For about fifteen years, the surprising success of quasi-Monte Carlo methods in finance has been raising questions that challenge our understanding of these methods. At the origin are numerical experiments performed with so-called GSobol’ and GFaure sequences by J. Traub and his team at Columbia University, following the pioneering work of S. Tezuka in 1993 on generalizations of Niederreiter (t...

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...

We consider the problem of numerical integration in dimension s, with eventually large s; the usual rules need a very huge number of nodes with increasing dimension to obtain some accuracy, say an error bound less than 10−2; this phenomenon is called ”the curse of dimensionality”; to overcome it, two kind of methods have been developped: the so-called Monte-Carlo and Quasi-Monte-Carlo methods. ...

one of known methods for measuring, forecasting and managing risk is value at risk, which recently has been used by financial institutions extensively. value at risk (var) is a method for recognizing and evaluating risk and uses standard statistical techniques that have daily using in other contexts. this research is seeking a career for managing investment risk in stock exchange and selection ...

This article reviews the basic computational techniques for carrying out multiscale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo simulations is briefly described. The kinetic Monte Carlo (kMC) method is introduced as an extension of the more wide-spread thermodynamic Monte Carlo methods, an...

background: the monte carlo method is the most accurate method for simulation of radiation therapy equipment. the linear accelerators are currently the most widely used machines in radiation therapy centers. methods: in this work, a monte carlo modelling of the siemens oncor linear accelerator in 6 mv and 18 mv beams was performed. the results of simulation were validated by measurements in wat...