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ASAP
2007
IEEE
157views Hardware» more  ASAP 2007»
14 years 1 months ago
Automatic Generation and Optimisation of Reconfigurable Financial Monte-Carlo Simulations
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...
David B. Thomas, Jacob A. Bower, Wayne Luk
SIAMSC
2008
131views more  SIAMSC 2008»
13 years 9 months ago
Fast Monte Carlo Simulation Methods for Biological Reaction-Diffusion Systems in Solution and on Surfaces
Many important physiological processes operate at time and space scales far beyond those accessible to atom-realistic simulations, and yet discrete stochastic rather than continuum...
Rex A. Kerr, Thomas M. Bartol, Boris Kaminsky, Mar...
IPPS
2006
IEEE
14 years 3 months ago
Distributed Monte Carlo simulation of light transportation in tissue
A distributed Monte Carlo simulation which models the propagation of light through tissue has been developed. It will allow for improved calibration of medical imaging devices for...
Andrew J. Page, S. Coyle, Thomas M. Keane, Thomas ...
CAL
2006
13 years 9 months ago
Performance modeling using Monte Carlo simulation
Abstract-- Cycle accurate simulation has long been the primary tool for micro-architecture design and evaluation. Though accurate, the slow speed often imposes constraints on the e...
Ram Srinivasan, Jeanine Cook, Olaf M. Lubeck
ICCS
2001
Springer
14 years 2 months ago
Path Integral Monte Carlo Simulations and Analytical Approximations for High-Temperature Plasmas
Abstract. The results of analytical approximations and extensive calculations based on a path integral Monte Carlo (PIMC) scheme are presented. A new (direct) PIMC method allows fo...
V. Filinov, M. Bonitz, D. Kremp, W.-D. Kraeft, V. ...