A methodology for hierarchicalstatistical circuit characterization which does not rely upon circuit-level Monte Carlo simulation is presented. The methodology uses principalcompon...
Eric Felt, Stefano Zanella, Carlo Guardiani, Alber...
For finite-size scaling studies of second-order phase transitions the critical energy range of interest is usually larger than the energy range covered by a canonical Monte Carlo ...
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
Probabilistic robustness analysis and synthesis for nonlinear systems with uncertain parameters are presented. Monte Carlo simulation is used to estimate the likelihood of system ...
In this work we present a predictive analytical model that encompasses the performance and scaling characteristics of a nondeterministic particle transport application, MCNP (Mont...