Search Results for "monte carlo pde"

That project aims at studying the impact of IT systems interactions on traveller demand and airline revenues. Passenger demand is generated (Monte Carlo) and injected into simulated CRS and airline IT systems. Differential analysis is then performed on various changes compared to a bottom line scenario.

SPSens is a complete software package written in C that estimates parameter sensitivities for stochastic models of chemical and biochemical reaction networks using Monte Carlo (MC) stochastic simulations. It is possible to estimate sensitivities with respect to system parameters using the following algorithms: finite difference methods (crude monte carlo, common reaction path, coupled finite differences); likelihood ratio methods; and regularized pathwise derivatives. Additionally the package...