Volume 10; Issue 3-4

Monte Carlo Methods and Applications

Volume 10; Issue 3-4

1

Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 233 KB

2004

2

Trajectory Splitting by Restricted Replication

Keller, Alexander

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 183 KB

2004

3

Quasirandom Sequences in Branching Random Walks *

Rasulov, Abdujabor, Karaivanova, Aneta, Mascagni, Michael

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 216 KB

2004

4

The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term *

Buckwar, Evelyn

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 211 KB

2004

5

Security of Pseudo-random Generator and Monte Carlo Method

Sugita, Hiroshi

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 188 KB

2004

6

Coin Tossing Algorithms for Integral Equations and Tractability

Novak, Erich, Pfeiffer, Harald

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 177 KB

2004

7

On the Power of Quantum Algorithms for Vector Valued Mean Computation

Heinrich, Stefan

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 210 KB

english, 2004

8

Subgrid Modeling of Filtration in a Porous Medium with Multiscale Log-Stable permeability

Kuzmin, G. A., Soboleva, O. N.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 193 KB

2004

9

Stochastic Eulerian model for the flow simulation in porous media. Unconfined aquifers *

Kolyukhin, Dmitry

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 234 KB

english, 2004

10

A Nuclear Measurement Technique of Water Penetration in Concrete Barriers

Marseguerra, M., Padovani, E., Zio, E., Patelli, F. Giacobbo E.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 300 KB

2004

11

Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains

Lécot, Christian, Tuffin, Bruno

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 208 KB

2004

12

Solution of the Space-dependent Wigner Equation Using a Particle Model

Kosina, H., Nedjalkov, M., Selberherr, S.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 176 KB

2004

13

Monte-Carlo simulation of the chord length distribution function across convex bodies, non-convex bodies and random media

Mazzolo, Alain, Roesslinger, Benoît

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 401 KB

2004

14

Convergence rate for spherical processes with shifted centres *

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 357 KB

english, 2004

15

Dagger-sampling variance reduction in Monte Carlo reliability analysis

Zio, E., Cammi, A., Cioncolini, A.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 516 KB

2004

16

Full band Monte Carlo simulation - beyond the semiclassical approach

Nilsson, Hans-Erik, Martinez, Antonio, Hjelm, Mats

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 290 KB

2004

17

Upper Bounds for Bermudan Style Derivatives

Kolodko, A., Schoenmakers, J.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 281 KB

2004

18

Discrepancy of sequences generated by dynamical system

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 139 KB

english, 2004

19

Monte Carlo methods for fissured porous media: a gridless approach *

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 208 KB

2004

20

Weighted simulation of steady-state transport within the standard Monte Carlo paradigm

Portolan, Stefano, Iotti, Rita C., Rossi, Fausto

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 192 KB

2004

21

Adaptive adjoint Monte Carlo simulation for the uncertainty

Made, M. Magolu monga, Smidts, O. F., Dubus, A.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 224 KB

2004

22

Dynamic probabilistic method of numerical modeling of multidimensional hydrometeorological fields

Protasov, A. V., Ogorodnikov, V. A.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 193 KB

2004

23

An outline of quasi-probability * : Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically

Halton, John H.

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 164 KB

english, 2004

24

Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems

Alexandov, V., Atanassov, E., Dimov, I.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 169 KB

2004

25

Frequency Analysis of Semiconductor Devices Using Full-Band Cellular Monte Carlo Simulations

Branlard, J., Aboud, S., Osuch, P., Goodnick, S., Saraniti, M.

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

maltese

File:

PDF, 190 KB

maltese, 2004

26

A spectral Monte Carlo method for the Poisson equation

Gobet, Emmanuel, Maire, Sylvain

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 132 KB

english, 2004

27

Smoothed Transformed Density Rejection *

Leydold, Josef, Hörmann, Wolfgang

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

walloon

File:

PDF, 204 KB

walloon, 2004

28

System availability and reliability analysis by direct Monte Carlo with biasing

Marseguerra, Mario, Zio, Enrico, Bosi, Francesco

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 362 KB

2004

29

Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte Carlo Algorithms

Papancheva, R. Y.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 230 KB

2004

30

Reusing paths in radiosity and global illumination

Sbert, Mateu, Bekaert, Philippe, Halton, John

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 292 KB

english, 2004

31

Random Walk Algorithms for Estimating Effective Properties of Digitized Porous Media *

Simonov, N. A., Mascagni, M.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 202 KB

2004

32

Algorithm of statistical simulation of dynamic systems with distributed change of structure *

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 159 KB

2004

33

Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations

Egorov, A. D., Zherelo, A. V.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 157 KB

2004

34

Normalization of the Spectral Test in High Dimensions

Entacher, Karl, Laimer, Gerold, Röck, Harald, Uhl, Andreas

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 944 KB

english, 2004

35

Parallel Quasirandom Walks on the Boundary

Karaivanova, Aneta, Mascagni, Michael, Simonov, Nikolai A.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 218 KB

2004

36

Discrete random walk on large spherical grids generated by spherical means for PDEs *

Sabelfeld, K. K., Shalimova, I. A., Levykin, A. I.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 266 KB

2004

37

Measures of Uniform Distribution in Wavelet Based Image Compression

Schell, Thomas, Uhl, Andreas, Zinterhof, Peter

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 576 KB

2004

38

Monte Carlo Simulation of Narrow-Width SOI Devices: Incorporation of the Short Range Coulomb Interaction

Vasileska, Dragica, Ahmed, Shaikh S.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 353 KB

2004

39

Two variants of a stochastic Euler method for homogeneous balance differential equations *

Nekrutkin, V., Potapov, P.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 225 KB

2004

40

QMC techniques for CAT bond pricing *

Albrecher, Hansjörg, Hartinger, Jürgen, Tichy, Robert F.

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 274 KB

english, 2004

41

Operator-Split Method for Variance Reduction in Stochastic Solutions of the Wigner Equation

Nedjalkov, M., Atanassov, E., Kosina, H., Selberherr, S.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 175 KB

2004

42

On the Scrambled Halton Sequence

Mascagni, Michael, Chi, Hongmei

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 170 KB

2004

43

Subdiffusion and Superdiffusion in Lagrangian Stochastic Models of Oceanic Transport

Castronovo, Emilio, Kramer, Peter R.

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 231 KB

2004

44

A theoretical view on transforming low-discrepancy sequences from a cube to a simplex

Pillards, Tim, Cools, Ronald

Journal:

Monte Carlo Methods and Applications

Year:

2004

File:

PDF, 315 KB

2004

45

Foreword

Sabelfeld, Karl

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 120 KB

english, 2004