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» Monte Carlo methods for matrix computations on the grid
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IOR
2006
192views more  IOR 2006»
14 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
IPMI
1999
Springer
15 years 10 months ago
MEG Source Imaging Using Multipolar Expansions
We describe the use of truncated multipolar expansions for producing dynamic images of cortical neural activation from measurements of the magnetoencephalogram. We use a signal-sub...
John C. Mosher, Richard M. Leahy, David W. Shattuc...
QEST
2008
IEEE
15 years 4 months ago
CaVi -- Simulation and Model Checking for Wireless Sensor Networks
CaVi provides a uniform interface to state-of-the-art simulation methods and formal verification methods for wireless sensor network. Simulation is suitable to examine the behavi...
Athanassios Boulis, Ansgar Fehnker, Matthias Fruth...
ASPDAC
2008
ACM
135views Hardware» more  ASPDAC 2008»
14 years 11 months ago
Analog circuit simulation using range arithmetics
The impact of parameter variations in integrated analog circuits is usually analyzed by Monte Carlo methods with a high number of simulation runs. Few approaches based on interval ...
Darius Grabowski, Markus Olbrich, Erich Barke
ASPDAC
2007
ACM
146views Hardware» more  ASPDAC 2007»
15 years 1 months ago
Practical Implementation of Stochastic Parameterized Model Order Reduction via Hermite Polynomial Chaos
Abstract-- This paper describes the stochastic model order reduction algorithm via stochastic Hermite Polynomials from the practical implementation perspective. Comparing with exis...
Yi Zou, Yici Cai, Qiang Zhou, Xianlong Hong, Sheld...