Results 51 to 60 of about 2,168,026 (221)
E-Jurnal Matematika, 2014 Penelitian ini bertujuan untuk mengetahui keakuratan hasil simulasi harga saham untuk menentukan harga opsi call dari metode Monte Carlo dan metode Quasi Monte Carlo dengan menggunakan program Matlab.
I GUSTI PUTU NGURAH MAHAYOGA +2 more
doaj +1 more source
Comparison of Phase Space and Quasi-Monte Carlo Ray Tracing for the 3D Compound Parabolic Concentrator [PDF]
EPJ Web of ConferencesPhase space ray tracing is an alternative to (Quasi-)Monte Carlo ray tracing in 2D. We introduce a 3D phase space algorithm and apply it to the compound parabolic concentrator.
Jansen Willem +3 more
doaj +1 more source
Convergence of Uniformity Criteria and the Application in Numerical Integration
Mathematics, 2022 Quasi-Monte Carlo (QMC) methods have been successfully used for the estimation of numerical integrations arising in many applications. In most QMC methods, low-discrepancy sequences have been used, such as digital nets and lattice rules.
Yang Huang, Yongdao Zhou
doaj +1 more source
When Are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals?
Journal of Complexity, 1998 Recently, quasi-Monte Carlo algorithms have been successfully used for multivariate integration of high dimensiond, and were significantly more efficient than Monte Carlo algorithms. The existing theory of the worst case error bounds of quasi-Monte Carlo
I. Sloan, H. Wozniakowski
semanticscholar +1 more source
Water Research, 2021 The quasi-Monte Carlo (QMC) method was enhanced to solve the population balance model (PBM) including aggregation and fragmentation processes for simulating the temporal evolutions of characteristic sizes and floc size distributions (FSDs) of cohesive ...
Xiaoteng Shen +8 more
semanticscholar +1 more source
Quasi-Monte Carlo Simulation of Diffusion
Journal of Complexity, 1999 A Monte Carlo method of random walk type is constructed to determine the solution of a diffusion equation. Upper bounds for the error and computational examples are given.
Lecot, Christian, El Khettabi, Faysal
openaire +2 more sources
Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation [PDF]
Foundations of Computational Mathematics, 2016 This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients.
F. Kuo, Dirk Nuyens
semanticscholar +1 more source
Crossed source-detector geometry for a novel spray diagnostic: Monte Carlo simulation and analytical results [PDF]
, 2005 Sprays and other industrially relevant turbid media can be quantitatively characterized by light scattering. However, current optical diagnostic techniques generate errors in the intermediate scattering regime where the average number of light ...
Churmakov, D. Y. +4 more
core +7 more sources
Higher-order Quasi-Monte Carlo Training of Deep Neural Networks [PDF]
SIAM Journal on Scientific Computing, 2020 We present a novel algorithmic approach and an error analysis leveraging Quasi-Monte Carlo points for training deep neural network (DNN) surrogates of Data-to-Observable (DtO) maps in engineering design.
M. Longo +3 more
semanticscholar +1 more source
Quasi-Monte Carlo Radiosity [PDF]
, 1996 The problem of global illumination in computer graphics is described by a second kind Fredholm integral equation. Due to the complexity of this equation, Monte Carlo methods provide an interesting tool for approximating solutions to this transport equation.
openaire +2 more sources