Related papers: Technical Note: Radiotherapy dose calculations usi…
Real-space quantum Monte Carlo is used to calculate the total atomization energy of benzene. In contrast to orbital-space methods common in quantum chemistry, real-space methods allow results at near the complete-basis-set limit to be…
Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…
The current and upcoming generation of Very Large Volume Neutrino Telescopes---collecting unprecedented quantities of neutrino events---can be used to explore subtle effects in oscillation physics, such as (but not restricted to) the…
For the calibration of the parameters in static and dynamic SABR stochastic volatility models, we propose the application of the GPU technology to the Simulated Annealing global optimization algorithm and to the Monte Carlo simulation. This…
Infrastructure-as-a-Service (IaaS) clouds offer diverse instance purchasing options. A user can either run instances on demand and pay only for what it uses, or it can prepay to reserve instances for a long period, during which a usage…
Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…
Cloud computing delivers value to users by facilitating their access to computing capacity in periods when their need arises. An approach is to provide both on-demand and spot services on shared servers. The former allows users to access…
This paper covers a massive acceleration of Monte-Carlo based pricing method for financial products and financial derivatives. The method is applicable in risk management settings, where a financial product has to be priced under a number…
We propose a hybrid deterministic and stochastic approach to achieve extended time scales in atomistic simulations that combines the strengths of molecular dynamics (MD) and Monte Carlo (MC) simulations in an easy-to-implement way. The…
Selling reserved instances (or virtual machines) is a basic service in cloud computing. In this paper, we consider a more flexible pricing model for instance reservation, in which a customer can propose the time length and number of…
Real-time dispatch practices for operating the electric grid in an economic and reliable manner are evolving to accommodate higher levels of renewable energy generation. In particular, stochastic optimization is receiving increased…
This paper is the documentation of a pre-study performed by AXA Konzern AG in collaboration with Fraunhofer ITWM to assess the relevance of quantum computing for the insurance industry. Beside a general overview of the status quo of quantum…
Atomistic rigid lattice Kinetic Monte Carlo is an efficient method for simulating nano-objects and surfaces at timescales much longer than those accessible by molecular dynamics. A laborious part of constructing any Kinetic Monte Carlo…
Treatment with high energy ionizing radiation is one of the main methods in modern cancer therapy that is in clinical use. During the last decades, two main approaches to dose calculation were used, Monte Carlo simulations and…
Purpose: Retinoblastoma (RB) is the most common eye tumor in childhood and can be treated external radiotherapy. The purpose of this work is to evaluate the adequacy of Monte Carlo simulations and the accuracy of a commercial treatment…
Despite essential efforts towards advanced wireless medical devices for regular monitoring of blood properties, many such devices are not available or not affordable for everyone in many countries. Alternatively using ordinary devices,…
In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…
Targeted Radionuclide Therapy (TRT) is a well-established technique for cancer treatment. In this approach, radionuclides are bound to specific drugs that selectively transport them to the tumor site. Within the ISOLPHARM project, a…
Infrastructure-as-a-Service providers are offering their unused resources in the form of variable-priced virtual machines (VMs), known as "spot instances", at prices significantly lower than their standard fixed-priced resources. To lease…
Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…