Multilevel Monte Carlo method

An introduction to multilevel Monte Carlo methods – Michael Giles – ICM2018

Numerical Analysis and Scientific Computing Invited Lecture 15.7 An introduction to multilevel Monte Carlo methods Michael Giles Abstract: In recent years there has been very substantial growth in stochastic modelling in many application areas, and this has led to much greater use of Mon

From playlist Numerical Analysis and Scientific Computing

What is the Monte Carlo method? | Monte Carlo Simulation in Finance | Pricing Options

In today's video we learn all about the Monte Carlo Method in Finance. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter h

From playlist Exotic Options & Structured Products

Monte Carlo Integration In Python For Noobs

Monte Carlo is probably one of the more straightforward methods of numerical Integration. It's not optimal if working with single-variable functions, but nonetheless is easy to use, and readily generalizes to multi-variable functions. In this video I motivate the method, then solve a one-d

From playlist Daily Uploads

Dr Lukasz Szpruch, University of Edinburgh

Bio I am a Lecturer at the School of Mathematics, University of Edinburgh. Before moving to Scotland I was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford, and a member of Oxford-Man Institute for Quantitative Finance. I hold a Ph.D. in mathematics fr

From playlist Short Talks

Raúl Tempone: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation

Abstract: We describe and analyze the Multi-Index Monte Carlo (MIMC) and the Multi-Index Stochastic Collocation (MISC) method for computing statistics of the solution of a PDE with random data. MIMC is both a stochastic version of the combination technique introduced by Zenger, Griebel and

From playlist Probability and Statistics

Arnaud Guyader: Rare event simulation for molecular dynamics

Abstract: This talk is devoted to the presentation of algorithms for simulating rare events in a molecular dynamics context, e.g., the simulation of reactive paths. We will consider ℝ^d as the space of configurations for a given system, where the probability of a specific configuration is

From playlist Probability and Statistics

Raúl Tempone: Adaptive strategies for Multilevel Monte Carlo

Abstract: We will first recall, for a general audience, the use of Monte Carlo and Multi-level Monte Carlo methods in the context of Uncertainty Quantification. Then we will discuss the recently developed Adaptive Multilevel Monte Carlo (MLMC) Methods for (i) It Stochastic Differential Equ

From playlist Probability and Statistics

Multimeter Review / DMM Review / buyers guide / tutorial

A list of my multimeters can be purchased here: http://astore.amazon.com/m0711-20?_encoding=UTF8&node=5 In this video I do a review of several digital multimeters. I compare features and functionality. I explain safety features, number of digits, display count, accuracy and resolution. Th

From playlist Multimeter reviews, buyers guide and comparisons.

Solving for cosine using multiple angles

👉 Learn how to solve trigonometric equations. There are various methods that can be used to evaluate trigonometric equations, they include by factoring out the GCF and simplifying the factored equation. Another method is to use a trigonometric identity to reduce and then simplify the given

From playlist Solve Trigonometric Equations with Multi Angles

Julia Charrier: Subsurface flow with uncertainty : applications and numerical analysis issues

Abstract: In this talk we first quickly present a classical and simple model used to describe flow in porous media (based on Darcy's Law). The high heterogeneity of the media and the lack of data are taken into account by the use of random permability fields. We then present some mathemati

From playlist Numerical Analysis and Scientific Computing

Lecture Lorenzo Pareschi: Uncertainty quantification for kinetic equations III

The lecture was held within the of the Hausdorff Trimester Program: Kinetic Theory Abstract: In these lectures we overview some recent results in the field of uncertainty quantification for kinetic equations with random inputs. Uncertainties may be due to various reasons, like lack of kn

From playlist Summer School: Trails in kinetic theory: foundational aspects and numerical methods

Solving an equation with cosine of a multiple angle

👉 Learn how to solve trigonometric equations. There are various methods that can be used to evaluate trigonometric equations, they include by factoring out the GCF and simplifying the factored equation. Another method is to use a trigonometric identity to reduce and then simplify the given

From playlist Solve Trigonometric Equations with Multi Angles

How to solve multi step equations with fractional coefficients

👉 Learn how to solve multi-step equations with variable on both sides of the equation. An equation is a statement stating that two values are equal. A multi-step equation is an equation which can be solved by applying multiple steps of operations to get to the solution. To solve a multi-s

From playlist How to Solve Multi Step Equations with Variables on Both Sides

How to solve a multi step equation with fractions

👉 Learn how to solve multi-step equations with variable on both sides of the equation. An equation is a statement stating that two values are equal. A multi-step equation is an equation which can be solved by applying multiple steps of operations to get to the solution. To solve a multi-s

From playlist How to Solve Multi Step Equations with Variables on Both Sides

Algorithms for computational statistical physics (Part 2) by Tony Lelièvre

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

Solving an equation with no solution

👉 Learn how to solve multi-step equations with variable on both sides of the equation. An equation is a statement stating that two values are equal. A multi-step equation is an equation which can be solved by applying multiple steps of operations to get to the solution. To solve a multi-s

From playlist How to Solve Multi Step Equations with Variables on Both Sides

Statistical Rethinking 2022 Lecture 13 - Multi-Multilevel Models

Slides and other course materials: https://github.com/rmcelreath/stat_rethinking_2022 Music: https://www.youtube.com/watch?v=R2d2spnXyLA Glass blowing: https://www.youtube.com/watch?v=apDH4YEv3_c Chapters: 00:00 Introduction 08:25 Multiple cluster types 29:00 Multilevel predictions 38:39

From playlist Statistical Rethinking 2022

Solving an equation with variables on both sides no solution

👉 Learn how to solve multi-step equations with variable on both sides of the equation. An equation is a statement stating that two values are equal. A multi-step equation is an equation which can be solved by applying multiple steps of operations to get to the solution. To solve a multi-s

From playlist How to Solve Multi Step Equations with Variables on Both Sides

Opportunities and challenges for numerical analysis in simulation – B. Wohlmuth – ICM2018

Numerical Analysis and Scientific Computing Invited Lecture 15.6 Opportunities and challenges for numerical analysis in large-scale simulation Barbara Wohlmuth Abstract: For centuries, many important theories and models of physical phenomena have been characterized by partial differentia

From playlist Numerical Analysis and Scientific Computing