non-Monte-Carlo method
Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media
... QMC method yields sometimes non-accurate and biased ...QMC method to an extremely high-dimensional problem with log-Gaussian distributed inputs and present numerical evidence of the acceleration of ...
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Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
... Independent work by Avikainen also provides analysis that is relevant to the multi-level Monte Carlo method. The results in [1] extend material in section 3 by providing a better upper bound for a ...
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Uncertainty analysis for a wave energy converter: the Monte Carlo method
... include calibration data or previous measurement data, experience, manufacturers’ specifications, uncertainties assigned to reference data, or any other reliable source of information. It is also important to identify ...
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Exponentially fast Monte Carlo simulations for non equilibrium systems
... numerical method that en- ables the time required for Monte Carlo simula- tions to be reduced by an exponentially large fac- ...two-dimensional non- equilibrium systems, does not require any a ...
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Lattice switching Monte Carlo method for crystals of flexible molecules
... In the case of the difference cell shapes, a synchronized change in simulation cell vectors leads to different changes in volume of the two simulation boxes, and may result in initially similar volumes diverging as one ...
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Simulation for Callable Convertible Discount Bonds with Monte Carlo Method
... on non-redemption constraints under a discrete framework. The Monte Carlo method is used to conduct a large number of random simulations on the change path of the underlying stock price on the ...
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An Abstract Monte-Carlo Method for the Analysis of Probabilistic Programs
... generic method that combines the well-known techniques of abstract interpretation and Monte- Carlo program testing into an analysis scheme for probabilis- tic and nondeterministic programs, including ...
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A Monte Carlo localization method based on differential evolution optimization applied into economic forecasting in mobile wireless sensor networks
... So far, the research of node’s localization algorithm in wireless sensor networks has been widely carried out. The main purpose of sensor localization is to deter- mine the location of sensors in WSNs via noisy mea- ...
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MODELLING OF STOCK PRICES BY THE MARKOV CHAIN MONTE CARLO METHOD
... Probably the biggest advantage of MCMC is the ability to generate required density using the proposal density, which should be similar in shape to target density. No other requirements to proposal density. Th us the ...
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RECENT INVESTIGATIONS CONCERNING THE INFLUENCE OF NONUNIFORM TEMPERATURE DISTRIBUTION IN DOPPLER EFFECT CALCULATIONS EUR 401 e
... Also, a Monte Carlo method has been developed which allows the calculation of the total temperature coefficient of non-uniformly heated fuel in the region of unresolved resonances; in th[r] ...
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A Simple Monte Carlo Method for the Calculation of Efficiency Limit for Current
... From using the detailed balance principle, in a steady state condition, the flow of current density J(V) through an external circuit has caused an increase of total algebraic rates of electron‐hole pairs. Due to the ...
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Monte Carlo simulations of random non commutative geometries
... a non-commutative geometry using exactly the same framework [4, 11], so the hope is it will be easy to combine the two into a unified model of gravity and particle ...and Monte Carlo method ...
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Applications of the Fixed-node Quantum Monte Carlo Method.
... The pseudopotentials (or Effective Core Potentials) are advantageous from many respects. Firstly, the computational cost is proportional with Z 6.5 where Z is the effective atomic number. Especially, calculations that ...
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Mean exit times and the multilevel Monte Carlo method
... Euler–Maruyama method has weak order equal to one for approximating the expected value of the solution, the order reduces to one half when it is used in a straightforward manner to approximate the mean value of a ...
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Criticality Analysis and Quality Appraisal of Innoson Injection Mould System
... machine, Monte Carlo Normal Distribution Simulator and Obudulu model were used for the ...exploratory method intended to discover what the data 𝑚 𝑚 𝑘 ...
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Monte Carlo Simulation
... We know from Discrete Time Finance that one can compute a fair price for an option by taking an expectation.. E Q e − rT X.[r] ...
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Monte Carlo methods
... Until now, we have always considered N μ fixed and known. Now consider the problem of letting N μ free and trying to estimate it. This problem is termed model selection in statistics, and various Bayesian answers have ...
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Reliability Assessment of Bearings Based on Performance Degradation Values under Small Samples
... degradation method cannot obtain the ideal results under small ...a method called DDBMC is proposed to solve this problem, and it is suitable for assessing the reliability of products with high reliability ...
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The quantum Monte Carlo method : application to problems in statistical physics
... diffusion Monte Carlo and GFMC results is generally ...quantum Monte Carlo calculations give ground state energies which are approximately ...
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