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...
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...
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...
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...
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...