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» Approximate zero-variance simulation
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120
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TASLP
2010
103views more  TASLP 2010»
15 years 1 months ago
Percussion Synthesis Based on Models of Nonlinear Shell Vibration
—The synthesis of sound based on physical models of 2-D percussion instruments is problematic and has been approached only infrequently in the literature. Beyond the computationa...
Stefan Bilbao
133
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CPHYSICS
2011
232views Education» more  CPHYSICS 2011»
14 years 9 months ago
A nested Krylov subspace method to compute the sign function of large complex matrices
We present an acceleration of the well-established Krylov-Ritz methods to compute the sign function of large complex matrices, as needed in lattice QCD simulations involving the o...
Jacques Bloch, Simon Heybrock
117
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WSC
2004
15 years 4 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
91
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ICRA
2005
IEEE
130views Robotics» more  ICRA 2005»
15 years 8 months ago
Step Modelling of a High Precision 2DoF (Linear-Angular) Microsystem
Abstract— In this paper, a new type of microsystem is presented : a system able to perform linear and angular motion. First, the microactuator used is studied. An approximation o...
Micky Rakotondrabe, Yassine Haddab, Philippe Lutz
PSIVT
2009
Springer
139views Multimedia» more  PSIVT 2009»
15 years 7 months ago
Recovery Rate of Clustering Algorithms
This article provides a simple and general way for defining the recovery rate of clustering algorithms using a given family of old clusters for evaluating the performance of the a...
Fajie Li, Reinhard Klette