Results 11 to 20 of about 831,537 (291)
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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Antithetic Magnetic and Shadow Hamiltonian Monte Carlo
IEEE Access, 2021 Hamiltonian Monte Carlo is a Markov Chain Monte Carlo method that has been widely applied to numerous posterior inference problems within the machine learning literature. Markov Chain Monte Carlo estimators have higher variance than classical Monte Carlo
Wilson Tsakane Mongwe +2 more
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Quantum speedup of Monte Carlo methods. [PDF]
Proc Math Phys Eng Sci, 2015 Montanaro A.
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IET Generation, Transmission & Distribution, 2021 Integrated energy system (IES) is an effective solution for energy and environment problems. In view of the difficulty of traditional reliability assessment methods to reasonably and effectively assess the reliability of the IES, an energy supply ...
Zhenkun Li +3 more
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Quantum Monte Carlo Methods for Astrophysical Applications
Frontiers in Physics, 2020 In recent years, new astrophysical observations have provided a wealth of exciting input for nuclear physics. For example, the observations of two-solar-mass neutron stars put strong constraints on possible phase transitions to exotic phases in strongly ...
Ingo Tews
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MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE
E-Jurnal Matematika, 2021 An option contract is a contract that gives the owner the right to sell or even to buy an asset at the predetermined price and period time. The conditional Monte Carlo is one of the several methods that is used to determine the option price which in the ...
PUTU WIDYA ASTUTI +2 more
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Journal of Management Science and Engineering, 2022 The generalized likelihood ratio (GLR) method is a recently introduced gradient estimation method for handling discontinuities in a wide range of sample performances.
Yijie Peng +4 more
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E-Jurnal Matematika, 2022 Estimating the value at risk (VaR) is an important aspect of investment. VaR is a standard method of measuring risk defined as the maximum loss over a certain period of time at a certain level of confidence.
PUTU SAVITRI DEVI +2 more
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Shell Model Monte Carlo Methods [PDF]
, 1996 We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the resultant path ...
Dean, D. J., Koonin, S. E., Langanke, K.
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International Astronomical Union Colloquium, 1971 AbstractWe give here a detailed technical description of a Monte Carlo scheme for the dynamical evolution of spherical stellar systems. The philosophy of the method, as well as a few illustrative results, are given elsewhere (Hénon, 1971, hereafter called I).
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