Abstract. Ion recombination in nonpolar liquids is an important problem in radiation chemistry. We have designed and implemented a parallel Monte Carlo simulation for this computat...
Frank J. Seinstra, Henri E. Bal, Hans J. W. Spoeld...
The problem of solving sparse Systems of Linear Algebraic Equations (SLAE) by parallel Monte Carlo numerical methods is considered. The almost optimal Monte Carlo algorithms are pr...
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...