A Quasi-Monte Carlo Scheme Using Nets for a Linear Boltzmann Equation

SIAM Journal on Numerical Analysis ◽

10.1137/s0036142995290051 ◽

1998 ◽

Vol 35 (1) ◽

pp. 51-70 ◽

Author(s):

Christian Lécot ◽

Ibrahim Coulibaly

Keyword(s):

Monte Carlo ◽

Boltzmann Equation ◽

Linear Boltzmann Equation ◽

Quasi Monte Carlo

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A Variance Reduction Approach for Monte Carlo Solutions of the Non-Linear Boltzmann Equation

ASME 3rd International Conference on Microchannels and Minichannels, Part B cont’d ◽

10.1115/icmm2005-75099 ◽

2005 ◽

Author(s):

Lowell L. Baker ◽

Nicolas G. Hadjiconstantinou

Keyword(s):

Monte Carlo ◽

Boltzmann Equation ◽

Variance Reduction ◽

Linear Boltzmann Equation ◽

Reduction Approach

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An Unsplit Monte-Carlo solver for the resolution of the linear Boltzmann equation coupled to (stiff) Bateman equations

Journal of Computational Physics ◽

10.1016/j.jcp.2017.10.027 ◽

2018 ◽

Vol 354 ◽

pp. 211-241 ◽

Author(s):

Adrien Bernede ◽

Gaël Poëtte

Keyword(s):

Monte Carlo ◽

Boltzmann Equation ◽

Linear Boltzmann Equation

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Three-dimensional Monte Carlo simulations of the quantum linear Boltzmann equation

Physical Review E ◽

10.1103/physreve.76.036706 ◽

2007 ◽

Vol 76 (3) ◽

Author(s):

Heinz-Peter Breuer ◽

Bassano Vacchini

Keyword(s):

Monte Carlo ◽

Boltzmann Equation ◽

Monte Carlo Simulations ◽

Three Dimensional ◽

Linear Boltzmann Equation

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Direct derivation of Skullerud's Monte Carlo method for charged particle transport from the linear Boltzmann equation

Physica A Statistical Mechanics and its Applications ◽

10.1016/s0378-4371(02)01007-5 ◽

2002 ◽

Vol 313 (3-4) ◽

pp. 389-396 ◽

Author(s):

S Longo

Keyword(s):

Monte Carlo ◽

Charged Particle ◽

Boltzmann Equation ◽

Monte Carlo Method ◽

Particle Transport ◽

Linear Boltzmann Equation ◽

Direct Derivation ◽

Charged Particle Transport

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A Quasi-Monte Carlo Method for the Boltzmann Equation

Mathematics of Computation ◽

10.2307/2008398 ◽

1991 ◽

Vol 56 (194) ◽

pp. 621 ◽

Author(s):

Christian Lecot

Keyword(s):

Monte Carlo ◽

Boltzmann Equation ◽

Monte Carlo Method ◽

Quasi Monte Carlo ◽

The Boltzmann Equation

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A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation

Journal of Computational Physics ◽

10.1016/j.jcp.2019.01.052 ◽

2019 ◽

Vol 385 ◽

pp. 135-162 ◽

Author(s):

Gaël Poëtte

Keyword(s):

Monte Carlo ◽

Boltzmann Equation ◽

Linear Boltzmann Equation

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A quasi-Monte Carlo method for the Boltzmann equation

Mathematics of Computation ◽

10.1090/s0025-5718-1991-1068812-4 ◽

1991 ◽

Vol 56 (194) ◽

pp. 621-621

Author(s):

Christian L{écot

Keyword(s):

Monte Carlo ◽

Boltzmann Equation ◽

Monte Carlo Method ◽

Quasi Monte Carlo ◽

The Boltzmann Equation

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Spectral properties and finite range elementary solutions of the linear Boltzmann equation

Bulletin de la Classe des sciences ◽

10.3406/barb.1973.60788 ◽

1973 ◽

Vol 59 (1) ◽

pp. 926-947

Author(s):

C. Syros

Keyword(s):

Boltzmann Equation ◽

Spectral Properties ◽

Linear Boltzmann Equation ◽

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Correction to “Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond”

ANZIAM Journal ◽

10.21914/anziamj.v54i0.6962 ◽

2013 ◽

Vol 54 ◽

pp. 216 ◽

Author(s):

F. Y. Kuo ◽

Ch. Schwab ◽

I. H. Sloan

Keyword(s):

Hilbert Space ◽

Monte Carlo ◽

Monte Carlo Methods ◽

High Dimensional ◽

Quasi Monte Carlo ◽

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Least-Squares Monte Carlo and Quasi Monte Carlo Method in Pricing American Put Options Using Matlab

SSRN Electronic Journal ◽

10.2139/ssrn.2735477 ◽

2015 ◽

Author(s):

Phuc T. Phan

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Least Squares ◽

Put Options ◽

Least Squares Monte Carlo ◽

Quasi Monte Carlo ◽

American Put Options ◽

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