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Showing 3 open source projects for "mc"
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CurvatureFilter
Curvature Filters are efficient solvers for Variational Models
These curvature filters were developed by Yuanhao Gong during his PhD studies. MC filter and TV filter are exactly the same as described in the paper. However, the GC filter is slightly modified. Please cite the following papers if you use a curvature filter in your work. Traditional solvers, such as gradient descent or Euler Lagrange Euqation, start at the total energy and use diffusion scheme to carry out the minimization. -
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This project provides a Fortran90 library and a python module for singular spectrum analyses such as PCA/EOF or MSSA. It is intended for people interested, for example, in analysing climate or financial variability.
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mquad
Templated C++ library for multilevel MC and QMC quadrature methods
Goal of this project is to provide the scientific community with a framework that allows for easy design and fast execution of time expensive numerical experiments to investigate multilevel quasi-Monte Carlo methods. Applications we have in mind arise in Mathematical Finance and Physics.
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