Monte Carlo and quasi Monte Carlo methods are simulation techniques that have been de signed to e ciently estimate integrals for instance Quasi Monte Carlo asymptotically outperforms Monte Carlo but the error can hardly be estimated We propose here to recall how hybrid Monte Carlo Quasi Monte Carlo have been developed to easily get error estimations with a special em phasis on the so called ran...

we compare two approaches for a markovian model in flexible manufacturing systems (fmss) using monte carlo simulation. the model which is a development of fazlollahtabar and saidi-mehrabad (2013), considers two features of automated flexible manufacturing systems equipped with automated guided vehicle (agv) namely, the reliability of machines and the reliability of agvs in a multiple agv jobsho...

We compare empirical convergence of Monte Carlo and quasi Monte Carlo estimates of the H-period forecasts using the Cox-Ingersoll-Ross square root diffusion model. The behaviour of the quasi Monte Carlo estimates in high dimensions (H = 250) using both Euler scheme and the Brownian bridge discretisation is analysed. We find that quasi Monte Carlo estimator displays much higher convergence rate ...

In this article we discuss the multilevel Monte Carlo method for stochastic differential equations driven by jump-diffusion processes. We show that for a reasonable jump intensity the multilevel Monte Carlo method for jump-diffusions reduces the computational complexity compared to the standard Monte Carlo method significantly for a given mean square accuracy. Carrying out numerical experiments...

background: inclusion of inhomogeneity corrections in intensity modulated small fields always makes conformal irradiation of lung tumor very complicated in accurate dose delivery. objective: in the present study, the performance of five algorithms via monte carlo, pencil beam, convolution, fast superposition and superposition were evaluated in lung cancer intensity modulated radiotherapy planni...

kinetic monte carlo simulation was applied to investigation of kinetics and mechanism of oxalic acid degradation by direct and heterogeneous catalytic ozonation. la-containing perovskites including lafeo3, lanio3, lacoo3 and lamno3 was studied as catalyst for oxalic acid ozonation. the reaction kinetic mechanisms of each abovementioned catalytic systems has been achieved. the rate constants val...

Monte Carlo applications are widely perceived as computationally intensive but naturally parallel. Therefore, they can be effectively executed on the grid using the dynamic bag-of-work model. We improve the efficiency of the subtask-scheduling scheme by using an N-out-of-M strategy, and develop a Monte Carlo-specific lightweight checkpoint technique, which leads to a performance improvement for...

Quasi-Monte Carlo methods are a variant of ordinary Monte Carlo methods that employ highly uniform quasirandom numbers in place of Monte Carlo’s pseudorandom numbers. Monte Carlo methods offer statistical error estimates; however, while quasi-Monte Carlo has a faster convergence rate than normal Monte Carlo, one cannot obtain error estimates from quasi-Monte Carlo sample values by any practical...

In this paper we investigate an efficient implementation of the Monte Carlo EM algorithm based on Quasi-Monte Carlo sampling. The Monte Carlo EM algorithm is a stochastic version of the deterministic EM (Expectation-Maximization) algorithm in which an intractable E-step is replaced by a Monte Carlo approximation. Quasi-Monte Carlo methods produce deterministic sequences of points that can signi...

the determination of gyration radius is a strong research for configuration of a macromolecule. italso reflects molecular compactness shape. in this work, to characterize the behavior of theprotein, we observe quantities such as the radius of gyration and the average energy. we studiedthe changes of these factors as a function of temperature for acetylcholine receptor protein in gasphase with n...