One of the main problems in computer graphics is to solve the global illumination problem, which is given by a Fredholm integral equation of the second kind, called the radiance equation (REQ). In order to achieve realistic images, a very complex kernel of the integral equation, modelling all physical effects of light, must be considered. Due to this complexity Monte Carlo methods seem to be an...

This work is motivated by a staple carnival game. A player throws a ping-pong ball onto a grid of cups with the goal of having the ball land in a cup. Though there are many variations to this game, there is a common underlying characteristic. As the ball bounces on the cup grid, its sequence of bouncing trajectories becomes nonlinear. It is this nonlinearity which makes it impossible for an obs...

Despite the vital role of the utility function in welfare measurement, the implications of working with incorrect utility specifications have been largely neglected in the choice experiments literature. This paper addresses the importance of specification with a special emphasis on the effects of mistaken assumptions about the marginal utility of income. Monte Carlo experiments were conducted u...

background: iodine brachytherapy sources with low photon energies have been widely used in treating cancerous tumors. dosimetric parameters of brachytherapy sources should be determined according to aapm tg-43u1 recommendations before clinical use. monte carlo codes are reliable tools in calculation of these parameters for brachytherapy sources. materials and methods: dosimetric parameters (dos...

We present a novel approach to analysis of the gel-fluid transition of lipid membrane. The method is based on the Pink's model but in contrast to its standard version the dipole character of the lipid molecules polar part is considered. Moreover, less constrained movement of entire molecules is allowed. Such an approach includes into the model conditions imposed by the adjacent medium such as i...

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...