The computation of radiative effects by the Photon Monte Carlo method is computationally demanding, especially when complex, nongray absorption models are employed. To solve such c...
Kamal Viswanath, Ivana Veljkovic, Paul E. Plassman...
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on th...
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
Shane G. Henderson, Belinda A. Chiera, Roger M. Co...
We propose a framework for optimization problems based on particle filtering (also called Sequential Monte Carlo method). This framework unifies and provides new insight into rand...