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» Introduction to Monte Carlo simulation
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ICCAD
1996
IEEE
88views Hardware» more  ICCAD 1996»
15 years 1 months ago
Hierarchical statistical characterization of mixed-signal circuits using behavioral modeling
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...
CPHYSICS
2008
64views more  CPHYSICS 2008»
14 years 9 months ago
Multibondic cluster algorithm for finite-size scaling studies of critical phenomena
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 ...
Bernd A. Berg, Wolfhard Janke
FS
2006
123views more  FS 2006»
14 years 9 months ago
American Parisian options
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...
Marc Chesney, Laurent Gauthier
AUTOMATICA
2002
80views more  AUTOMATICA 2002»
14 years 9 months ago
Robust control of nonlinear systems with parametric uncertainty
Probabilistic robustness analysis and synthesis for nonlinear systems with uncertain parameters are presented. Monte Carlo simulation is used to estimate the likelihood of system ...
Qian Wang, Robert F. Stengel
FGCS
2006
74views more  FGCS 2006»
14 years 9 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