Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints

A quasi-Monte Carlo method for computing

A quasi-Monte Carlo method for computing areas of point-sampled surfaces

✍ Yu-Shen Liu; Jun-Hai Yong; Hui Zhang; Dong-Ming Yan; Jia-Guang Sun 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 706 KB

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

Conformational sampling with Poisson-Bol

Conformational sampling with Poisson-Boltzmann forces and a stochastic dynamics/Monte Carlo method: Application to alanine dipeptide

✍ Smart, Jason L.; Marrone, Tami J.; McCammon, J. Andrew 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 441 KB

We apply a combination of stochastic dynamics and Monte Carlo ## Ž . methods MCrSD to alanine dipeptide, with solvation forces derived from a Poisson᎐Boltzmann model supplemented with apolar terms. Our purpose is to study the effects of the model parameters, such as the friction constant and the

A Monte Carlo generation method with imp

A Monte Carlo generation method with importance sampling for high energy collisions of Hadrons

✍ W. Kittel; L. Van Hove; W. Wojcik 📂 Article 📅 1970 🏛 Elsevier Science 🌐 English ⚖ 874 KB

Title of program (32 characters maximum): GENIS Catalogue number: AAUA Computer for which the program is designed and others upon which it is operable Computer: CDC 6600; all types with FORTRAN IV compiler. Installation: CERN, Geneva. Switzerland Operating system or monitor under which the program I

A monte carlo generation method with imp

A monte carlo generation method with importance sampling for high energy collisions of hadrons

✍ W. Kittel; L. Van Hove; W. Wojcik 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 72 KB

Title of program (32 characters maximum): GENIS Catalogue number: AAUA Computer for which the program is designed and others upon which it is operable Computer: CDC 6600; all types with FORTRAN IV compiler. Installation: CERN,

A new measure of irregularity of distrib

A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization

✍ Xiaoqun Wang 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 980 KB

Measures of irregularity of distribution, such as discrepancy and dispersion, play a major role in quasi-Monte Carlo methods for integration and optimization. In this paper, a new measure of irregularity of distribution, called volume-dispersion, is introduced. Its relation to the discrepancy and tr

A stochastic model and a variance-reduct

A stochastic model and a variance-reduction Monte-Carlo method for the calculation of light transport

✍ A. V. Starkov; M. Noormohammadian; U. G. Oppel 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 571 KB