The performance of the standard Monte Carlo method is compared with the performance obtained through the use of tY mY s-nets in base b in the approximation of several high dimensional integral problems in valuing derivatives and other securities. The tY mY s-nets are generated by a parallel algorith
A quasi-Monte Carlo method for computing areas of point-sampled surfaces
β Scribed by Yu-Shen Liu; Jun-Hai Yong; Hui Zhang; Dong-Ming Yan; Jia-Guang Sun
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 706 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0010-4485
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β¦ Synopsis
A novel and efficient quasi-Monte Carlo method for computing the area of a point-sampled surface with associated surface normal for each point is presented. Our method operates directly on the point cloud without any surface reconstruction procedure. Using the Cauchy-Crofton formula, the area of the point-sampled surface is calculated by counting the number of intersection points between the point cloud and a set of uniformly distributed lines generated with low-discrepancy sequences. Based on a clustering technique, we also propose an effective algorithm for computing the intersection points of a line with the point-sampled surface. By testing on a number of point-based models, experiments suggest that our method is more robust and more efficient than those conventional approaches based on surface reconstruction.
π SIMILAR VOLUMES
The Laplace transform is applied to remove the time-dependent variable in the di usion equation. For nonharmonic initial conditions this gives rise to a non-homogeneous modiΓΏed Helmholtz equation which we solve by the method of fundamental solutions. To do this a particular solution must be obtained