In this paper, we present a generalization of the multilevel Monte Carlo (MLMC) method to a setting where the level parameter is a continuous variable. This continuous level Monte Carlo (CLMC) estimator provides a natural...
Kinetic Monte Carlo (KMC) is an important computational tool in theoretical physics and chemistry. In contrast to standard Monte Carlo, KMC permits the description of time dependent dynamical processes and is not restricted...
|< |
< |
1 |