Stochastic model checking has been used recently to assess, among others, dependability measures for a variety of systems. However, the employed numerical methods, as, e.g., suppor...
Due to the simulation time of the reference input set, architects often use alternative simulation techniques. Although these alternatives reduce the simulation time, what has not...
Joshua J. Yi, Sreekumar V. Kodakara, Resit Sendag,...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Taking into account input-model, input-parameter, and stochastic uncertainties inherent in many simulations, our Bayesian approach to input modeling yields valid point and confide...
A vertex model for the simulation of grain growth and grain boundary migration is developed and its implementation is explained in detail. The utilization of the model is also exe...