Relevant bibliographies by topics / Monte Carlo

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Monte Carlo'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Monte Carlo.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Monte Carlo"

1

Caflisch, Russel E. "Monte Carlo and quasi-Monte Carlo methods." Acta Numerica 7 (January 1998): 1–49. http://dx.doi.org/10.1017/s0962492900002804.

Full text
Abstract:
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N−1/2), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Carlo quadrature is attained using quasi-random (also called low-discrepancy) sequences, which are a deterministic alternative to random or pseudo-random sequences. The points in a quasi-random sequence
APA, Harvard, Vancouver, ISO, and other styles
2

Davidović, Branko, Duško Letić, and Aleksandar Jovanović. "MONTE CARLO SIMULATION IN INTRALOGISTICS." MEST Journal 2, no. 1 (2014): 87–93. http://dx.doi.org/10.12709/mest.02.02.01.09.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Sakota, Daisuke, and Setsuo Takatani. "Photon-cell interactive Monte Carlo simulation." Nippon Laser Igakkaishi 32, no. 4 (2012): 411–20. http://dx.doi.org/10.2530/jslsm.32.411.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Xiaopeng Xu, Xiaopeng Xu, Chuancai Liu Xiaopeng Xu, Hongji Yang Chuancai Liu, and Xiaochun Zhang Hongji Yang. "A Multi-Trajectory Monte Carlo Sampler." 網際網路技術學刊 23, no. 5 (2022): 1117–28. http://dx.doi.org/10.53106/160792642022092305020.

Full text
Abstract:
<p>Markov Chain Monte Carlo techniques based on Hamiltonian dynamics can sample the first or last principal components of multivariate probability models using simulated trajectories. However, when components’ scales span orders of magnitude, these approaches may be unable of accessing all components adequately. While it is possible to reconcile the first and last components by alternating between two different types of trajectories, the sampling of intermediate components may be imprecise. In this paper, a function generalizing the kinetic energies of Hamiltonian Monte Carlo a
APA, Harvard, Vancouver, ISO, and other styles
5

Alrammal, Muath, and Munir Naveed. "Monte-Carlo Based Reinforcement Learning (MCRL)." International Journal of Machine Learning and Computing 10, no. 2 (2020): 227–32. http://dx.doi.org/10.18178/ijmlc.2020.10.2.924.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Chen, Jiming. "Monte Carlo Simulations in Complex Systems: Challenges and New Approaches." Theoretical and Natural Science 86, no. 1 (2025): 114–19. https://doi.org/10.54254/2753-8818/2025.20172.

Full text
Abstract:
Monte Carlo simulations are crucial for examining the Ising model, especially when it's tough to find analytical solutions. However, traditional Monte Carlo methods, like the Metropolis algorithm, encounter significant hurdles, such as slowing down near phase transitions and issues related to finite sizes. This paper looks into both the advantages and limitations of these traditional Monte Carlo techniques. It also covers recent developments like Tensor Network Monte Carlo and Quantum Monte Carlo methods, which have shown promise in overcoming these challenges. Furthermore, the paper explores
APA, Harvard, Vancouver, ISO, and other styles
7

Todorov, Venelin. "COMPUTING HIGH DIMENSIONAL INTEGRALS WITH MONTE CARLO METHODS." Journal Scientific and Applied Research 10, no. 1 (2016): 11–16. http://dx.doi.org/10.46687/jsar.v10i1.200.

Full text
Abstract:
High dimensional integrals are usually solved with Monte Carlo algorithms and quasi Monte Carlo algorithms. We are doing numerical testing which compare low discrepancy and Monte Carlo algorithms. It is well known that Sobol algorithm has some advantageous over the other low discrepancy sequences, that’s why we use this algorithm for our numerical example. The obtained relative error confirms this superiority of the presented Monte Carlo and quasi Monte Carlo algorithms even when small number of sample points are used. It is very interesting that the presented high dimensional integral gives v
APA, Harvard, Vancouver, ISO, and other styles
8

Galin, A. V., P. S. Rudny, and K. A. Galin. "Monte-Carlo analysis model for evaluation of container terminal parameters." Vestnik Gosudarstvennogo universiteta morskogo i rechnogo flota imeni admirala S. O. Makarova 16, no. 6 (2025): 837–46. https://doi.org/10.21821/2309-5180-2024-16-6-837-846.

Full text
Abstract:
This paper considers using Monte-Carlo analysis method for evaluation some of the parameters of a container terminal. A high amount of scientific work on this topic is noted in domestic literature. International scientific literature concerning usage of Monte-Carlo method for simulating different parameters of container terminals is also analyzed. We note that foreign authors often use Monte-Carlo analysis as an auxiliary method, for example, for checking results of discrete-event simulation model of a complicated logistical system for adequacy, whereas domestic authors often use Monte-Carlo a
APA, Harvard, Vancouver, ISO, and other styles
9

Ziegel, Eric R., and C. Mooney. "Monte Carlo Simulation." Technometrics 40, no. 3 (1998): 267. http://dx.doi.org/10.2307/1271205.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Tesauro, Gerald. "MONTE-CARLO BACKGAMMON." ICGA Journal 30, no. 3 (2007): 183. http://dx.doi.org/10.3233/icg-2007-30317.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Monte Carlo"

1

Janzon, Krister. "Monte Carlo Path Simulation and the Multilevel Monte Carlo Method." Thesis, Umeå universitet, Institutionen för fysik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-151975.

Full text
Abstract:
A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). In such a setting the random sampling algorithm Monte Carlo (MC) is useful, where paths of the process are sampled. However, MC in its standard form (SMC) is inherently slow. Additionally, if the analytical solution to the underlying SDE is not available, a numerical approximation of the process is necessary, adding another layer of computational
APA, Harvard, Vancouver, ISO, and other styles
2

Jun, Seong-Hwan. "Entangled Monte Carlo." Thesis, University of British Columbia, 2013. http://hdl.handle.net/2429/44953.

Full text
Abstract:
A recurrent problem in statistics is that of computing an expectation involving intractable integration. In particular, this problem arises in Bayesian statistics when computing an expectation with respect to a posterior distribution known only up to a normalizing constant. A common solution is to use Monte Carlo simulation to estimate the target expectation. Two of the most commonly adopted simulation methods are Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) methods. However, these methods fail to scale up with the size of the inference problem. For MCMC, the problem take
APA, Harvard, Vancouver, ISO, and other styles
3

Dickinson, Andrew Samuel. "On the analysis of Monte Carlo and quasi-Monte Carlo methods." Thesis, University of Oxford, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.409715.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Göncü, Ahmet. "Monte Carlo and quasi-Monte Carlo methods in pricing financial derivatives." Tallahassee, Florida : Florida State University, 2009. http://etd.lib.fsu.edu/theses/available/etd-06232009-140439/.

Full text
Abstract:
Thesis (Ph. D.)--Florida State University, 2009.<br>Advisor: Giray Ökten, Florida State University, College of Arts and Sciences, Dept. of Mathematics. Title and description from dissertation home page (viewed on Oct. 5, 2009). Document formatted into pages; contains x, 105 pages. Includes bibliographical references.
APA, Harvard, Vancouver, ISO, and other styles
5

Berezovska, Ganna [Verfasser], and Alexander [Akademischer Betreuer] Blumen. "Monte Carlo study of semiflexible polymers = Monte Carlo Studie von semiflexiblen Polymeren." Freiburg : Universität, 2011. http://d-nb.info/1125885467/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Drumond, Lorenzo. "Il Metodo Monte Carlo." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2020. http://amslaurea.unibo.it/20698/.

Full text
Abstract:
La tesi introduce le tecniche di approssimazione numerica note come Metodo Monte Carlo. Dopo una breve presentazione dell'apparato teorico che giustifica il funzionamento di questo metodo, si procede con uno studio sulla stima dell'errore, focalizzando l'interesse sulla dimostrazione del Teorema di Berry-Esseen. La tesi continua affrontando il tema della generazione di numeri pseudocasuali, fondamentali nel Metodo Monte Carlo, per poi finire con tre esempi di applicazione.
APA, Harvard, Vancouver, ISO, and other styles
7

Chin, Mary Pik Wai. "Monte Carlo portal dosimetry." Thesis, Cardiff University, 2005. http://orca.cf.ac.uk/54085/.

Full text
Abstract:
This project developed a solution for verifying external photon beam radiotherapy. The solution is based on a calibration chain for deriving portal dose maps from acquired portal images, and a calculation framework for predicting portal dose maps. Quantitative comparison between acquired and predicted portal dose maps accomplishes both geometric (patient positioning with respect to the beam) and dosimetric (2D fluence distribution of the beam) verifications. A disagreement would indicate that beam delivery had not been according to plan. The solution addresses the clinical need for verifying r
APA, Harvard, Vancouver, ISO, and other styles
8

McNeil-Watson, Graham. "Phase switch Monte Carlo." Thesis, University of Bath, 2007. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.486842.

Full text
Abstract:
Computational studies of phase behaviour have always proved difficult, since phase . transitions are inherently slow processes compared to accessible simulation timescales. Despite valiant efforts by researchers there remains a dearth of efficient, robust and scalable methods for determining phase equilibria,· especially in the case of fluid-crystalline solid transitions. This thesis is about such phase coexistence problems, the existing solutions, and more advanced methods that have only recently come into their own. ... Extended sampling methods are examined in detail, and applied to a te
APA, Harvard, Vancouver, ISO, and other styles
9

Bakra, Eleni. "Aspects of population Markov chain Monte Carlo and reversible jump Markov chain Monte Carlo." Thesis, University of Glasgow, 2009. http://theses.gla.ac.uk/1247/.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Bryskhe, Henrik. "Optimization of Monte Carlo simulations." Thesis, Uppsala University, Department of Information Technology, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121843.

Full text
Abstract:
<p>This thesis considers several different techniques for optimizing Monte Carlo simulations. The Monte Carlo system used is Penelope but most of the techniques are applicable to other systems. The two mayor techniques are the usage of the graphics card to do geometry calculations, and raytracing. Using graphics card provides a very efficient way to do fast ray and triangle intersections. Raytracing provides an approximation of Monte Carlo simulation but is much faster to perform. A program was also written in order to have a platform for Monte Carlo simulations where the different techniques
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Monte Carlo"

1

Poncela, Enrique Jardiel. Carlo Monte en Monte Carlo. Teatro Español, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Fishman, George S. Monte Carlo. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2553-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Medbourne, Paul. Monte Carlo. 2nd ed. Thomas Cook, 2008.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Lemieux, Christiane. Monte carlo and quasi-monte carlo sampling. Springer, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Keller, Alexander, ed. Monte Carlo and Quasi-Monte Carlo Methods. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-98319-2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Cools, Ronald, and Dirk Nuyens, eds. Monte Carlo and Quasi-Monte Carlo Methods. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33507-0.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Owen, Art B., and Peter W. Glynn, eds. Monte Carlo and Quasi-Monte Carlo Methods. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-91436-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Tuffin, Bruno, and Pierre L'Ecuyer, eds. Monte Carlo and Quasi-Monte Carlo Methods. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43465-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Hinrichs, Aicke, Peter Kritzer, and Friedrich Pillichshammer, eds. Monte Carlo and Quasi-Monte Carlo Methods. Springer International Publishing, 2024. http://dx.doi.org/10.1007/978-3-031-59762-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Keller, Alexander, Stefan Heinrich, and Harald Niederreiter, eds. Monte Carlo and Quasi-Monte Carlo Methods 2006. Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-74496-2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Monte Carlo"

1

Owen, Art B. "Monte Carlo, Quasi-Monte Carlo, and Randomized Quasi-Monte Carlo." In Monte-Carlo and Quasi-Monte Carlo Methods 1998. Springer Berlin Heidelberg, 2000. http://dx.doi.org/10.1007/978-3-642-59657-5_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Brémaud, Pierre. "Monte Carlo." In Discrete Probability Models and Methods. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-43476-6_19.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Berlinsky, A. J., and A. B. Harris. "Monte Carlo." In Statistical Mechanics. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-28187-8_18.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Hooten, Mevin B., and Trevor J. Hefley. "Monte Carlo." In Bringing Bayesian Models to Life. CRC Press, 2019. http://dx.doi.org/10.1201/9780429243653-3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Brockhaus, Oliver. "Monte Carlo." In Equity Derivatives and Hybrids. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137349491_17.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Marks, Robert E. "Monte Carlo." In The Palgrave Encyclopedia of Strategic Management. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-137-00772-8_709.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Marks, Robert E. "Monte Carlo." In The Palgrave Encyclopedia of Strategic Management. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-349-94848-2_709-1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Fishman, George S. "Introduction." In Monte Carlo. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2553-7_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Fishman, George S. "Estimating Volume and Count." In Monte Carlo. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2553-7_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Fishman, George S. "Generating Samples." In Monte Carlo. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2553-7_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Monte Carlo"

1

Chong, Jike, Ekaterina Gonina, and Kurt Keutzer. "Monte Carlo methods." In the 2010 Workshop. ACM Press, 2010. http://dx.doi.org/10.1145/1953611.1953626.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

FRENKEL, DAAN. "Monte Carlo simulations." In Proceedings of the International School of Physics. WORLD SCIENTIFIC, 1998. http://dx.doi.org/10.1142/9789812839664_0004.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

KALOS, M. H. "MONTE CARLO METHODS." In Edward Teller Centennial Symposium - Modern Physics and the Scientific Legacy of Edward Teller. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789812838001_0008.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Sfikas, Konstantinos, Antonios Liapis, and Georgios N. Yannakakis. "Monte Carlo elites." In GECCO '21: Genetic and Evolutionary Computation Conference. ACM, 2021. http://dx.doi.org/10.1145/3449639.3459321.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Maasar, M. A., N. A. M. Nordin, M. Anthonyrajah, W. M. W. Zainodin, and A. M. Yamin. "Monte Carlo & Quasi-Monte Carlo approach in option pricing." In 2012 IEEE Symposium on Humanities, Science and Engineering Research (SHUSER). IEEE, 2012. http://dx.doi.org/10.1109/shuser.2012.6268822.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

FAURE, HENRI. "MONTE-CARLO AND QUASI-MONTE-CARLO METHODS FOR NUMERICAL INTEGRATION." In Present and Future. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799890_0001.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Moser, Dallas. "Neutron Transport Modeling using Monte Carlo Codes." In Neutron Transport Modeling using Monte Carlo Codes. US DOE, 2022. http://dx.doi.org/10.2172/1909215.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

"Monte-Carlo Image Retargeting." In International Conference on Computer Vision Theory and Applications. SCITEPRESS - Science and and Technology Publications, 2014. http://dx.doi.org/10.5220/0004744404020408.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Silver, David, and Gerald Tesauro. "Monte-Carlo simulation balancing." In the 26th Annual International Conference. ACM Press, 2009. http://dx.doi.org/10.1145/1553374.1553495.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Rosenbaum, Imry, and Jeremy Staum. "Multilevel Monte Carlo metamodeling." In 2013 Winter Simulation Conference - (WSC 2013). IEEE, 2013. http://dx.doi.org/10.1109/wsc.2013.6721446.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Monte Carlo"

1

Vogel, Thomas. Monte Carlo Methods. Office of Scientific and Technical Information (OSTI), 2014. http://dx.doi.org/10.2172/1148317.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Brown, F. B., and T. M. Sutton. Monte Carlo fundamentals. Office of Scientific and Technical Information (OSTI), 1996. http://dx.doi.org/10.2172/270327.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Trahan, Travis. Monte Carlo Transport. Office of Scientific and Technical Information (OSTI), 2022. http://dx.doi.org/10.2172/1874903.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Wollaber, Allan Benton. Fundamentals of Monte Carlo. Office of Scientific and Technical Information (OSTI), 2016. http://dx.doi.org/10.2172/1258353.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Lewis, Elmir E. Monte Carlo Reliability Analysis. Defense Technical Information Center, 1989. http://dx.doi.org/10.21236/ada210052.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Lewis, E. E., and Zhuguo Tu. Monte Carlo Reliability Analysis. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada181406.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Gubernatis, James E. A Monte Carlo Sampler. Office of Scientific and Technical Information (OSTI), 2012. http://dx.doi.org/10.2172/1052793.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Lewis, E. E. Monte Carlo Reliability Analysis. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada162379.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Cullen, D. Monte Carlo Statistical Convergence. Office of Scientific and Technical Information (OSTI), 2023. http://dx.doi.org/10.2172/1972034.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Picard, Richard Roy, Anthony J. Zukaitis, and Robert Authur Forster, III. Evaluating Equivalent Monte Carlo Calculations. Office of Scientific and Technical Information (OSTI), 2018. http://dx.doi.org/10.2172/1475321.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Monte Carlo' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography