation [PDF]

J. Chem. Inf. Comput. Sci. 41 (2001) 950-957, 2001
By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including Metropolis, three types of biased schemes, and composite moves that include swapping or parallel tempering.
arxiv  

Uncertainty quantification for the BGK model of the Boltzmann equation using multilevel variance reduced Monte Carlo methods [PDF]

arXiv, 2020
We propose a control variate multilevel Monte Carlo method for the kinetic BGK model of the Boltzmann equation subject to random inputs. The method combines a multilevel Monte Carlo technique with the computation of the optimal control variate multipliers derived from local or global variance minimization problems.
arxiv  

Stochastic Assessment of Voltage Sags in Distribution Networks

Iranian Journal of Electrical and Electronic Engineering, 2008
This paper compares fault position and Monte Carlo methods as the most common methods in stochastic assessment of voltage sags. To compare their abilities, symmetrical and unsymmetrical faults with different probability distribution of fault positions ...
M. Aliakbar-Golkar, Y. Raisee-Gahrooyi
doaj  

Direct simulation Monte Carlo on petaflop supercomputers and beyond

The Physics of Fluids, 2019
The gold-standard definition of the Direct Simulation Monte Carlo (DSMC) method is given in the 1994 book by Bird [Molecular Gas Dynamics and the Direct Simulation of Gas Flows (Clarendon Press, Oxford, UK, 1994)], which refined his pioneering earlier ...
S. Plimpton, S. G. Moore, Arnaud Borner, A. Stagg, T. Koehler, J. Torczynski, M. Gallis   +6 more
semanticscholar   +1 more source

A new approach to determine batch size for the batch method in the Monte Carlo Eigenvalue calculation

Nuclear Engineering and Technology, 2019
It is well known that the variance of tally is biased in a Monte Carlo calculation based on the power iteration method. Several studies have been conducted to estimate the real variance.
Jae Yong Lee, Do Hyun Kim, Che Wook Yim, Jae Chang Kim, Jong Kyung Kim   +4 more
doaj  

Multilevel Monte Carlo methods [PDF]

arXiv, 2013
The author's presentation of multilevel Monte Carlo path simulation at the MCQMC 2006 conference stimulated a lot of research into multilevel Monte Carlo methods. This paper reviews the progress since then, emphasising the simplicity, flexibility and generality of the multilevel Monte Carlo approach.
arxiv  

Erratum: “A method for increasing the efficiency of Monte Carlo integration” [PDF]

, 1957
John H. Halton, D. C. Handscomb
openalex   +1 more source

Quasi-Monte Carlo methods for the Heston model [PDF]

arXiv, 2012
In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method due to Imai and Tan, a popular and widely applicable ...
arxiv