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Monte Carlo Methods

GEM - International Journal on Geomathematics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Michael P. Allen, Dominic J. Tildesley
semanticscholar   +6 more sources

Monte Carlo and quasi-Monte Carlo methods

open access: yesActa Numerica, 1998
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N−1/2), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction ...
R. Caflisch
openaire   +2 more sources

The Monte Carlo Method

Journal of the American Statistical Association, 1949
Abstract In this paper Metropolis and Ulam gave a brief introduction to “the Monte Carlo method” which is described as a statistical approach to the study of differential equations as applied by Metropolis, Ulam, Fermi, von Neumann, Feynman, and others at the Los Alamos Laboratory in the 1940s.0 Several examples of applications of Monte ...
N, METROPOLIS, S, ULAM
openaire   +2 more sources

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