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MOC
1998
144views more  MOC 1998»
14 years 11 months ago
Convergence of a random walk method for a partial differential equation
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...
Weidong Lu
FS
2011
168views more  FS 2011»
14 years 3 months ago
Gamma expansion of the Heston stochastic volatility model
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...
Paul Glasserman, Kyoung-Kuk Kim
GRAPHICSINTERFACE
1997
15 years 1 months ago
Multiresolution Rendering of Complex Botanical Scenes
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...
ICC
2009
IEEE
198views Communications» more  ICC 2009»
15 years 6 months ago
On the Capacity Region of the Gaussian Multiple Access Channel with Noisy Feedback
—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 ...
Ravi Tandon, Sennur Ulukus
COMPGEOM
2009
ACM
15 years 6 months ago
Shooting permanent rays among disjoint polygons in the plane
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...