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Optimal quasi-Monte Carlo rules on higher order digital nets for numerical integration of multivariate periodic functions
Presenter
- Aicke Hinrichs
September 17, 2014
ICERM
Multilevel Monte Carlo methods for discontinuous payoffs in the Heston model
Presenter
- Andreas Neuenkirch
September 16, 2014
ICERM
An Efficient Discrete Velocity Method for the Boltzmann Equation
Presenter
- Philip Varghese
June 7, 2013
ICERM
Prospects for Quantum Monte Carlo Methods for Calculating Defects in Materials
Presenter
- David Ceperley
October 5, 2012
IPAM
Fast Monte Carlo Simulations- Combining and Comparing Particles with Fields
Presenter
- Qiang (David) Wang
August 9, 2012
ICERM
Binary interaction algorithms for the simulation of flocking and swarming dynamics
Presenter
- Lorenzo Pareschi
October 21, 2011
ICERM
Adaptive kinetic Monte Carlo for simulating dynamics in atomic systems
Presenter
- Graeme Henkelman
May 18, 2009
IMA
Lecture 7: Monte Carlo methods. <br><em> Methods for sampling based on Monte Carlo and variants.</em>
Presenter
- Berend Smit
May 16, 2009
IMA
Using Diffusion Monte Carlo to investigate molecules that undergo large amplitude vibrational motions
Presenter
- Anne McCoy
January 12, 2009
IMA