Abstract. Integration lattices are one of the main types of low discrepancy sets used in quasiMonte Carlo methods. However, they have the disadvantage of being of fixed size. This article describes the construction of an infinite sequence of points, the first bm of which form a lattice for any non-negative integer m. Thus, if the quadrature error using an initial lattice is too large, the latti...

introduction: in recent decades, several monte carlo codes have been introduced for research and medical applications. these methods provide both accurate and detailed calculation of particle transport from linear accelerators. the main drawback of monte carlo techniques is the extremely long computing time that is required in order to obtain a dose distribution with good statistical accuracy. ...

We consider a Lévy process monitored at s (fixed) observation times. The goal is to estimate the expected value of some function of these s observations by (randomized) quasiMonte Carlo. For the case where the process is a Brownian motion, clever techniques such as Brownian bridge sampling and PCA sampling have been proposed to reduce the effective dimension of the problem. The PCA method uses ...

A promising approach to approximate inference in state-space models is particle ltering. However, the performance of particle lters often varies signi cantly due to their stochastic nature. We present a class of algorithms, called lattice particle lters, that circumvent this diÆculty by placing the particles deterministically according to a QuasiMonte Carlo integration rule. We describe a pract...

in this paper, we calculate electron and hole impactionization coefficients in in0.52al0.48as using a monte carlo modelwhich has two valleys and two bands for electrons and holesrespectively. also, we calculate multiplication factor for electronand hole initiated multiplication regimes and breakdown voltagein in0.52al0.48as pin avalanche photodiodes. to validate themodel, we compare our simulat...

background: for an effective treatment planning in brachytherapy, it is necessary to know the accurate source dosimetric information such as air kerma strength, exposure rate constant, dose rate constant and redial dose distribution. the usual method to determine these factors is thermo luminescent dosimeter (tld) dosimetry. nowadays, another more accurate method is known to be the monte carlo ...

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...

In this paper, the pricing of a European call option on the underlying asset is performed by using a Monte Carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. The proposed approach, applied in Monte Carlo simulation, is based on the Black-Scholes equation which generally def...

Kinetic Monte Carlo simulation was applied to investigation of kinetics and mechanism of oxalic acid degradation by direct and heterogeneous catalytic ozonation. La-containing perovskites including LaFeO3, LaNiO3, LaCoO3 and LaMnO3 was studied as catalyst for oxalic acid ozonation. The reaction kinetic mechanisms of each abovementioned catalytic systems has been achieved. The rate constants val...