30 search results - page 1 / 6 » Variance Reduction in Monte Carlo Capacitance Extraction |
VLSID
2005
IEEE
14 years 5 months ago
2005
IEEE
In this article we address efficiency issues in implementation of Monte Carlo algorithm for 3D capacitance extraction. Error bounds in statistical capacitance estimation are discus...
ICCAD
2004
IEEE
14 years 1 months ago
2004
IEEE
In this paper we describe a stochastic integral equation method for computing the mean value and the variance of capacitance of interconnects with random surface roughness. An ens...
WSC
2000
13 years 6 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
WSC
1998
13 years 6 months ago
1998
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
DATE
2010
IEEE
13 years 5 months ago
2010
IEEE
—The advanced sampling and variance reduction techniques as efficient alternatives to the slow crude-MC method have recently been adopted for the analysis of timing yield in dig...