A Monte Carlo based inverse treatment planning system (MCI) has been developed which combines arguably the most accurate dose calculation method (Monte Carlo particle transport) with a 'guaranteed' optimization method (simulated annealing). A distribution of photons is specified in the tumour volume; they are transported using an adjoint calculation method to outside the patient surface to buil...

Monte Carlo methods have become important in analysis of nonlinear inverse problems where no analytical expression for the forward relation between data and model parameters is available, and where linearization is unsuccessful. In such cases a direct mathematical treatment is impossible, but the forward relation materializes itself as an algorithm allowing data to be calculated for any given m...

In this paper we test the effects of temporal aggregation (disaggregation) on the efficiency of portfolio construction using the mean variance optimization approach. Using Monte Carlo techniques and empirical data from the Athens Stocks Exchange we confirm that the use of temporally aggregated data effects very seriously the efficiency of the constructed portfolio. Especially as the degree of t...

background: iodine brachytherapy sources with low photon energies have been widely used in treating cancerous tumors. dosimetric parameters of brachytherapy sources should be determined according to aapm tg-43u1 recommendations before clinical use. monte carlo codes are reliable tools in calculation of these parameters for brachytherapy sources. materials and methods: dosimetric parameters (dos...

In this paper, the pricing of a European call option on the underlying asset is performed by using a Monte Carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. The proposed approach, applied in Monte Carlo simulation, is based on the Black-Scholes equation which generally def...

1. Abstract In this paper a robust and efficient methodology is presented for treating large-scale reliability-based, structural optimization problems under seismic loads using the pushover analysis method. The optimization problem is solved with the Evolution Strategies method, while the reliability analysis is carried out with the Monte Carlo simulation method. In order to reduce the excessiv...

In this paper, we revisit the recently established theoretical guarantees for the convergence of the Langevin Monte Carlo algorithm of sampling from a smooth and (strongly) log-concave density. We improve, in terms of constants, the existing results when the accuracy of sampling is measured in the Wasserstein distance and provide further insights on relations between, on the one hand, the Lange...

An approximate analytical expression for the bit error rate of a QPSK homodyne receiver employing digital signal processing for carrier recovery is derived. BER estimated using the analytical expression is in excellent agreement with Monte-Carlo simulations. The analytical approximation leads to an intuitive understanding of the trade off in such systems and allows optimization of system parame...