Abstract. A Cauchy problem for a one–dimensional diffusion–reaction equation is solved on a grid by a random walk method, in which the diffusion part is solved by random walk...
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
This paper presents a system for rendering very large collections of randomly parameterized plants while generating manageable scene geometries for rendering. A given botanical de...
Dana Marshall, Donald S. Fussell, A. T. Campbell I...
—We provide a new outer bound on the capacity region of the two-user Gaussian multiple access channel (MAC) with AWGN-corrupted feedback. Our outer bound is based on the idea of ...
We present a data structure for ray shooting-and-insertion in the free space among disjoint polygonal obstacles with a total of n vertices in the plane, where each ray starts at t...
Mashhood Ishaque, Bettina Speckmann, Csaba D. T&oa...