Sciweavers

FGCS
2006
74views more  FGCS 2006»
13 years 4 months ago
A performance model of non-deterministic particle transport on large-scale systems
In this work we present a predictive analytical model that encompasses the performance and scaling characteristics of a nondeterministic particle transport application, MCNP (Mont...
Mark M. Mathis, Darren J. Kerbyson, Adolfy Hoisie
ENTCS
2006
105views more  ENTCS 2006»
13 years 4 months ago
Monte Carlo Methods for Process Algebra
We review the recently developed technique of Monte Carlo model checking and show how it can be applied to the implementation problem for I/O Automata. We then consider some open ...
Radu Grosu, Scott A. Smolka
FGCS
2008
127views more  FGCS 2008»
13 years 4 months ago
Monte Carlo methods for matrix computations on the grid
Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for d...
Simon Branford, Cihan Sahin, Ashish Thandavan, Chr...
CGF
2008
137views more  CGF 2008»
13 years 4 months ago
Exploiting Visibility Correlation in Direct Illumination
The visibility function in direct illumination describes the binary visibility over a light source, e.g., an environment map. Intuitively, the visibility is often strongly correla...
Petrik Clarberg, Tomas Akenine-Möller
DAC
2010
ACM
13 years 4 months ago
QuickYield: an efficient global-search based parametric yield estimation with performance constraints
With technology scaling down to 90nm and below, many yield-driven design and optimization methodologies have been proposed to cope with the prominent process variation and to incr...
Fang Gong, Hao Yu, Yiyu Shi, Daesoo Kim, Junyan Re...
CSC
2009
13 years 5 months ago
Fast Monte Carlo Algorithms on Re-Wired Small-World Spin Models
Small-world networks have become an important model for understanding many complex phenomena in science and in sociological contexts. One tool for exploring the critical and phase...
Kenneth A. Hawick
WSC
1997
13 years 5 months ago
Descriptive Sampling: An Improvement over Latin Hypercube Sampling
Descriptive Sampling (DS), a Monte Carlo sampling technique based on a deterministic selection of the input values and their random permutation, represents a deep conceptual chang...
Eduardo Saliby
WSCG
2000
132views more  WSCG 2000»
13 years 5 months ago
Adaptive Filtering for Progressive Monte Carlo Image Rendering
Image filtering is often applied as a post-process to Monte Carlo generated pictures, in order to reduce noise. In this paper we present an algorithm based on density estimation t...
Frank Suykens, Yves D. Willems
WSC
2000
13 years 5 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
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...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
PPSC
1997
13 years 5 months ago
Three Dimensional Monte Carlo Device Simulation with Parallel Multigrid Solver
We present the results in embedding a multigrid solver for Poisson's equation into the parallel 3D Monte Carlo device simulator, PMC-3D. First we have implemented the sequent...
Can K. Sandalci, Ç. K. Coç, S. M. Go...