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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.
PhotonSim is a general purpose physical/optical MC-enabled raytracing framework. It will be able to simulate optical systems like cameras, telescopes, spectrographs etc. PhotonSim is not an rendering engine. It does focus on physically accurate results.