It is not surprising that Monte-Carlo methods may be related to the finite-difference schemes for solving PDE’s through the Feynmac-Kac characterization. However, while finite difference methods tend to be quicker than Monte-Carlo methods for low dimensional problems they suffer from the curse of dimensionality and quickly become impractical as the number of dimensions grow. Monte-Carlo simulat...

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 param...

This paper proposes a hybrid method to find cumulative distribution function (CDF) of completion time of GERT-type networks (GTN) which have no loop and have only exclusive-or nodes. Proposed method is cre-ated by combining an analytical transformation with Gaussian quadrature formula. Also the combined crude Monte Carlo simulation and combined conditional Monte Carlo simulation are developed a...