314 search results - page 6 / 63 » Optimizing efficiency of perturbative Monte Carlo method |
PVM
1998
Springer
15 years 1 months ago
1998
Springer
The problem of evaluating the dominant eigenvalue of real matrices using Monte Carlo numerical methods is considered. Three almost optimal Monte Carlo algorithms are presented:
WSC
2004
14 years 11 months ago
2004
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
91
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FGCS
2008
14 years 9 months ago
2008
Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for d...
95
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DAC
2010
ACM
14 years 9 months ago
2010
ACM
With technology scaling down to 90nm and below, many yield-driven design and optimization methodologies have been proposed to cope with the prominent process variation and to incr...
107
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AMDO
2008
Springer
14 years 11 months ago
2008
Springer
Abstract. In this paper we propose an original approach to solve the Inverse Kinematics problem. Our framework is based on Sequential Monte Carlo Methods and has the advantage to a...