Equilibrium and Non-equilibrium Monte Carlo Simulations of Microphases and Cluster Crystals by Kai Zhang Department of Chemistry Duke University

The accuracy of Monte Carlo and quasi-Monte Carlo methods decreases in problems of high dimensions. Therefore, the objective of this study was to present an optimum method to increase the accuracy of the answer. As the problem gets larger, the resulting accuracy will be higher. In this respect, this study combined the two previous methods, QMC and MC, and presented a hybrid method with efficien...

We use the variance minimization method to determine accurate wave functions for first-row homonuclear diatomic molecules. The form of the wave function is a product of a sum of determinants and a generalized Jastrow factor. One of the important features of the calculation is that we are including low-lying determinants corresponding to single and double excitations from the Hartree–Fock config...

We propose a simulation method for state space models which utilizes quasi-Monte Carlo method with randomization aiming at good approximation of the probability distribution at each time step. Numerical experiments shows our proposed method outperforms a traditional Monte Carlo simulation method in the estimation of model likelihood.

This paper presents an overview of techniques for improving the efficiency of option pricing simulations, including quasi-Monte Carlo methods, variance reduction, and methods for dealing with discretization error.

background: the monte carlo method is the most accurate method for simulation of radiation therapy equipment. the linear accelerators are currently the most widely used machines in radiation therapy centers. methods: in this work, a monte carlo modelling of the siemens oncor linear accelerator in 6 mv and 18 mv beams was performed. the results of simulation were validated by measurements in wat...

This paper suggests a bootstrap testing procedure for determining the rank of cointegrated systems. The properties of the new testing procedure are investigated using Monte Carlo techniques. The performance of the test compares favourably to that of the widely used procedures for determining cointegration rank proposed by Johansen (1988). JEL classi cation: C12; C15; C32.

Article history: Received 22 July 2015 Received in revised form 17 November 2015 Accepted 14 December 2015 Available online 17 December 2015