Relevant bibliographies by topics / Analyse monte carlo

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Analyse monte carlo'

Author: Grafiati
Published: 4 June 2021
Last updated: 16 February 2022

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Journal articles on the topic "Analyse monte carlo"

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Qin, Dong Ze, and Ning Jun Fan. "Analyse of the Sub-Munitions Fuze Reliability." Applied Mechanics and Materials 203 (October 2012): 488–91. http://dx.doi.org/10.4028/www.scientific.net/amm.203.488.

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In order to explore the unexploded ordnance problem of cluster munitions and find the solutions,M85 Sub-munitions reliability models were established,and the models were simulated by applying the Monte Carlo method.The causes of failure and influencing factors of the dual-purpose improved conventional munitions M85 have been analyzed according to experimental data, so these results show reliability models are right.
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Farnsworth, J., G. E. Murch, I. V. Belova, A. Öchsner, and T. Fiedler. "A lattice Monte Carlo analysis on thermal diffusion in syntactic hollow-sphere structures. ‘Lattice Monte Carlo’ Analyse thermischer Diffusion in syntaktischen Hohlkugelstrukturen." Materialwissenschaft und Werkstofftechnik 41, no. 5 (2010): 283–86. http://dx.doi.org/10.1002/mawe.201000598.

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Morgenthal, Guido, and Marcus Achenbach. "Stochastische Untersuchung brandbeanspruchter Stahlbetonstützen/Stochastic analysis of reinforced concrete columns subjected to fire." Bauingenieur 90, no. 09 (2015): 456–62. http://dx.doi.org/10.37544/0005-6650-2015-09-84.

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Es werden Monte-Carlo-Simulationen brandbeanspruchter Stahlbetonstützen mit dem allgemeinen Verfahren nach DIN EN 1992–1–2 durchgeführt. Dabei werden zwölf Pendelstützen mit konstanter Lastausmitte und einer allseitigen Beflammung durch die Einheits-Temperaturzeitkurve untersucht. Die bei der Simulation berücksichtigte Feuerwiderstandsdauer wird mit den in DIN EN 1992–1–2 enthaltenen tabellarischen Daten bestimmt. Die Beispiele werden so gewählt, dass sie im experimentell abgesicherten Bereich liegen.   Bei der Monte-Carlo-Simulation werden zwei Rechenläufe betrachtet. Beim ersten Lau
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Lewy, P., and A. Nielsen. "Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo." ICES Journal of Marine Science 60, no. 4 (2003): 743–52. http://dx.doi.org/10.1016/s1054-3139(03)00080-8.

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Abstract A new age-structured stock dynamics approach including stochastic survival and recruitment processes is developed and implemented. The model is able to analyse detailed sources of information used in standard age-based fish stock assessment such as catch-at-age and effort data from commercial fleets and research surveys. The stock numbers are treated as unobserved variables subject to process errors while the catches are observed variables subject to both sampling and process errors. Results obtained for North Sea plaice using Markov Chain Monte Carlo methods indicate that the process
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Iannone, F., G. Noviello, and A. Sarno. "Monte Carlo techniques to analyse the electrical mismatch losses in large-scale photovoltaic generators." Solar Energy 62, no. 2 (1998): 85–92. http://dx.doi.org/10.1016/s0038-092x(97)00085-6.

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Rofatto, Vinicius Francisco, Marcelo Tomio Matsuoka, and Ivandro Klein. "An Attempt to Analyse Baarda’s Iterative Data Snooping Procedure based on Monte Carlo Simulation." South African Journal of Geomatics 6, no. 3 (2017): 416. http://dx.doi.org/10.4314/sajg.v6i3.11.

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Majewski, Sebastian, and Agnieszka Majewska. "Using Monte Carlo Methods for the Valuation of Intangible Assets in Sports Economics." Folia Oeconomica Stetinensia 17, no. 2 (2017): 71–82. http://dx.doi.org/10.1515/foli-2017-0019.

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AbstractThis paper indicates the possibilities of using Monte Carlo simulations methods in players’ performance rights value monitoring. The authors have formulated a hypothesis that connects Monte Carlo methods (MC) and econometric models of the player’s life cycle that could give club managers another source of information for the decision process. The MC method in finance is usually used to value the option price on the basis of assumed distribution of price changes. In this approach, the method was used to determine future the hypothetical value of footballers’ performance rights. Using ec
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Shtejer, K. "Prediction of the particle production in pp collisions with the MPD detector at NICA collider." EPJ Web of Conferences 204 (2019): 07005. http://dx.doi.org/10.1051/epjconf/201920407005.

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The proton-proton collisions have been extensively used as a baseline reference for nucleus-nucleus collisions. In this work, Monte Carlo simulations of inelastic head-on pp interactions at $\sqrt s = 6 - 25\,{\rm{GeV}}$ were performed to study the possibilities of the Multi–Purpose Detector (MPD) to register data from small systems at the energy range of NICA. For that purpose the Monte Carlo models EPOS 1.99 and UrQMD 3.4 were used as event generators to analyse the charge particle yield from pp collisions in the framework of MpdRoot. The production of protons, pions and kaons from pp collis
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Pascual, Elena, José M. Iglesias, María J. Martín, and Raúl Rengel. "Harmonic Extraction in Graphene: Monte Carlo Analysis of the Substrate Influence." Materials 14, no. 17 (2021): 5108. http://dx.doi.org/10.3390/ma14175108.

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Graphene on different substrates, such as SiO2, h-BN and Al2O3, has been subjected to oscillatory electric fields to analyse the response of the carriers in order to explore the generation of terahertz radiation by means of high-order harmonic extraction. The properties of the ensemble Monte Carlo simulator employed for such study have allowed us to evaluate the high-order harmonic intensity and the spectral density of velocity fluctuations under different amplitudes of the periodic electric field, proving that strong field conditions are preferable for the established goal. Furthermore, by co
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Schiegl, M. "On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study." ASTIN Bulletin 32, no. 1 (2002): 107–28. http://dx.doi.org/10.2143/ast.32.1.1018.

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AbstractA method for analysing the risk of taking a too low reserve level by the use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms of the Chain Ladder standard error has to be added to the Chain Ladder reserve in order to reach a specified security level in loss reserving. This is an important question in the framework of integrated risk management of an insurance company. Furthermore we investigate the relative bias of Chain Ladder estimators. We use Monte Carlo simulation technique as well as the collective model of risk theory in
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Dissertations / Theses on the topic "Analyse monte carlo"

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Koudiraty, Abdoul A. "Analyse numérique de méthodes quasi-Monte Carlo." Chambéry, 2001. http://www.theses.fr/2001CHAMS015.

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Samiri, Abdelkrim. "Simulation et analyse du processus mammographique par la méthode Monte-Carlo /." [S.l.] : [s.n.], 1995. http://library.epfl.ch/theses/?nr=1268.

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Pilleboue, Adrien. "Analyse spatiale et spectrale des motifs d'échantillonnage pour l'intégration Monte Carlo." Thesis, Lyon 1, 2015. http://www.theses.fr/2015LYO10225/document.

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L’échantillonnage est une étape clé dans le rendu graphique. Il permet d’intégrer la lumière arrivant en un point de la scène pour en calculer sa couleur. Généralement, la méthode utilisée est l’intégration Monte Carlo qui approxime cette intégrale en choisissant un nombre fini d’échantillons. La réduction du biais et de la variance de l’intégration Monte Carlo est devenue une des grandes problématiques en rendu réaliste. Les techniques trouvées consistent à placer les points d’échantillonnage avec intelligence de façon à rendre la distribution la plus uniforme possible tout en évitant les rég
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Tarhini, Ali. "Analyse numérique des méthodes quasi-Monte Carlo appliquées aux modèles d'agglomération." Chambéry, 2008. http://www.theses.fr/2008CHAMS015.

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Les méthodes de Monte Carlo (MC) sont des méthodes statistiques basées sur l'utilisation répétée de nombres aléatoires. Les méthodes quasi-Monte Carlo (QMC) sont des versions déterministes des méthodes de Monte Carlo. Les suites aléatoires sont remplacées par des suites à discrépance faible, qui ont une meilleure répartition uniforme dans le cube unite s- dimensionnel. Nous utilisons une classe particulière de suites à discrépance faible : les suites-(t,s). Dans ce travail, nous developpons et analysons des méthodes particulaires Monte Carlo et quasi-Monte Carlo pour les phénomènes d'agglomera
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Gilquin, Laurent. "Échantillonnages Monte Carlo et quasi-Monte Carlo pour l'estimation des indices de Sobol' : application à un modèle transport-urbanisme." Thesis, Université Grenoble Alpes (ComUE), 2016. http://www.theses.fr/2016GREAM042/document.

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Le développement et l'utilisation de modèles intégrés transport-urbanisme sont devenus une norme pour représenter les interactions entre l'usage des sols et le transport de biens et d'individus sur un territoire. Ces modèles sont souvent utilisés comme outils d'aide à la décision pour des politiques de planification urbaine.Les modèles transport-urbanisme, et plus généralement les modèles mathématiques, sont pour la majorité conçus à partir de codes numériques complexes. Ces codes impliquent très souvent des paramètres dont l'incertitude est peu connue et peut potentiellement avoir un impact i
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Ounaissi, Daoud. "Méthodes quasi-Monte Carlo et Monte Carlo : application aux calculs des estimateurs Lasso et Lasso bayésien." Thesis, Lille 1, 2016. http://www.theses.fr/2016LIL10043/document.

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La thèse contient 6 chapitres. Le premier chapitre contient une introduction à la régression linéaire et aux problèmes Lasso et Lasso bayésien. Le chapitre 2 rappelle les algorithmes d’optimisation convexe et présente l’algorithme FISTA pour calculer l’estimateur Lasso. La statistique de la convergence de cet algorithme est aussi donnée dans ce chapitre en utilisant l’entropie et l’estimateur de Pitman-Yor. Le chapitre 3 est consacré à la comparaison des méthodes quasi-Monte Carlo et Monte Carlo dans les calculs numériques du Lasso bayésien. Il sort de cette comparaison que les points de Hamme
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Ammari, Mohamed Lessaad. "Analyse par simulations Monte Carlo rapides des performances des systèmes OFDM égalisés." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape8/PQDD_0002/MQ43749.pdf.

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Hillig, Thomas. "Verfahrensvarianten der Conjoint-Analyse zur Prognose von Kaufentscheidungen : eine Monte-Carlo-Simulation /." Wiesbaden : Dt. Univ.-Verl, 2006. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=013130674&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Scemama, Anthony. "Réactivité en milieu atmosphérique et analyse Monte Carlo quantique de la localisation électronique." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2004. http://tel.archives-ouvertes.fr/tel-00518025.

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Nous devions fournir des résultats théoriques aux expérimentateurs du LISA (Paris XII) pour les aider dans les identications spectroscopiques de polyynes de l'atmosphère de Titan. Puis nous nous sommes intéressés à des problèmes plus théoriques concernant la nature des liaisons chimiques (alternance simple/triple liaison). Nous avons ensuite étudié le produit de cyclisation de C4H2, ainsi que les réactions de formation à partir de molécules de l'atmosphère de Titan et des réactions d'isomérisation. Puis, nous avons essayé d'étendre notre étude au terme suivant, C6H2. Les méthodes classiques ne
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Samba, Gérald. "Analyse asymptotique de schémas de résolution de l'équation du transport en régime diffusif." Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2008. http://tel.archives-ouvertes.fr/tel-00363723.

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La méthode Symbolique Implicite Monte Carlo permet d'obtenir une approximation de la solution de l'équation du transport. Dans la méthode originelle, les fonctions d'approximation étaient choisies constantes par morceaux. On démontre qu'en prenant des fonctions linéaires par morceaux, cette méthode possède alors la limite diffusion, c'est à dire qu'en milieu diffusif, elle approche la solution de l'équation de diffusion même lorsque la taille des mailles est grande vis à vis du libre parcours, à condition que celle ci reste suffisante pour résoudre l'échelle de la diffusion. On montre que les
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Books on the topic "Analyse monte carlo"

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Conjoint-Analyse mit vielen Merkmalen: Monte Carlo-Untersuchung einer gebrückten Conjoint-Analyse. P. Lang, 2002.

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Hillig, Thomas. Verfahrensvarianten der Conjoint-Analyse zur Prognose von Kaufentscheidungen: Eine Monte-Carlo-Simulation. Deutscher Universitäts-Verlag, 2006.

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Weber, Marcus. Meshless methods in conformation dynamics. Hut, 2006.

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Bishop, Keller Herbert, ed. Analysis of numerical methods. Dover Publications, 1994.

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Novak, Erich. Deterministic and stochastic error bounds in numerical analysis. Springer-Verlag, 1988.

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Lemieux, Christiane. Monte carlo and quasi-monte carlo sampling. Springer, 2009.

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Henryk, Woźniakowski, and SpringerLink (Online service), eds. Monte Carlo and Quasi-Monte Carlo Methods 2010. Springer Berlin Heidelberg, 2012.

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1968-, Keller Alexander, Heinrich Stefan, and Niederreiter Harald 1944-, eds. Monte Carlo and Quasi-Monte Carlo methods 2006. Springer, 2008.

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Liang, F. Advanced Markov chain Monte Carlo methods: Learning from past samples. Wiley, 2010.

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Haug, Alfred A. Tests for cointegration: a Monte Carlo comparison. York University, Department of Economics, 1993.

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Book chapters on the topic "Analyse monte carlo"

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Cano, Joan, and Yves Journaux. "Monte Carlo Simulation: A Tool to Analyse Magnetic Properties." In Magnetism: Molecules to Materials V. Wiley-VCH Verlag GmbH & Co. KGaA, 2005. http://dx.doi.org/10.1002/3527604383.ch6.

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Cano, Joan, and Yves Journaux. "Monte Carlo Simulation: A Tool to Analyse Magnetic Properties." In Magnetism: Molecules to Materials. Wiley-VCH Verlag GmbH & Co. KGaA, 2005. http://dx.doi.org/10.1002/9783527620548.ch6d.

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Register, Andy. "Monte Carlo Analysis." In Modeling and Simulation in the Systems Engineering Life Cycle. Springer London, 2015. http://dx.doi.org/10.1007/978-1-4471-5634-5_18.

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Barbu, Adrian, and Song-Chun Zhu. "Convergence Analysis of MCMC." In Monte Carlo Methods. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-13-2971-5_7.

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Yoe, Charles. "Monte Carlo Process." In Principles of Risk Analysis. CRC Press, 2019. http://dx.doi.org/10.1201/9780429021121-15.

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Lange, Kenneth. "Independent Monte Carlo." In Numerical Analysis for Statisticians. Springer New York, 2010. http://dx.doi.org/10.1007/978-1-4419-5945-4_23.

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Budde, Carlos E., and Arnd Hartmanns. "Replicating $$\textsc {Restart}$$ with Prolonged Retrials: An Experimental Report." In Tools and Algorithms for the Construction and Analysis of Systems. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-72013-1_21.

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AbstractStatistical model checking uses Monte Carlo simulation to analyse stochastic formal models. It avoids state space explosion, but requires rare event simulation techniques to efficiently estimate very low probabilities. One such technique is $$\textsc {Restart}$$ R E S T A R T . Villén-Altamirano recently showed—by way of a theoretical study and ad-hoc implementation—that a generalisation of $$\textsc {Restart}$$ R E S T A R T to prolonged retrials offers improved performance. In this paper, we demonstrate our independent replication of the original experimental results. We implemented $$\textsc {Restart}$$ R E S T A R T with prolonged retrials in the and tools, and apply them to the models used originally. To do so, we had to resolve ambiguities in the original work, and refine our setup multiple times. We ultimately confirm the previous results, but our experience also highlights the need for precise documentation of experiments to enable replicability in computer science.
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Bonamente, Massimiliano. "Monte Carlo Methods." In Statistics and Analysis of Scientific Data. Springer New York, 2016. http://dx.doi.org/10.1007/978-1-4939-6572-4_14.

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Bonamente, Massimiliano. "Monte Carlo Methods." In Statistics and Analysis of Scientific Data. Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-7984-0_9.

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Hellekalek, Peter. "On correlation analysis of pseudorandom numbers." In Monte Carlo and Quasi-Monte Carlo Methods 1996. Springer New York, 1998. http://dx.doi.org/10.1007/978-1-4612-1690-2_16.

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Conference papers on the topic "Analyse monte carlo"

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Huang, Yam, Honda Shi, Wei Wang, and Yong Fan. "The Reliability Analysis for Coastal Structure Based on Monte Carlo Method." In ASME 2008 27th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2008. http://dx.doi.org/10.1115/omae2008-57223.

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The Monte Carlo method is often a favorite selection to estimate the reliability of structure since it involves no complex mathematical analysis, especially when systems are so complex or large that deterministic methods are difficult. In this paper, Monte Carlo method is used to analyse the failure probability of a gravity wharf in Yellow Sea. In addition, in view of the uncertainty exited in calculation model or other aspects, the sensitivity of failure probability is calculated.
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Esteve, D., M. Djafari - Rouhani, V. V. Pham, A. Amrani, and J. J. Simonne. "Molecular Mechanics And Monte Carlo Simulations, A Tool To Analyse Defects Formation In Heteroepitaxial Growth." In 1988 Semiconductor Symposium, edited by Anupam Madhukar. SPIE, 1988. http://dx.doi.org/10.1117/12.947357.

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Soprano, Alessandro, Francesco Caputo, and Giuseppe Lamanna. "A Risk Analysis Procedure for Aeronautical Components." In ASME 7th Biennial Conference on Engineering Systems Design and Analysis. ASMEDC, 2004. http://dx.doi.org/10.1115/esda2004-58338.

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This work describes a risk assessment procedure which has been developed by the authors to analyse the spreading of fatigue-induced damage in typical aeronautical components, also taking into account the effects of maintenance. The general model adopted in this procedure is based on a Markov propagation process, embedded in a Monte Carlo global integration strategy. The main feature of such a procedure is related to the modelling of the damage evolutionary process, not only to define the damage initiation step, but also to evaluate the transitional probabilities which characterize the passage
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GRINFELDE, Inga, and Anda BAKUTE. "THE LOCAL PARAMETERS SENSITIVITY OF URBAN HYDROLOGICAL RESPONSE UNIT OF CONCEPTUAL HYDROLOGICAL MODEL METQ." In RURAL DEVELOPMENT. Aleksandras Stulginskis University, 2018. http://dx.doi.org/10.15544/rd.2017.075.

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The urbanised areas have a significant impact on hydrological processes of the catchment. The average annual urbanisation temp in EU is 0.6%. The existing version of conceptual hydrological model METQ is developed for natural hydrological response units such as forests, swamps and agricultural land. The growing urbanisation level force to add to the model urban hydrological response unit. This study aims to analyse local parameter sensitivity of urban hydrological response unit of conceptual hydrological model METQ. The local sensitivity was made using Monte-Carlo simulations. To evaluate loca
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Baker, Feyaz, Arunava Mukhoti, and B. R. Chandavarkar. "An Analysis of Heuristics for a Mathematically Incomplete Variant of TicTacToe." In International Conference on Women Researchers in Electronics and Computing. AIJR Publisher, 2021. http://dx.doi.org/10.21467/proceedings.114.57.

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We attempt to produce a game-winning heuristic for the mathematically incomplete game Ultimate Tic Tac Toe (UTT). There are several game AI that use Monte Carlo Tree Search to decide moves, however, heuristics offer a faster and computationally cheaper alternative. The mathematical analysis of UTT has not been actively pursued, so we attempt to prove a posteriori. We have decided on a few strategies for playing, and assign different strategies to each player. We play several automated games of UTT, and statistically analyse which games end quickest, and use that data to find optimal strategies
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Barzilov, Alexander P., Ivan Novikov, and Brian Cooper. "Monte Carlo analysis of pulse neutron based cargo interrogation system." In 2009 IEEE Conference on Technologies for Homeland Security (HST). IEEE, 2009. http://dx.doi.org/10.1109/ths.2009.5168104.

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Basden, Alastair, Richard Myers, and Timothy Butterley. "Monte-Carlo simulation of EAGLE." In Adaptive Optics: Methods, Analysis and Applications. OSA, 2009. http://dx.doi.org/10.1364/aopt.2009.aotud4.

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Zhou, Xingyuan, Qi Liao, Mengyun Lv, Haoran Zhang, Yongtu Liang, and Chengcheng Xiang. "A Multi-Module Systemic Approach for the Supply Reliability Analysis of Multi-Product Pipeline Under Pump Units Failure." In 2018 12th International Pipeline Conference. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/ipc2018-78367.

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As the primary means of refined products transportation, multi-product pipeline plays a vital role in connecting refineries to local markets. Once disruptions occur, it will cause security issue on oil supply to downstream markets, even on the economy and stability of society. Based on the conventional reliability theory and detailed scheduling method of multi-product pipeline considering hydraulic constraints, this paper firstly proposes a multi-module systemic approach for the supply reliability analysis of multi-product pipeline under pump units failure conditions. Pump units are important
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Murat, P. "CDF Monte Carlo’2000." In ADVANCED COMPUTING AND ANALYSIS TECHNIQUES IN PHYSICS RESEARCH: VII International Workshop; ACAT 2000. AIP, 2001. http://dx.doi.org/10.1063/1.1405334.

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Graham, G. E. "DZero Monte Carlo simulation." In ADVANCED COMPUTING AND ANALYSIS TECHNIQUES IN PHYSICS RESEARCH: VII International Workshop; ACAT 2000. AIP, 2001. http://dx.doi.org/10.1063/1.1405336.

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Reports on the topic "Analyse monte carlo"

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Lewis, Elmir E. Monte Carlo Reliability Analysis. Defense Technical Information Center, 1989. http://dx.doi.org/10.21236/ada210052.

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Lewis, E. E., and Zhuguo Tu. Monte Carlo Reliability Analysis. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada181406.

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Lewis, E. E. Monte Carlo Reliability Analysis. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada162379.

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Boyd, Iain D., Xiaoming Liu, and Jitendra Balakrishnan. Monte Carlo Analysis of Nonequilibrium Ionized Flows. Defense Technical Information Center, 1996. http://dx.doi.org/10.21236/ada315593.

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Blomquist, R. N. Monte Carlo analysis of a loosely coupled reactor. Office of Scientific and Technical Information (OSTI), 1995. http://dx.doi.org/10.2172/92055.

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Marks, Christopher, Christian Darken, Arnie Buss, Kyle Lin, and Jonathan Alt. Mission Command Analysis Using Monte Carlo Tree Search. Defense Technical Information Center, 2013. http://dx.doi.org/10.21236/ada586801.

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Author, Not Given. Proton spin structure from Monte Carlo global QCD analyses. Office of Scientific and Technical Information (OSTI), 2018. http://dx.doi.org/10.2172/1468927.

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Fishman, George S. Sensitivity Analysis Using the Monte Carlo Acceptance-Rejection Method. Defense Technical Information Center, 1988. http://dx.doi.org/10.21236/ada201261.

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Carlin, Bradley P., and Alan E. Gelfand. An Iterative Monte Carlo Method for Nonconjugate Bayesian Analysis. Defense Technical Information Center, 1992. http://dx.doi.org/10.21236/ada255991.

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Banks, H. T., Kathleen J. Holm, and Franz Kappel. A Monte Carlo Based Analysis of Optimal Design Criteria. Defense Technical Information Center, 2011. http://dx.doi.org/10.21236/ada556942.

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