نتایج جستجو برای: carlo method

تعداد نتایج: 1664114  

Journal: :international journal of advanced biological and biomedical research 2013
mohammad mirzaei hossein mirshekarpour

i131 is a famous radio-iodine isotope in use for diagnosis and treatment of hyper functioning and cancerous thyroid gland. it is a nuclear reactor product; however nuclear reactor may be unavailable in some areas. replacement by i-124 may be possible, another iodine isotope producible by cyclotron; a system more available than reactor. here absorbed fraction of gamma and beta rays of i-124 thro...

2002
Junichi Imai Ken Seng Tan

In recent years, the quasi-Monte Carlo approach for pricing high-dimensional derivative securities has been used widely relative to other competitive approaches such as the Monte Carlo methods. Such success can be, in part, attributed to the notion of effective dimension of the finance problems. In this paper, we provide additional insight on the connection between the effective dimension and t...

2005
Achilleas Lazopoulos

While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error. The standard Monte Carlo error estimator relies on the assumption that the points are generated independently of each other and, therefore, fails to account ...

2005
N. A. Gentile R. J. Procassini H. A. Scott Lawrence Livermore

Monte Carlo methods are frequently used for neutron and radiation transport. These methods have several advantages, such as relative ease of programming and dealing with complex meshes. Disadvantages include long run times and statistical noise. Monte Carlo photon transport calculations also often suffer from inaccuracies in matter temperature due to the lack of implicitness. In this paper we d...

2015
WEN-XIU GONG LING-YUN GAO

Options is an important financial derivative products, therefore it is important to reasonable pricing. According to the financial asset returns typically exhibit the feature of aiguilles large remaining part and hypothesis, it obeys normal inverse Gaussian distribution, using Monte Carlo simulation based on normal inverse Gaussian distribution on its pricing and improving it by antithesis vari...

2009
A. Ali Messaoud A. Chikouche M. Djafari Rouhani

We have developed atomic scale simulations of thin film growth using Kinetic Monte Carlo (KMC) method. We have applied the method to the two extreme cases of GaAs(100) growth and to the dry oxidation of Si(100), observing similar features. We show that these features are characteristics of molecule-surface interactions We consider that the molecules As2 and O2 are first adsorbed in the physisor...

2013
Josef Dick

* In this article we show the deep connections between discrepancy theory on the one hand and quasi-Monte Carlo integration on the other. Discrepancy theory was established as an area of research going back to the seminal paper by Weyl (1916), whereas Monte Carlo (and later quasi-Monte Carlo) was invented in the 1940s by John von Neumann and Stanislaw Ulam to solve practical problems. The conne...

1997
Helge Frauenkron Ugo Bastolla Erwin Gerstner Peter Grassberger Walter Nadler HLRZ co Forschungszentrum Julich Germany Physics Department University of Wuppertal Germany

We demonstrate that the recently introduced pruned-enriched Rosenbluth method (PERM) leads to extremely efficient algorithms for the folding of simple model proteins. We test them on several models for lattice heteropolymers, and compare to published Monte Carlo studies. In all cases our algorithms are faster than previous ones, and in several cases we find new minimal energy states. In additio...

2008
J Casulleras J Boronat

The application of the diffusion Monte Carlo method to a strongly interacting Fermi system as normal liquid 3 He is explored. We show that the fixed-node method together with the released-node technique and a systematic method to analytically improve the nodal surface constitute an efficient strategy to improve the calculation up to a desired accuracy. This methodology shows un-ambiguously that...

2016
Paul Fearnhead

This talk will introduce piecewise-deterministic Markov processes, and show how they can be used to develop novel, continuous-time, variants of MCMC or SMC. A particular motivation for this work is to develop Monte Carlo methods that can sample from a posterior and that scale well to large-data.

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