Quasi-Monte Carlo methods are a variant of ordinary Monte Carlo methods that employ highly uniform quasirandom numbers in place of Monte Carlo’s pseudorandom numbers. Monte Carlo methods offer statistical error estimates; however, while quasi-Monte Carlo has a faster convergence rate than normal Monte Carlo, one cannot obtain error estimates from quasi-Monte Carlo sample values by any practical...

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...

We consider scalable randomized algorithms for many common tensor operations, including tensor multiplication, low-rank decomposition and nuclear norm minimization. Such operations arise in a number of modern day applications of tensors in machine learning and signal processing. Specifically, we introduce polynomial time algorithms that employ a small number of lateral and/or horizontal slices ...

background: monte carlo and experimental relative dose determination in a water phantom, due to a high dose rate (hdr) 192ir source is presented for real energy spectrum and monochromatic at 356 kev. materials and methods: the dose distribution has been calculated around the 192ir located in the center of 30 cm ×30 cm ×30 cm water phantom using mcnp4c code by monte carlo method. relative dose v...

Background: A Boron Neutron Capture Therapy (BNCT) facility, based on a DT neutron generator, with the final goal to find out a potential, alternative, solution to existing BNCT treatment facilities which are based on nuclear reactors is examined. Materials and Methods: With the aim of the MCNP4B Monte Carlo code different beam-shaping assembly (BSA) configurations were considered. Lead was sel...

Introduction: The utilization of high-energy photons in the medical linear accelerator can lead to photoneutron production. This study aimed to evaluate the effect of the physical components of the head, including flattening filter (FF) andmultileaf collimator (MLC), as well as the dependence of therapeutic field size on the photoneutron spectrum, dose, and flux. <str...

In this paper we propose an extension of the Libor market model with a high-dimensional specially structured system of square root volatility processes, and give a road map for its calibration. As such the model is well suited for Monte Carlo simulation of derivative interest rate instruments. As a key issue, we require that the local covariance structure of the market model is preserved in the...

The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate multi-variable integral with complex weight, which appears in various important problems theoretical physics. idea is deform the integration contour based on Cauchy's theorem using so-called gradient flow equation. In this paper, we propose fast Hybrid Monte Carlo algorithm for evaluating integral, where "backp...