Results 71 to 80 of about 2,168,026 (221)
Good lattice rules with a composite number of points based on the product weighted star discrepancy [PDF]
, 2008 Rank-1 lattice rules based on a weighted star discrepancy with weights of a product form have been previously constructed under the assumption that the number of points is prime. Here, we extend these results to the non-prime case.
Vasile Sinescu +3 more
core +1 more source
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis [PDF]
IMA Journal of Numerical Analysis, 2020 Stochastic partial differential equation (PDE) eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear ...
A. D. Gilbert, Robert Scheichl
semanticscholar +1 more source
SMCTC : sequential Monte Carlo in C++ [PDF]
, 2009 Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature.
Johansen, Adam M., Adam M. Johansen
core +1 more source
A quasi-Monte Carlo solver for thermal radiation in participating media
Journal of Quantitative Spectroscopy and Radiative Transfer, 2020 The Monte Carlo (MC) method is the most accurate method for resolving radiative heat transfer in participating media. However, it is also computationally prohibitive in large-scale simulations.
Joseph A. Farmer, Somesh P. Roy
semanticscholar +1 more source
Quasi-Monte Carlo and Discontinuous Galerkin
ETNA - Electronic Transactions on Numerical AnalysisIn this study, we consider the development of tailored quasi-Monte Carlo (QMC) cubatures for non-conforming discontinuous Galerkin (DG) approximations of elliptic partial differential equations (PDEs) with random coefficients. We consider both the affine and uniform and the lognormal models for the input random field, and investigate the use of QMC ...
Vesa Kaarnioja, Andreas Rupp
openaire +3 more sources
Quasi Monte Carlo method for linear combination unitaries via classical postprocessing
Physical Review ResearchWe propose the quasi Monte Carlo method for linear combination of unitaries via classical postprocessing (LCU-CPP) on quantum applications. The LCU-CPP framework has been proposed as an approach to reduce hardware resources, expressing a general target ...
Yuya Kawamata +2 more
doaj +1 more source
Monte Carlo Methods and the Koksma-Hlawka Inequality
Mathematics, 2019 The solution of a wide class of applied problems can be represented as an integral over the trajectories of a random process. The process is usually modeled with the Monte Carlo method and the integral is estimated as the average value of a certain ...
Sergey Ermakov, Svetlana Leora
doaj +1 more source
Physical Review Research, 2023 Many computational problems can be formulated in terms of high-dimensional functions. Simple representations of such functions and resulting computations with them typically suffer from the “curse of dimensionality,” an exponential cost dependence on ...
Ruojing Peng +2 more
doaj +1 more source
Quasi-Monte Carlo methods and pseudo-random numbers
, 1978 CONTENTS
H. Niederreiter
semanticscholar +1 more source
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients [PDF]
Numerische Mathematik, 2018 We consider the forward problem of uncertainty quantification for the generalised Dirichlet eigenvalue problem for a coercive second order partial differential operator with random coefficients, motivated by problems in structural mechanics, photonic ...
A. D. Gilbert +4 more
semanticscholar +1 more source