Simulation beginners often spend a great amount of time to accumulate the knowledge as well as the experience to overcome the technical complexity of computer simulation. Limited ...
We consider the optimal computing budget allocation (OCBA) problem where the simulated designs are correlated. The exact optimal allocation is presented for two designs, and an ap...
Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiao...
In this paper Hidden Markov Model algorithms are considered as a method for computing conditional properties of continuous-time stochastic simulation models. The goal is to develo...
Fabian Wickborn, Claudia Isensee, Thomas Simon, Sa...
This paper presents a general method for computing transient sensitivities using both the direct and adjoint methods in event driven controlled explicit simulation algorithms that...
For earthquake simulations to play an important role in the reduction of seismic risk, they must be capable of high resolution and high fidelity. We have developed algorithms and ...
Volkan Akcelik, Jacobo Bielak, George Biros, Ioann...