Log in

Relevant bibliographies by topics / Monte Carlo simulation method / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Monte Carlo simulation method.

Dissertations / Theses on the topic 'Monte Carlo simulation method'

Author: Grafiati

Published: 4 June 2021

Last updated: 30 January 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Monte Carlo simulation method.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Janzon, Krister. "Monte Carlo Path Simulation and the Multilevel Monte Carlo Method." Thesis, Umeå universitet, Institutionen för fysik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-151975.

Full text

Abstract:

A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). In such a setting the random sampling algorithm Monte Carlo (MC) is useful, where paths of the process are sampled. However, MC in its standard form (SMC) is inherently slow. Additionally, if the analytical solution to the underlying SDE is not available, a numerical approximation of the process is necessary, adding another layer of computational complexity to the SMC algorithm. Thus, the computational cost of achieving a certain level of accuracy of the estimation using SMC may be relatively high. In this thesis we introduce and review the theory of the SMC method, with and without the need of numerical approximation for path simulation. Two numerical methods for path approximation are introduced: the Euler–Maruyama method and Milstein's method. Moreover, we also introduce and review the theory of a relatively new (2008) MC method – the multilevel Monte Carlo (MLMC) method – which is only applicable when paths are approximated. This method boldly claims that it can – under certain conditions – eradicate the additional complexity stemming from the approximation of paths. With this in mind, we wish to see whether this claim holds when pricing a European call option, where the underlying stock process is modelled by geometric Brownian motion. We also want to compare the performance of MLMC in this scenario to that of SMC, with and without path approximation. Two numerical experiments are performed. The first to determine the optimal implementation of MLMC, a static or adaptive approach. The second to illustrate the difference in performance of adaptive MLMC and SMC – depending on the used numerical method and whether the analytical solution is available. The results show that SMC is inferior to adaptive MLMC if numerical approximation of paths is needed, and that adaptive MLMC seems to meet the complexity of SMC with an analytical solution. However, while the complexity of adaptive MLMC is impressive, it cannot quite compensate for the additional cost of approximating paths, ending up roughly ten times slower than SMC with an analytical solution.

APA, Harvard, Vancouver, ISO, and other styles

2

Lee, Ming Ripman, and 李明. "Monte Carlo simulation for confined electrolytes." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31240513.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Lee, Ming Ripman. "Monte Carlo simulation for confined electrolytes /." Hong Kong : University of Hong Kong, 2000. http://sunzi.lib.hku.hk/hkuto/record.jsp?B22055009.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Stephen, Alexander. "Enhancement of thermionic cooling using Monte Carlo simulation." Thesis, University of Aberdeen, 2014. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=210113.

Full text

Abstract:

Advances in the field of semiconductor physics have allowed for rapid development of new, more powerful devices. The new fabrication techniques allow for reductions in device geometry, increasing the possible wafer packing density. The increased output power comes with the price of excessive heat generation, the removal of which proves problematic at such scales for conventional cooling systems. Consequently, there is a rising demand for new cooling systems, preferably those that do not add large amount of additional bulk to the system. One promising system is the thermoelectric (TE) cooler which is small enough to be integrated onto the device wafer. Unlike more traditional gas and liquid coolers, TE coolers do not require moving parts or external liquid reservoirs, relying only on the flow of electrons to transport heat energy away from the device. Although TE cooling provides a neat solution for the extraction of heat from micron scale devices, it can normally only produce small amounts of cooling of 1-2 Kelvin, limiting its application to low power devices. This research aimed to find ways to enhance the performance of the TE cooler using detailed simulation analysis. For this, a self consistent, semi-classical, ensemble Monte Carlo model was designed to investigate the operation of the TE cooler at a higher level than would be possible with experimental measurements alone. As part of its development, the model was validated on a variety of devices including a Gunn diode and two micro-cooler designs from the literature, one which had been previously simulated and another which had been experimentally analysed. When applied to the TE cooler of focus, novel operational data was obtained and signification improvements in cooling power were found with only minor alterations to the device structure and without need for an increase in volume.

APA, Harvard, Vancouver, ISO, and other styles

5

Armour, Jessica D. "On the Gap-Tooth direct simulation Monte Carlo method." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/72863.

Full text

Abstract:

Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, February 2012.
"February 2012." Cataloged from PDF version of thesis.
Includes bibliographical references (p. [73]-74).
This thesis develops and evaluates Gap-tooth DSMC (GT-DSMC), a direct Monte Carlo simulation procedure for dilute gases combined with the Gap-tooth method of Gear, Li, and Kevrekidis. The latter was proposed as a means of reducing the computational cost of microscopic (e.g. molecular) simulation methods using simulation particles only in small regions of space (teeth) surrounded by (ideally) large gaps. This scheme requires an algorithm for transporting particles between teeth. Such an algorithm can be readily developed and implemented within direct Monte Carlo simulations of dilute gases due to the non-interacting nature of the particle-simulators. The present work develops and evaluates particle treatment at the boundaries associated with diffuse-wall boundary conditions and investigates the drawbacks associated with GT-DSMC implementations which detract from the theoretically large computational benefit associated with this algorithm (the cost reduction is linear in the gap-to-tooth ratio). Particular attention is paid to the additional numerical error introduced by the gap-tooth algorithm as well as the additional statistical uncertainty introduced by the smaller number of particles. We find the numerical error introduced by transporting particles to adjacent teeth to be considerable. Moreover, we find that due to the reduced number of particles in the simulation domain, correlations persist longer, and thus statistical uncertainties are larger than DSMC for the same number of particles per cell. This considerably reduces the computational benefit associated with the GT-DSMC algorithm. We conclude that the GT-DSMC method requires more development, particularly in the area of error and uncertainty reduction, before it can be used as an effective simulation method.
by Jessica D. Armour.
S.M.

APA, Harvard, Vancouver, ISO, and other styles

6

Obradovic, Borna Josip. "Multi-dimensional Monte Carlo simulation of ion implantation into complex structures /." Digital version accessible at:, 1999. http://wwwlib.umi.com/cr/utexas/main.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Blanckenberg, J. P. (Jacobus Petrus). "Monte Carlo simulation of direction sensitive antineutrino detection." Thesis, Stellenbosch : University of Stellenbosch, 2010. http://hdl.handle.net/10019.1/2885.

Full text

Abstract:

Thesis (MSc (Physics))--University of Stellenbosch, 2010.
ENGLISH ABSTRACT: Neutrino and antineutrino detection is a fairly new eld of experimental physics, mostly due to the small interaction cross section of these particles. Most of the detectors in use today are huge detectors consisting of kilotons of scintilator material and large arrays of photomultiplier tubes. Direction sensitive antineutrino detection has however, not been done (at the time of writing of this thesis). In order to establish the feasibility of direction sensitive antineutrino detection, a Monte Carlo code, DSANDS, was written to simulate the detection process. This code focuses on the neutron and positron (the reaction products after capture on a proton) transport through scintilator media. The results are then used to determine the original direction of the antineutrino, in the same way that data from real detectors would be used, and to compare it with the known direction. Further investigation is also carried out into the required amount of statistics for accurate results in an experimental eld where detection events are rare. Results show very good directional sensitivity of the detection method.
AFRIKAANSE OPSOMMING: Neutrino en antineutrino meting is 'n relatief nuwe veld in eksperimentele sika, hoofsaaklik as gevolg van die klein interaksie deursnee van hierdie deeltjies. Die meeste hedendaagse detektors is massiewe detektors met kilotonne sintilator materiaal en groot aantalle fotovermenigvuldiger buise. Tans is rigting sensitiewe antineutrino metings egter nog nie uit gevoer nie. 'n Monte Carlo kode, DSANDS, is geskryf om die meet proses te simuleer en sodoende die uitvoerbaarheid van rigting sensitiewe antineutrino metings vas te stel. Hierdie kode fokus op die beweging van neutrone en positrone (die reaksie produkte) deur die sintilator medium. Die resultate word dan gebruik om die oorspronklike rigting van die antineutrino te bepaal, soos met data van regte detektors gedoen sou word, en te vergelyk met die bekende oorspronklike rigting van die antineutrino. Verder word daar ook gekyk na die hoeveelheid statistiek wat nodig sal wees om akkurate resultate te kry in 'n veld waar metings baie skaars is. Die resultate wys baie goeie rigting sensitiwiteit van die meet metode.

APA, Harvard, Vancouver, ISO, and other styles

8

Mansour, Nabil S. "Inclusion of electron-plasmon interactions in ensemble Monte Carlo simulations of degerate GaAs." Diss., Georgia Institute of Technology, 1994. http://hdl.handle.net/1853/13862.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Rumbe, George Otieno. "Performance evaluation of second price auction using Monte Carlo simulation." Diss., Online access via UMI:, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

10

Junnarkar, Parikshit Manoj. "Monte-Carlo simulation of photoproduction of Omega meson." Master's thesis, Mississippi State : Mississippi State University, 2006. http://library.msstate.edu/etd/show.asp?etd=etd-07312006-013358.

Full text

APA, Harvard, Vancouver, ISO, and other styles

11

Gregory, Victor Paul. "Monte Carlo computer simulation of sub-critical Lennard-Jones particles." Thesis, This resource online, 1991. http://scholar.lib.vt.edu/theses/available/etd-11242009-020125/.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

Lloyd, Jennifer A. "Numerical methods for Monte Carlo device simulation." Thesis, Massachusetts Institute of Technology, 1992. http://hdl.handle.net/1721.1/12766.

Full text

Abstract:

Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1992.
Includes bibliographical references (leaves 51-53).
by Jennifer Anne Lloyd.
M.S.

APA, Harvard, Vancouver, ISO, and other styles

13

Kundu, Ashoke. "Monte Carlo simulation of gas-filled radiation detectors." Thesis, University of Surrey, 2000. http://epubs.surrey.ac.uk/987/.

Full text

APA, Harvard, Vancouver, ISO, and other styles

14

Woo, Sungkwon. "Monte Carlo simulation of labor performance during overtime and its impact on project duration /." Digital version accessible at:, 1999. http://wwwlib.umi.com/cr/utexas/main.

Full text

APA, Harvard, Vancouver, ISO, and other styles

15

CASTRO, ANDRE MILHORANCE DE. "PROBABILISTIC LOAD FLOW VIA MONTE CARLO SIMULATION AND CROSS-ENTROPY METHOD." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2017. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36794@1.

Full text

Abstract:

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO
Em planejamento e operação de sistemas de energia elétrica, é necessário realizar diversas avaliações utilizando o algoritmo de fluxo de potência, para obter e monitorar o ponto de operação da rede em estudo. Em sua utilização determinística, devem ser especificados valores de geração e níveis de carga por barra, bem como considerar uma configuração especifica da rede elétrica. Existe, porém, uma restrição evidente em se trabalhar com algoritmo de fluxo de potência determinístico: não há qualquer percepção do impacto gerado por incertezas nas variáveis de entrada que o algoritmo utiliza. O algoritmo de fluxo de potência probabilístico (FPP) visa extrapolar as limitações impostas pelo uso da ferramenta convencional determinística, permitindo a consideração das incertezas de entrada. Obtém-se maior sensibilidade na avaliação dos resultados, visto que possíveis regiões de operação são mais claramente examinadas. Consequentemente, estima-se o risco do sistema funcionar fora de suas condições operativas nominais. Essa dissertação propõe uma metodologia baseada na simulação Monte Carlo (SMC) utilizando técnicas de amostragem por importância via o método de entropia cruzada. Índices de risco para eventos selecionados (e.g., sobrecargas em equipamentos de transmissão) são avaliados, mantendo-se a precisão e flexibilidade permitidas pela SMC convencional, porém em tempo computacional muito reduzido. Ao contrário das técnicas analíticas concebidas para solução do FPP, que visam primordialmente à elaboração de curvas de densidade de probabilidade para as variáveis de saída (fluxos, etc.) e sempre necessitam ter a precisão obtida comparada à SMC, o método proposto avalia somente as áreas das caudas dessas densidades, obtendo resultados com maior exatidão nas regiões de interesse do ponto de vista do risco operativo. O método proposto é aplicado nos sistemas IEEE 14 barras, IEEE RTS e IEEE 118 barras, sendo os resultados obtidos amplamente discutidos. Em todos os casos, há claros ganhos de desempenho computacional, mantendo-se a precisão, quando comparados à SMC convencional. As possíveis aplicações do método e suas derivações futuras também fazem parte da dissertação.
In planning and operation of electric energy systems, it is necessary to perform several evaluations using the power flow algorithm to obtain and monitor the operating point of the network under study. Bearing in mind its deterministic use, generation values and load levels per bus must be specified, as well as a specific configuration of the power network. There is, however, an obvious constraint in running a deterministic power flow tool: there is no perception of the impact produced by uncertainties on the input variables used by the conventional algorithm. The probabilistic power flow (PLF) algorithm aims to solve the limitations imposed by the use of the deterministic conventional tool, allowing the consideration of input uncertainties. Superior sensitivity is obtained in the evaluation of results, as possible regions of operation are more clearly examined. Consequently, the risk of the system operating outside its nominal conditions is duly estimated. This dissertation proposes a methodology based on Monte Carlo simulation (MCS) using importance sampling techniques via the cross-entropy method. Risk indices for selected events (e.g., overloads on transmission equipment) are evaluated, keeping the same accuracy and flexibility tolerable by the conventional MCS, but in much less computational time. Unlike the FPP solution obtained by analytical techniques, which primarily aim at assessing probability density curves for the output variables (flows, etc.) and always need to have the accuracy compared to MCS, the proposed method evaluates only the tail areas of these densities, obtaining results with greater accuracy in the regions of interest from the operational risk point of view. The proposed method is applied to IEEE 14, IEEE RTS and IEEE 118 bus systems, and the results are widely discussed. In all cases, there are clear gains in computational performance, maintaining accuracy when compared to conventional SMC. The possible applications of the method and future developments are also part of the dissertation.

APA, Harvard, Vancouver, ISO, and other styles

16

Lilly, Arnys Clifton. "Monte Carlo simulation of aqueous dilute solutions of polyhydric alcohols." Diss., Virginia Polytechnic Institute and State University, 1989. http://hdl.handle.net/10919/54388.

Full text

Abstract:

In order to investigate the details of hydrogen bonding and solution molecular conformation of complex alcohols in water, isobaric-isothermal Monte Carlo simulations were carried out on several systems. The solutes investigated were ethanol, ethylene glycol, 1,2-propylene glycol, 1,3-propylene glycol and glycerol. In addition, propane, which does not hydrogen bond but does form water hydrates, was simulated in aqueous solution. The complex alcohol-water systems are very nonideal in their behavior as a function of solute concentration down to very dilute solutions. The water model employed was TIP4P water¹ and the intermolecular potentials employed are of the Jorgensen type² in which the interactions between the molecules are represented by interaction sites usually located on nuclei. The interactions are represented by a sum of Coulomb and Lennard-Jones terms between all intermolecular pairs of sites. Intramolecular rotations in the solute are modeled by torsional potential energy functions taken from ethanol, 1-propanol and 2-propanol for C-O and C-C bond rotations. Quasi-component pair correlation functions were used to analyze the hydrogen bonding. Hydrogen bonds were classified as proton acceptor and proton donor bonds by analyzing the nearest neighbor pair correlation function between hydroxyl oxygen and hydrogen and between solvent-water hydrogen and oxygen. The results obtained for partial molar heats of solution are more negative than the experimental values by 3.0 to 14 kcal/mol. In solution, all solutes reached a contracted molecular geometry with the OH groups generally on one side of the molecule. There is a tendency for the solute OH groups to hydrogen bond with water, with more proton acceptor bonds than proton donor bonds. The water-solute binding energies correlate with experimental measurements of the water-binding properties of the solute. 1. Jorgensen, W.L. et al, J. Chem. Phys., 79, 926 (1983). 2. Jorgensen, W.L., J. Phys Chem., 87, 5304 (1983).
Ph. D.

APA, Harvard, Vancouver, ISO, and other styles

17

Rangaraj, Dharanipathy. "Multicomponent aerosol dynamics : exploration of direct simulation Monte Carlo technique /." free to MU campus, to others for purchase, 2004. http://wwwlib.umi.com/cr/mo/fullcit?p3144452.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Wang, Geng. "Monte Carlo simulation of MeV ion implantation with computationally efficient models." Access restricted to users with UT Austin EID, 2001. http://wwwlib.umi.com/cr/utexas/fullcit?p3036609.

Full text

APA, Harvard, Vancouver, ISO, and other styles

19

Shrestha, Surendra Prakash. "An effective medium approximation and Monte Carlo simulation in subsurface flow modeling." Diss., Virginia Tech, 1993. http://hdl.handle.net/10919/38642.

Full text

APA, Harvard, Vancouver, ISO, and other styles

20

Russell, L. W. "Computer simulation of process plant availability." Thesis, Teesside University, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.328836.

Full text

APA, Harvard, Vancouver, ISO, and other styles

21

Bai, Jing. "Percolation study of nano-composite conductivity using Monte Carlo simulation." Orlando, Fla. : University of Central Florida, 2009. http://purl.fcla.edu/fcla/etd/CFE0002644.

Full text

APA, Harvard, Vancouver, ISO, and other styles

22

Kreitzer, Paul Joseph. "Spray cooling simulation implementing time scale analysis and the Monte Carlo method." Morgantown, W. Va. : [West Virginia University Libraries], 2010. http://hdl.handle.net/10450/11173.

Full text

Abstract:

Thesis (Ph. D.)--West Virginia University, 2010.
Title from document title page. Document formatted into pages; contains viii, 136 p. : ill. (some col.) + 1 AVI file and 1 JPEG image file. Includes AVI and JPEG image files. Includes abstract. Includes bibliographical references (p. 102-104).

APA, Harvard, Vancouver, ISO, and other styles

23

Ye, Haocheng. "Monte Carlo Methods in Option Pricing." Scholarship @ Claremont, 2019. https://scholarship.claremont.edu/cmc_theses/2122.

Full text

Abstract:

This article investigates several variance reduction techniques in Monte Carlo simulation applied in option pricing. It first shows how Monte Carlo simulation could be leveraged in the field of option pricing by demonstrating the quality of Monte Carlo methods and properties of stock options. Then the articles simulate stock price trajectories to infer the optimal option price by averaging the payoff at maturity. The article shows in depth the effect of control variates and antithetic variates, and importance sampling in reducing variance. The last part of the article shows how the same variance reduction techniques could be used in more exotic options such as Asian and Bermuda options. In these cases, their closed-form expressions are more difficult to derive compared to the European options, and thus simulation is widely practiced in the industry.

APA, Harvard, Vancouver, ISO, and other styles

24

Gong, Min. "A study of surface growth mechanism by kinetic Monte-Carlo simulation." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B37636194.

Full text

APA, Harvard, Vancouver, ISO, and other styles

25

Gong, Min, and 鞏旻. "A study of surface growth mechanism by kinetic Monte-Carlo simulation." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B37636194.

Full text

APA, Harvard, Vancouver, ISO, and other styles

26

Wishart, Stuart Jackson. "A Parallel Solution Adaptive Implementation of the Direct Simulation Monte Carlo Method." University of Sydney. School of Aerospace, Mechanical and Mechatronic Engineering, 2005. http://hdl.handle.net/2123/619.

Full text

Abstract:

This thesis deals with the direct simulation Monte Carlo (DSMC) method of analysing gas flows. The DSMC method was initially proposed as a method for predicting rarefied flows where the Navier-Stokes equations are inaccurate. It has now been extended to near continuum flows. The method models gas flows using simulation molecules which represent a large number of real molecules in a probabilistic simulation to solve the Boltzmann equation. Molecules are moved through a simulation of physical space in a realistic manner that is directly coupled to physical time such that unsteady flow characteristics are modelled. Intermolecular collisions and moleculesurface collisions are calculated using probabilistic, phenomenological models. The fundamental assumption of the DSMC method is that the molecular movement and collision phases can be decoupled over time periods that are smaller than the mean collision time. Two obstacles to the wide spread use of the DSMC method as an engineering tool are in the areas of simulation configuration, which is the configuration of the simulation parameters to provide a valid solution, and the time required to obtain a solution. For complex problems, the simulation will need to be run multiple times, with the simulation configuration being modified between runs to provide an accurate solution for the previous run�s results, until the solution converges. This task is time consuming and requires the user to have a good understanding of the DSMC method. Furthermore, the computational resources required by a DSMC simulation increase rapidly as the simulation approaches the continuum regime. Similarly, the computational requirements of three-dimensional problems are generally two orders of magnitude more than two-dimensional problems. These large computational requirements significantly limit the range of problems that can be practically solved on an engineering workstation or desktop computer. The first major contribution of this thesis is in the development of a DSMC implementation that automatically adapts the simulation. Rather than modifying the simulation configuration between solution runs, this thesis presents the formulation of algorithms that allow the simulation configuration to be automatically adapted during a single run. These adaption algorithms adjust the three main parameters that effect the accuracy of a DSMC simulation, namely the solution grid, the time step and the simulation molecule number density. The second major contribution extends the parallelisation of the DSMC method. The implementation developed in this thesis combines the capability to use a cluster of computers to increase the maximum size of problem that can be solved while simultaneously allowing excess computational resources to decrease the total solution time. Results are presented to verify the accuracy of the underlying DSMC implementation, the utility of the solution adaption algorithms and the efficiency of the parallelisation implementation.

APA, Harvard, Vancouver, ISO, and other styles

27

Acheampong, Osman K. "Pricing mortgage-backed securities using prepayment functions and pathwise Monte Carlo simulation." Link to electronic thesis, 2003. http://www.wpi.edu/Pubs/ETD/Available/etd-0430103-010005.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Tuffin, Bruno. "Simulation acceleree par les methodes de monte carlo et quasi-monte carlo : theorie et applications." Rennes 1, 1997. http://www.theses.fr/1997REN10181.

Full text

Abstract:

Dans cette these nous etudions et appliquons les methodes de monte carlo et quasi-monte carlo. Nous nous interessons premierement a la theorie. Les methodes de quasi-monte carlo sont basees sur deux notions : la variation et la discrepance. Comme premiere contribution, nous ameliorons la repartition d'une famille importante de suites a discrepance faible, les suites de halton. Nous realisons ensuite une technique analogue a la reduction de la variance dans les methodes de monte carlo, la reduction de la variation. La borne de l'erreur n'etant que rarement utilisable en pratique, nous proposons une approche pour l'utilisation des suites a discrepance faible comme technique de reduction de la variance dans les methodes de monte carlo. Nous analysons l'efficacite de cette reduction et comparons les differentes suites afin de choisir la mieux adaptee. La deuxieme partie de la these est consacree a des applications concretes et efficaces de ces methodes. Nous considerons d'abord les reseaux de files d'attente multi-classes a forme produit et ameliorons leur simulation par deux techniques differentes de reduction de la variance : les variables antagonistes et les suites a discrepance faible. Cette derniere methode est ensuite appliquee a la simulation d'un systeme cellulaire avec partage dynamique des ressources. Finalement, nous etudions la simulation des systemes markoviens hautement fiables et approfondissons les methodes existantes. Nous introduisons un nouveau concept, l'approximation normale bornee, qui permet d'obtenir une approximation de la loi normale satisfaisante dans le theoreme de la limite centrale, quelle que soit la fiabilite du systeme etudie, et donnons une condition necessaire et suffisante sur la mesure d'echantillonnage preferentiel pour obtenir cette propriete.

APA, Harvard, Vancouver, ISO, and other styles

29

Blainey, Joan Brandon. "Monte Carlo simulation of paleofloods information content of paleoflood data in flood-frequency analysis /." Thesis, The University of Arizona, 2000. http://etd.library.arizona.edu/etd/GetFileServlet?file=file:///data1/pdf/etd/azu_etd_hy0053_m_sip1_w.pdf&type=application/pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

30

Kolnik, Jan. "Monte Carlo simulations of electron transport in bulk gallium nitride." Diss., Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/15828.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Cai, Linghui, and 蔡凌辉. "Monte Carlo simulation of positron induced secondary electrons in thincarbon foils." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B45460863.

Full text

APA, Harvard, Vancouver, ISO, and other styles

32

Thacker, Samta C. "Development of a Monte Carlo simulation method for use in investigating CT (Computed Tomography) mammography." Link to electronic thesis, 2004. http://www.wpi.edu/Pubs/ETD/Available/etd-0430104-153425.

Full text

APA, Harvard, Vancouver, ISO, and other styles

33

Cheal, Ryan. "Markov Chain Monte Carlo methods for simulation in pedigrees." Thesis, University of Bath, 1996. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.362254.

Full text

APA, Harvard, Vancouver, ISO, and other styles

34

Michii, Yuki Christopher. "Prediction of microcracking distributions in composite laminates using a Monte Carlo simulation method." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/49971.

Full text

APA, Harvard, Vancouver, ISO, and other styles

35

BAI, HAIYAN. "A NEW RESAMPLING METHOD TO IMPROVE QUALITY RESEARCH WITH SMALL SAMPLES." University of Cincinnati / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1172526468.

Full text

APA, Harvard, Vancouver, ISO, and other styles

36

Chapman, David D. "A Monte-Carlo-based simulation of jet exhaust nozzle thermal radiative signatures." Thesis, This resource online, 1992. http://scholar.lib.vt.edu/theses/available/etd-10062009-020132/.

Full text

APA, Harvard, Vancouver, ISO, and other styles

37

Thiagarajan, Kannan. "Monte Carlo simulation of electron transport in semiconducting zigzag carbon nanotubes." Doctoral thesis, Mittuniversitetet, Avdelningen för elektronikkonstruktion, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-18799.

Full text

Abstract:

Since the advent of nanoscale material based electronic devices, there has been a considerable interest in exploring carbon nanotubes from fundamental science and technological perspectives. In carbon nanotubes, the atoms form a cylindrical structure with a diameter of the order 1nm. The length of the nanotubes can extend up to several hundred micrometers. Carbon nanotubes exhibit a variety of intriguing electronic properties such as semiconducting and metallic behaviour, due to the quantum confinement of the electrons in the circumferential direction. Much of the study dedicated to describe the behaviour of carbon nanotube-based devices assumes for simplicity the nanotube to be a ballistic material. However, in reality the phonon scattering mechanism exists also in nanotubes, of course, and can generally not be neglected, except in very short nanotubes. In this work, we focus attention on exploring the steady-state electron transport properties of semiconducting single-walled carbon nanotubes, including both phonon scattering and defect (vacancy) scattering, using the semi-classical bulk single electron Monte Carlo method. The electron energy dispersion relations are obtained by applying the zone folding technique to the dispersion relations of graphene, which are calculated using the tight-binding description. The vibrational modes in the carbon nanotubes are studied using a fourth nearest-neighbour force constant model. Both the electron-phonon and the electron-defect interactions are formulated within the tight-binding framework, and their corresponding scattering rates are computed and analyzed. In particular, the dependence of the phonon scattering rate and the defect scattering rate on the diameter of the nanotube, on temperature and on electron energy is studied. It is shown that the differences observed in the scattering rate between different nanotubes mainly stem from the differences in their band structure. A bulk single electron Monte Carlo simulator was developed to study the electron transport in semiconducting zigzag carbon nanotubes. As a first step, we included only electron-phonon scattering, neglecting all other possible scattering mechanisms. With this scattering mechanism, the steady-state drift velocity and the mobility for the nanotubes (8,0), (10,0), (11,0), (13,0) and (25,0) were calculated as functions of the electric-field strength and lattice temperature, and the results are presented and analysed here. The dependence of the mobility on the lattice temperature can be clearly seen at low electric-field strengths. At such electric-field strengths, the scattering is almost entirely due to acoustic phonons, whereas at high electric-field strengths optical phonon emission processes dominate. It is shown that the saturation of the steady-state drift velocity at high electric-field strengths is due to the emission of high-energy optical phonons. The results indicate the presence of Negative differential resistance for some of the nanotubes considered in this work. The discrepancy found in the literature concerning the physical reason for the appearance of negative differential resistance is clarified, and a new explanation is proposed. It is also observed that the backward scattering is dominant over the forward scattering at high electric-field strengths. We then included also defect scattering, actually electron-vacancy scattering, for the nanotubes (10,0) and (13,0). The steady-state drift velocities for these nanotubes are calculated as functions of the density of vacancies, electric-field strength and the lattice temperature, using three different vacancy concentrations. The results indicate the presence of Negative differential resistance at very low concentration of defects, and how this feature may depend on the concentration of defects. The dependence of the steady-state drift velocity on the concentration of defect and the lattice temperature is discussed. The electron distribution functions for different temperatures and electric field strengths are also calculated and investigated for all the semiconducting nanotubes considered here. In particular, a steep barrier found in the electron distribution function is attributed to the emission of high energy optical phonons.

APA, Harvard, Vancouver, ISO, and other styles

38

Homem, de Mello Tito. "Simulation-based methods for stochastic optimization." Diss., Georgia Institute of Technology, 1998. http://hdl.handle.net/1853/24846.

Full text

APA, Harvard, Vancouver, ISO, and other styles

39

Wu, Yi 1960. "A MONTE CARLO SIMULATION OF NEAR INFRARED RADIATION TRANSFER IN CLOUDS." Thesis, The University of Arizona, 1986. http://hdl.handle.net/10150/276367.

Full text

APA, Harvard, Vancouver, ISO, and other styles

40

Kim, Jae-Kwon. "Monte-Carlo simulation study of problems of quantum field theory and critical phenomena." Diss., The University of Arizona, 1992. http://hdl.handle.net/10150/185853.

Full text

Abstract:

In chapter one, we explain briefly the continuum limit, scaling, and high temperature expansion of critical phenomena, Monte Carlo algorithms and fitting. In chapter two, different continuum limits of the Ising model in dimensions (D) 2, 3 and 4 are investigated numerically. The data indicate that triviality occurs for D = 4 and fails for D < 4 in each limit. In chapter three, a relation between the critical exponents of the leading and confluent scaling terms is derived using the finite size scaling argument. We also determine the new scaling variable of the 4D Ising model based on a new Monte Carlo simulation data. In chapter four, a Monte Carlo study of two dimensional diluted Ising systems is reported. It is shown that regular dilution does not affect critical exponents, while a random one does, with critical exponents varying continuously with impurity concentration. The importance of fluctuations in producing such effects is emphasized. In chapter five, a different point of view regarding the critical exponent of the specific heat of the 3D Ising model is presented. Based on the analysis of high temperature expansion, finite size scaling and Monte Carlo data in the symmetric phase of the 3D Ising model, it is shown that logarithmic scaling behavior of specific heat is more consistent than power scaling behavior.

APA, Harvard, Vancouver, ISO, and other styles

41

Kleutsch, Beatrix. "Monte-Carlo-Simulationen stochastischer Transportprozesse unterschiedlicher Dimensionalität in biologischen Systemen /." Konstanz : Hartung-Gorre, 1988. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=000688892&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

Full text

APA, Harvard, Vancouver, ISO, and other styles

42

Melson, Joshua Hiatt. "Fatigue Crack Growth Analysis with Finite Element Methods and a Monte Carlo Simulation." Thesis, Virginia Tech, 2014. http://hdl.handle.net/10919/48432.

Full text

Abstract:

Fatigue crack growth in engineered structures reduces the structures load carrying capacity and will eventually lead to failure. Cycles required to grow a crack from an initial length to the critical length is called the fatigue fracture life. In this thesis, five different methods for analyzing the fatigue fracture life of a center cracked plate were compared to experimental data previously collected by C.M. Hudson in a 1969 NASA report studying the R-ratio effects on crack growth in 7075-T6 aluminum alloy. The Paris, Walker, and Forman fatigue crack growth models were fit the experimental data. The Walker equation best fit the data since it incorporated R-ratio effects and had a similar Root Mean Square Error (RMSE) compared to the other models. There was insufficient data in the unstable region of crack growth to adequately fit the Forman equation. Analytical models were used as a baseline for all fatigue fracture life comparisons. Life estimates from AFGROW and finite elements with mid-side nodes moved to their quarter point location compared very with the analytical model with errors less than 3%. The Virtual Crack Closure Technique (VCCT) was selected as a method for crack propagation along a predefined path. Stress intensity factors (SIFs) for shorter crack lengths were found to be low, resulting in an overestimated life of about 8%. The eXtended Finite Element Method with Phantom Nodes (XFEM-PN) was used, allowing crack propagation along a solution dependent path, independent of the mesh. Low SIFs throughout growth resulted in life estimates 20% too large. All finite element analyses were performed in Abaqus 6-13.3. An integrated polynomial method was developed for calculating life based on Abaqus' results, leading to coarser meshes with answers closer to the analytical estimate. None of the five methods for estimating life compared well with the experimental data, with analytical errors on life ranging from 10-20%. These errors were attributed to the limited number of crack growth experiments run at each R-ratio, and the large variability typically seen in growth rates. Monte Carlo simulations were run to estimate the distribution on life. It was shown that material constants in the Walker model must be selected based on their interrelation with a multivariate normal probability density function. Both analytical and XFEM-PN simulations had similar coefficients of variation on life of approximately 3% with similar normal distributions. It was concluded that Abaqus' XFEM-PN is a reasonable means of estimating fatigue fracture life and its variation, and this method could be extended to other geometries and three-dimensional analyses.
Master of Science

APA, Harvard, Vancouver, ISO, and other styles

43

Lester, Sonia. "A study of scattered radiation in diagnostic radiology using Monte Carlo simulation." Thesis, Institute of Cancer Research (University Of London), 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.287993.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

Sauter, Dawn Adell. "Estimating swap credit risk : significance of the volatility input using Monte-Carlo simulation /." Thesis, This resource online, 1993. http://scholar.lib.vt.edu/theses/available/etd-12052009-020238/.

Full text

APA, Harvard, Vancouver, ISO, and other styles

45

Gregory, Victor Paul. "Monte Carlo computer simulation of the Lennard-Jones and Stockmayer fluid phase diagrams." Diss., This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-06062008-165017/.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

Rabenstein, Björn. "Monte Carlo methods for simulation of protein folding and titration." [S.l. : s.n.], 2000. http://www.diss.fu-berlin.de/2000/124/index.html.

Full text

APA, Harvard, Vancouver, ISO, and other styles

47

Péraud, Jean-Philippe M. (Jean-Philippe Michel). "Low variance methods for Monte Carlo simulation of phonon transport." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/69799.

Full text

Abstract:

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Materials Science and Engineering, 2011.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 95-97).
Computational studies in kinetic transport are of great use in micro and nanotechnologies. In this work, we focus on Monte Carlo methods for phonon transport, intended for studies in microscale heat transfer. After reviewing the theory of phonons, we use scientific literature to write a Monte Carlo code solving the Boltzmann Transport Equation for phonons. As a first improvement to the particle method presented, we choose to use the Boltzmann Equation in terms of energy as a more convenient and accurate formulation to develop such a code. Then, we use the concept of control variates in order to introduce the notion of deviational particles. Noticing that a thermalized system at equilibrium is inherently a solution of the Boltzmann Transport Equation, we take advantage of this deterministic piece of information: we only simulate the deviation from a nearby equilibrium, which removes a great part of the statistical uncertainty. Doing so, the standard deviation of the result that we obtain is proportional to the deviation from equilibrium. In other words, we are able to simulate signals of arbitrarily low amplitude with no additional computational cost. After exploring two other variants based on the idea of control variates, we validate our code on a few theoretical results derived from the Boltzmann equation. Finally, we present a few applications of the methods.
by Jean-Philippe M. Péraud.
S.M.

APA, Harvard, Vancouver, ISO, and other styles

48

Saggadi, Samira. "Simulation d'évènements rares par Monte Carlo dans les réseaux hautement fiables." Thesis, Rennes 1, 2013. http://www.theses.fr/2013REN1S055.

Full text

Abstract:

Le calcul de la fiabilité des réseaux est en général un problème NP-difficile. On peut par exemple s’intéresser à la fiabilité des systèmes de télécommunications où l'on veut évaluer la probabilité qu’un groupe sélectionné de nœuds peuvent communiquer. Dans ce cas, un ensemble de nœuds déconnectés peut avoir des conséquences critiques, que ce soit financières ou au niveau de la sécurité. Une estimation précise de la fiabilité est ainsi nécessaire. Dans le cadre de ce travail, on s'intéresse à l’étude et au calcul de la fiabilité des réseaux hautement fiables. Dans ce cas la défiabilité est très petite, ce qui rend l’approche standard de Monte Carlo inutile, car elle nécessite un grand nombre d’itérations. Pour une bonne estimation de la fiabilité des réseaux au moindre coût, nous avons développé de nouvelles techniques de simulation basées sur la réduction de variance par échantillonnage préférentiel
Network reliability determination, is an NP-hard problem. For instance, in telecommunications, it is desired to evaluate the probability that a selected group of nodes communicate or not. In this case, a set of disconnected nodes can lead to critical financials security consequences. A precise estimation of the reliability is, therefore, needed. In this work, we are interested in the study and the calculation of the reliability of highly reliable networks. In this case the unreliability is very small, which makes the standard Monte Carlo approach useless, because it requires a large number of iterations. For a good estimation of system reliability with minimum cost, we have developed new simulation techniques based on variance reduction using importance sampling

APA, Harvard, Vancouver, ISO, and other styles

49

Tran, Binh Phuoc. "Modeling of Ion Thruster Discharge Chamber Using 3D Particle-In-Cell Monte-Carlo-Collision Method." Thesis, Virginia Tech, 2005. http://hdl.handle.net/10919/33510.

Full text

Abstract:

This thesis is aimed toward developing a method to simulate ion thruster discharge chambers in a full three dimensional environment and to study the effect of discharge chamber size on ion thruster performance. The study focuses solely on ring-cusped thrusters that make use of Xenon for propellant and discharge cathode assembly for mean of propellant ionization. Commercial software is used in both the setup and analysis phases. Numerical simulation is handled by 3D Particle-In-Cell Monte-Carlo-Collision method. Simulation results are analyzed and compared with other works. It is concluded that the simulation methodology is validated and can be used to simulate different cases. Therefore, different simulation cases of varying chamber sizes are done and the results are used to develop a performance curve. This plot suggests that the most efficient case is the 30 cm thruster. The result further validates the simulation process since the operating parameters used for all of the cases are taken from a 30 cm thruster experiment. One of the obvious applications for such a simulation process is to determine a set of the most efficient operating parameters for a certain size thruster before actual fabrication and laboratory testing.
Master of Science

APA, Harvard, Vancouver, ISO, and other styles

50

Spencer, Paul E. "Continuous-time quantum Monte Carlo studies of lattice polarons." Thesis, Loughborough University, 2000. https://dspace.lboro.ac.uk/2134/33799.

Full text

Abstract:

The polaron problem is studied, on an infinite lattice, using the continuous-time path-integral quantum Monte Carlo scheme The method is based on the Feynman technique to analytically integrate out the phonon degrees of freedom. The transformed problem is that of a single electron with retarded self-interaction in imaginary time. The Metropolis algorithm is used to sample an ensemble of electron trajectories with twisted (rather than periodic) boundary conditions in imaginary time, which allows dynamic properties of the system to by measured directly. The method is numerically "exact", in the sense that there are no systematic errors due to finite system size, trotter decomposition or finite temperature The implementation of the algorithm in continuous imaginary time dramatically increases computational efficiency compared with the traditional discrete imaginary time algorithms.

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!