In activation calculations, there are several approaches to quantify uncertainties: deterministic by means of sensitivity analysis, and stochastic by means of Monte Carlo. Here, two different Monte Carlo approaches for nuclear data uncertainty are presented: the first one is the Total Monte Carlo (TMC). The second one is by means of a Monte Carlo sampling of the covariance information included ...

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...

T authors develop a new Monte Carlo-based method for pricing path-dependent options under the variance gamma (VG) model. The gamma bridge sampling method proposed by Avramidis et al. (Avramidis, A. N., P. L’Ecuyer, P. A. Tremblay. 2003. Efficient simulation of gamma and variance-gamma processes. Proc. 2003 Winter Simulation Conf. IEEE Press, Piscataway, NJ, 319–326) and Ribeiro and Webber (Ribe...

It is documented that well-modeled Monte Carlo dose calculation algorithms are more accurate than traditional correction-based algorithms or convolution algorithms at predicting dose distributions delivered to heterogeneous volumes. This increased accuracy has clinical implications for CyberKnife, particularly when comparing dose distributions between the ray-tracing and Monte Carlo algorithms....

To test the validity of classical trajectory and perturbative quantal methods for electron-impact ionization of H-like ions from excited states, we have performed advanced close-coupling calculations of ionization from excited states in H, Li2+ and B4+ using the R-matrix with pseudo states and the timedependent close-coupling methods. Comparisons with our classical trajectory Monte Carlo (CTMC)...

The details of doing a Monte Carlo direct lighting calculation are presented. For direct lighting from multiple luminaires, a method of sending one shadow ray per viewing ray is presented, and it is argued that this is preferable for scenes with many luminaires. Some issues of the design of probability densities on unions of luminaire surfaces are discussed.

We start by discussing some theoretical issues of renormalization group transformations and Monte Carlo renormalization group technique. A method to compute the anomalous dimension is proposed and investigated. As an application, we find excellent values for critical exponents in λφ43. Some technical questions regarding the hybrid algorithm and strong coupling expansions, used to compute the cr...

determination of the total body absorbed dose consists of two parts: beta radiation absorbed dose and gamma radiation absorbed dose. the first part is generally determined by clinical data, while the second part has a parameter called absorbed ratio and is determined by computational methods. the monte-carlo computational methods have been shown to be the most suitable in determination of the a...