Results 11 to 20 of about 47,776 (252)
Evaluation of Pseudo-Random Number Generation on GPU Cards
Computation, 2021 Monte Carlo methods rely on sequences of random numbers to obtain solutions to many problems in science and engineering. In this work, we evaluate the performance of different pseudo-random number generators (PRNGs) of the Curand library on a number of ...
Tair Askar +3 more
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Quasi-Monte Carlo methods and pseudo-random numbers [PDF]
Bulletin of the American Mathematical Society, 1978 CONTENTS
H. Niederreiter
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A Comparative Study on Barrier Option Pricing using Antithetic and Quasi Monte-Carlo Simulations [PDF]
, 2018 Monte-Carlo simulations have been utilized greatly in the pricing of derivative securities. Over the years, several variance reduction techniques have been developed to curb the instability, as well as, increase the simulation e?ciencies of the Monte ...
Nneka Umeorah, Phillip Mashele
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Shifted Sobol points and multigrid Monte Carlo simulation
Discrete and Continuous Models and Applied Computational Science, 2021 Multidimensional integrals arise in many problems of physics. For example, moments of the distribution function in the problems of transport of various particles (photons, neutrons, etc.) are 6-dimensional integrals.
Aleksandr A. Belov, Maxim A. Tintul
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Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling [PDF]
SIAM Journal on Scientific Computing, 2019 When solving partial differential equations with random fields as coefficients the efficient sampling of random field realisations can be challenging. In this paper we focus on the fast sampling of Gaussian fields using quasi-random points in a finite ...
M. Croci, M. Giles, P. Farrell
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, 2021 Shifts arising in generation of random variables, which are obtained by transformation of standard random numbers, with heavy-tailed distributions are investigated.
V. Zadorozhnyi +2 more
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, 2022 In applied mathematics, the name Monte Carlo is given to the method of solving problems by means of experiments with random numbers. This name, after the casino at Monaco, was first applied around 1944 to the method of solving deterministic problems by ...
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Applying AVX512 vectorization to improve the performance of a random number generator
Труды Института системного программирования РАН, 2018 The generation of uniformly distributed random numbers is necessary for computer simulation by Monte Carlo methods and molecular dynamics. Generators of pseudo-random numbers (GPRS) are used to generate random numbers.
M. S. Guskova +2 more
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Advanced Statistical Testing of Quantum Random Number Generators
Entropy, 2018 Pseudo-random number generators are widely used in many branches of science, mainly in applications related to Monte Carlo methods, although they are deterministic in design and, therefore, unsuitable for tackling fundamental problems in security and ...
Aldo C. Martínez +5 more
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Comparing Halton and Sobol Sequences in Integral Evaluation
Zanco Journal of Pure and Applied Sciences, 2019 Halton and Sobol sequences are two of the most popular number sets used in quasi-Monte Carlo methods. These sequences are effectively used instead of pseudo random numbers in the evaluation of integrals.
Main Article Content Nadia A. Mohammed
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