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CPHYSICS
2011
279views Education» more  CPHYSICS 2011»
14 years 1 months ago
CAMORRA: A C++ library for recursive computation of particle scattering amplitudes
We present a new Monte Carlo tool that computes full tree-level matrix elements in high-energy physics. The program accepts user-defined models and has no restrictions on the pro...
R. Kleiss, G. van den Oord
CF
2005
ACM
14 years 11 months ago
Grid result checking
Result checking is the theory and practice of proving that the result of an execution of a program on an input is correct. Result checking has most often been envisioned in the fr...
Cécile Germain-Renaud, Dephine Monnier-Raga...
LSSC
2001
Springer
15 years 2 months ago
Solving Systems of Linear Algebraic Equations Using Quasirandom Numbers
In this paper we analyze a quasi-Monte Carlo method for solving systems of linear algebraic equations. It is well known that the convergence of Monte Carlo methods for numerical in...
Aneta Karaivanova, Rayna Georgieva
80
Voted
CSC
2006
14 years 11 months ago
Parallel Load Balancing Heuristics for Radiative Heat Transfer Calculations
The computation of radiative effects by the Photon Monte Carlo method is computationally demanding, especially when complex, nongray absorption models are employed. To solve such c...
Kamal Viswanath, Ivana Veljkovic, Paul E. Plassman...
66
Voted
WSC
2000
14 years 11 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...