scholarly journals Parallel Monte Carlo simulation algorithm for the spectral reflectance and transmittance of the wind-generated bubble layers in the upper ocean using CUDA

2020 ◽  
Vol 28 (22) ◽  
pp. 33538
Author(s):  
Yu Yang ◽  
Lixin Guo
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Spectral Reflectance ◽  
Upper Ocean ◽  
Simulation Algorithm ◽  
Bubble Layers

scholarly journals Monte Carlo simulation of spectral reflectance and BRDF of the bubble layer in the upper ocean

2015 ◽  
Vol 23 (19) ◽  
pp. 24274 ◽  
Author(s):  
Lanxin Ma ◽  
Fuqiang Wang ◽  
Chengan Wang ◽  
Chengchao Wang ◽  
Jianyu Tan
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Spectral Reflectance ◽  
Upper Ocean ◽  
Bubble Layer

PARALLELIZATION OF THE ISING SIMULATION

1993 ◽  
Vol 04 (06) ◽  
pp. 1131-1135 ◽  
Author(s):  
NOBUYASU ITO
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Simulation Algorithm ◽  
Efficient Simulation ◽  
Relaxation Study ◽  
Single Processor ◽  
Non Equilibrium

The parallelization aspect of the Ising Monte Carlo simulation is discussed. It is shown that most of the theoretically interesting simulations now are suitable for the trivial parallelization, that is, the Ising simulation is ideally parallelizable. Furthermore, presently most efficient simulation algorithm for single processor is also a kind of trivial paralellization. Results on the non-equilibrium critical relaxation study is included as an example.

Finite element based Monte Carlo simulation of options on Lévy driven assets

2018 ◽  
Vol 05 (01) ◽  
pp. 1850013 ◽  
Author(s):  
Patrik Karlsson
Keyword(s):  
Differential Equation ◽  
Monte Carlo Simulation ◽  
Finite Element ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Transition Matrix ◽  
Simulation Algorithm ◽  
Option Prices ◽  
European Options ◽  
Inverse Transition

This paper extends the simulation algorithm by Andreasen and Huge (2011) to the simulation of option prices and deltas on Lévy driven assets where the simulation is performed relying on the inverse transition matrix of the discretized partial integro differential equation (PIDE). We demonstrate how one can get accurate prices and deltas of European options on VG and CGMY via Monte Carlo simulations.

Environmental project evaluation: IRR-based decision support with a Monte Carlo simulation algorithm

2012 ◽  
Vol 29 (4) ◽  
pp. 291-299 ◽  
Author(s):  
Athanasios C. Karmperis ◽  
Anastasios Sotirchos ◽  
Ilias P. Tatsiopoulos ◽  
Konstantinos Aravossis
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Decision Support ◽  
Project Evaluation ◽  
Simulation Algorithm
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