Random walk simulation is employed in many experimental algorithmic applications. Efficient execution on modern computer architectures demands that the random walk be implemented t...
Ilya Safro, Paul D. Hovland, Jaewook Shin, Michell...
- In this paper, we introduce a new parameter iteration method (P-Iteration for short) which can be applied on Adams-Moulton methods to solve initial value problems. Compared with ...
A visualization framework can be seen as a solution to a specialized data flow problem. Spiegel1 is a visualization framework which uses the Unix pipeline model to execute program...
This paper reports that in parallel Monte-Carlo simulations of the 2D Ising-Model, commonly used pseudo-random number generators (PRNG) lead to manifestly erroneous results. When ...
Hyo Ashihara, Ai Kuramoto, Isaku Wada, Makoto Mats...
How to price options efficiently and accurately is an important research problem. Options can be priced by the lattice model. Although the pricing results converge to the theoreti...