Patents Assigned to Numerix Corp.
  • Patent number: 6208738
    Abstract: A method and system for accelerating an integral evaluation program using the Monte Carlo evaluation by sequence generation program without disclosing the internal workings and functionality of the programs. More specifically, the present invention uses a sequence generation program to generate a point in a sequence. An integral evaluation program calculates the integrand at that point and passes the result to the sequence generation program. Based on this sample, the sequence generation program generates further points in the sequence based on the integrand but without revealing specific information about the sequence. The sequence is used by the integral evaluation program to solve the integral without revealing the details of the sequence generation program.
    Type: Grant
    Filed: February 14, 1997
    Date of Patent: March 27, 2001
    Assignee: Numerix Corp.
    Inventors: Nigel David Goldenfeld, Dmitri Linde, Alexander Sokol