The Coarse-Grained Monte Carlo (CGMC) method is a multi-scale stochastic mathematical and simulation framework for spatially distributed systems. CGMC simulations are important too...
Lifan Xu, Michela Taufer, Stuart Collins, Dionisio...
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 ...
Monte Carlo techniques have long been used (since Buffon's experiment to approximate the value of by tossing a needle onto striped paper) to analyze phenomena which, due to ...
Samarn Chantaravarapan, Ali K. Gunal, Edward J. Wi...
Abstract- Monte Carlo simulations have been successfully used in classic turn–based games such as backgammon, bridge, poker, and Scrabble. In this paper, we apply the ideas to th...
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...