Sciweavers

466 search results - page 7 / 94
» Monte Carlo methods for matrix computations on the grid
Sort
View
PVM
1998
Springer
13 years 12 months ago
Implementation of Monte Carlo Algorithms for Eigenvalue Problem Using MPI
The problem of evaluating the dominant eigenvalue of real matrices using Monte Carlo numerical methods is considered. Three almost optimal Monte Carlo algorithms are presented:
Ivan Dimov, Vassil N. Alexandrov, Aneta Karaivanov...
WSC
2007
13 years 10 months ago
Monte Carlo methods in the physical sciences
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...
Malvin H. Kalos
GI
2005
Springer
14 years 1 months ago
Reentry of Space Objects: Tracking and Classification with Sequential Monte Carlo Techniques
: A new approach of tracking and classification of space objects with sequential Monte Carlo methods and numerical integration techniques is given.
Felix Opitz
NAA
2000
Springer
131views Mathematics» more  NAA 2000»
13 years 11 months ago
Parallel Monte Carlo Methods for Derivative Security Pricing
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Giorgio Pauletto
IJAR
2006
98views more  IJAR 2006»
13 years 7 months ago
A forward-backward Monte Carlo method for solving influence diagrams
Although influence diagrams are powerful tools for representing and solving complex decisionmaking problems, their evaluation may require an enormous computational effort and this...
Andrés Cano, Manuel Gómez, Seraf&iac...