نتایج جستجو برای: fast monte carlo

تعداد نتایج: 298691  

Journal: :Journal of Applied Clinical Medical Physics 2018

Journal: :journal of industrial engineering, international 2005
s.s hashemin s.m.t fatemi ghomi

this paper proposes a hybrid method to find cumulative distribution function (cdf) of completion time of gert-type networks (gtn) which have no loop and have only exclusive-or nodes. proposed method is cre-ated by combining an analytical transformation with gaussian quadrature formula. also the combined crude monte carlo simulation and combined conditional monte carlo simulation are developed a...

2008
P. C. Rout D. R. Chakrabarty Suresh Kumar

A large area plastic scintillator detector array(∼ 1×1 m) has been set up for fast neutron spectroscopy at the BARC-TIFR Pelletron laboratory, Mumbai. The energy, time and position response has been measured for electrons using radioactive sources and for mono-energetic neutrons using the 7Li(p,n1) Be*(0.429 MeV) reaction at proton energies between 6.3 and 19 MeV. A Monte Carlo simulation of th...

Journal: :Computer Physics Communications 2006

1998
Russel E. Caflisch

Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Ca...

2004
Adrianus M.H. Meeuwissen

Conclusions Markov-reward models are often used to analyze the reliability & performability of computer systems. One difficult problem therein is the quantification of the model parameters. If they are available, eg, from measurement data collected by manufacturers, they are, a) generally regarded as confidential, and b) difficult to access. This paper addresses two ways of dealing with uncerta...

Journal: :SIAM J. Scientific Computing 2005
Amir F. Atiya Steve A. K. Metwally

The first passage time problem has attracted considerable research interest in the field of stochastic processes. It concerns the estimation of the probability density of the time for a random process to cross a specified boundary level. Even though there are many theoretical advances in solving this problem, for many classes of random processes no analytical solution exists. The jumpdiffusion ...

2002
ALEXANDRA VIEL

We present a comparative study of the rotational characteristics of various molecule-doped He clusters using quantum Monte Carlo techniques. The theoretical conclusions obtained from both zero and finite temperature Monte Carlo studies confirm the presence of two different dynamical regimes that correlate with the magnitude of the rotational constant of the molecule, i.e., fast or slow rotors. ...

2006
Levente Kocsis Csaba Szepesvári Jan Willemson

Monte-Carlo search has been successful in many non-deterministic games, and recently in deterministic games with high branching factor. One of the drawbacks of the current approaches is that even if the iterative process would last for a very long time, the selected move does not necessarily converge to a game-theoretic optimal one. In this paper we introduce a new algorithm, UCT, which extends...

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