Mohamed El-Beltagy
Professor, Engineering Mathematics and Physics Department
Engineering Faculty, Cairo University,12613, Giza, Egypt
(email)
Multilevel Monte Carlo by using the Halton sequence
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Nagy, S., M. El-Beltagy, and M. Wafa, "Multilevel Monte Carlo by using the Halton sequence", Monte Carlo Methods and Applications, vol. 26, issue 3, pp. 193–203, 2020.
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Recent Publications
Quasi-Monte Carlo Technique With the Halton Sequence Applied To Mushroom wave guide Photodetectors (WGPDs)
Analytical and Computational Analysis of Fractional Stochastic Models Using Iterated Itô Integrals
A Study of The Stochastic Burgers’ Equation Using The Dynamical Orthogonal Method
Numerical solutions of stochastic Duffing-Van der Pol equations
An efficient space-time model for the stochastic nuclear reactors
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