NAA
2000
Springer
13 years 8 months ago
2000
Springer
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
NAA
2000
Springer
13 years 8 months ago
2000
Springer
Long-term exposures to high ozone concentrations have harmful effect on the crops and reduce the yield. The exposures are measured in terms of AOT40 (Accumulated exposure Over Thre...
NAA
2000
Springer
13 years 8 months ago
2000
Springer
Abstract. The convergence of Monte Carlo method for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers kno...
NAA
2000
Springer
13 years 8 months ago
2000
Springer
Abstract. Various variants of Schwarz methods for a singularly perturbed two dimensional stationary convection-diffusion problem are constructed and analysed. The iteration counts,...
NAA
2000
Springer
13 years 8 months ago
2000
Springer
We describe the implementation and performance of a novel fill-minimization ordering technique for sparse LU factorization with partial pivoting. The technique was proposed by Gilb...
NAA
2000
Springer
13 years 8 months ago
2000
Springer
In this work a grid free Monte Carlo algorithm for solving elliptic boundary value problems is investigated. The proposed Monte Carlo approach leads to a random process called a ba...