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Dissertations / Theses on the topic 'Monte Carlo Simulation Technique'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

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.

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2

Jackson, Andrew N. "Structural phase behaviour via Monte Carlo techniques." Thesis, University of Edinburgh, 2001. http://hdl.handle.net/1842/4850.

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There are few reliable computational techniques applicable to the problem of structural phase behaviour. This is starkly emphasised by the fact that there are still a number of unanswered questions concerning the solid state of some of the simplest models of matter. To determine the phase behaviour of a given system we invoke the machinery of statistical physics, which identifies the equilibrium phase as that which minimises the free-energy. This type of problem can only be dealt with fully via numerical simulation, as any less direct approach will involve making some uncontrolled approximatio

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3

Can, Mutan Oya. "Comparison Of Regression Techniques Via Monte Carlo Simulation." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/3/12605175/index.pdf.

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The ordinary least squares (OLS) is one of the most widely used methods for modelling the functional relationship between variables. However, this estimation procedure counts on some assumptions and the violation of these assumptions may lead to nonrobust estimates. In this study, the simple linear regression model is investigated for conditions in which the distribution of the error terms is Generalised Logistic. Some robust and nonparametric methods such as modified maximum likelihood (MML), least absolute deviations (LAD), Winsorized least squares, least trimmed squares (LTS), Theil and wei

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4

Louvin, Henri. "Development of an adaptive variance reduction technique for Monte Carlo particle transport." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLS351/document.

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L’algorithme Adaptive Multilevel Splitting (AMS) a récemment fait son apparition dans la littérature de mathématiques appliquées, en tant que méthode de réduction de variance pour la simulation Monte Carlo de chaı̂nes de Markov. Ce travail de thèse se propose d’implémenter cette méthode de réduction de variance adaptative dans le code Monte-Carlo de transport de particules TRIPOLI-4,dédié entre autres aux études de radioprotection et d’instrumentation nucléaire. Caractérisées par de fortes atténuations des rayonnements dans la matière, ces études entrent dans la problématique

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5

Nilsson, Emma. "Monte Carlo simulation techniques : The development of a general framework." Thesis, Linköping University, Department of Management and Engineering, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-18327.

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<p>Algorithmica Research AB develops software application for the financial markets. One of their products is Quantlab that is a tool for quantitative analyses. An effective method to value several financial instruments is Monte Carlo simulation. Since it is a common method Algorithmica is interesting in investigating if it is possible to create a Monte Carlo framework.</p><p>A requirement from Algorithmica is that the framework is general and this is the main problem to solve. It is difficult to generate a generalized framework because financial derivatives have very different appearances. To

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6

FOIS, GIOVANNA ROSA. "Monte Carlo simulation studies for spatially fractionated radiation therapy techniques." Doctoral thesis, Università degli Studi di Cagliari, 2013. http://hdl.handle.net/11584/266224.

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The purpose of this work was to evaluate the possible gain in tissue sparing in hadrontherapy when a spatial fractionation of the dose is used. Monte Carlo simulations (GATE v.6) have been used as a method to assess the dose distributions in a cylindrical water phantom (16 cm height and 16 cm of diameter). The phantom was irradiated with carbon and oxygen minibeams of 0.7 mm of beam width, and with protons in a grid geometry configuration. Several centre-to-centre distances, covering a 2 x 2 cm2 area, have been taken into account. The ratio of the peak-to-valley doses (PVDR) and the penumbrae

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7

Ahmad, Abdul Ossman. "Advances in an open-source direct simulation Monte Carlo technique for hypersonic rarefied gas flows." Thesis, University of Strathclyde, 2013. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=26579.

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Hypersonic vehicles that travel through rarefied gas environments are very expensive to design through experimental methods. In the last few decades major work has been carried out in developing numerical methods to capture these types of flows to a certain degree of accuracy. This accuracy is increased using particle based numerical techniques as opposed to continuum computational fluid dynamics. However, one of the modern problems of particle based techniques is the high computational cost associated with it. This thesis presents an enhanced open-source particle based technique to capture hi

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8

Lester, Christopher. "Efficient simulation techniques for biochemical reaction networks." Thesis, University of Oxford, 2017. https://ora.ox.ac.uk/objects/uuid:bb804e01-b1de-409f-b843-4806c2c990c2.

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Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered analytically intractable. As such, a variety of Monte Carlo simulation algorithms have been developed to explore model dynamics empirically. Whilst well-known methods, such as the Gillespie Algorithm, can be implemented to investigate a given model, the computational demands of traditional simulation techniques remain a significant barrier to modern research. In ord

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9

Baker, Adam Richard Ernest. "The use of the Monte Carlo technique in the simulation of small-scale dosimeters and microdosimeters." Thesis, University of Birmingham, 2011. http://etheses.bham.ac.uk//id/eprint/2897/.

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In order to understand the effects of low keV radiation upon small scales, a number of detector designs have been developed to investigate the ways energy is deposited. This research was conducted in order to investigate a number of different detector designs, looking in particular at their properties as small scale dosimeters exposed to photon radiation with an energy of 5-50 keV. In addition to this, Monte Carlo models were constructed of the different detector designs in order to ascertain the trends in energy absorption within the detectors. An important part of the research was investigat

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10

Mastail, Cédric. "Modélisation et simulation du dépôt des oxydes à forte permittivité par la technique du Monte-Carlo cinétique." Toulouse 3, 2009. http://thesesups.ups-tlse.fr/989/.

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Miniaturiser les composants impose des changements radicaux pour l'élaboration des dispositifs micro électroniques du futur. Dans ce cadre, les oxydes de grille MOS atteignent des épaisseurs limites qui les rendent perméables aux courants de fuite. Une solution est de remplacer le SiO2 par un matériau de permittivité plus élevée permettant l'utilisation de couches plus épaisses pour des performances comparables. Dans ce travail nous présentons une modélisation multi-échelle de la croissance par couche atomique (ALD) d'HfO2 sur Si permettant de relier la nano-structuration d'une interface au pr

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11

Mastail, Cedric. "Modélisation et simulation du dépôt des oxydes à forte permittivité par la technique du Monte-Carlo cinétique." Phd thesis, Université Paul Sabatier - Toulouse III, 2009. http://tel.archives-ouvertes.fr/tel-00541993.

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Miniaturiser les composants impose des changements radicaux pour l'élaboration des dispositifs micro électroniques du futur. Dans ce cadre, les oxydes de grille MOS atteignent des épaisseurs limites qui les rendent perméables aux courants de fuite. Une solution est de remplacer le SiO2 par un matériau de permittivité plus élevée permettant l'utilisation de couches plus épaisses pour des performances comparables. Dans ce travail nous présentons une modélisation multi-échelle de la croissance par couche atomique (ALD) d'HfO2 sur Si permettant de relier la nano-structuration d'une interface au pr

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12

Medin, Joakim. "Studies of clinical proton dosimetry using Monte Carlo simulation and experimental techniques /." Online version, 1997. http://bibpurl.oclc.org/web/26808.

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13

Charalambous, James, University of Western Sydney, of Science Technology and Environment College, and School of Engineering and Industrial Design. "Application of Monte Carlo Simulation Technique with URBS Runoff-Routing Model for design flood estimation in large catchments." THESIS_CSTE_EID_Charalambous_J.xml, 2004. http://handle.uws.edu.au:8081/1959.7/769.

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In recent years, there have been significant researches on holistic approaches to design flood estimation in Australia. The Monte Carlo Simulation technique, an approximate form of Joint Probability Approach, has been developed and tested to small gauged catchments. This thesis presents the extension of the Monte Carlo Simulation Technique to large catchments using runoff routing model URBS. The URBS-Monte Carlo Technique(UMCT),has been applied to the Johnstone River and Upper Mary River catchments in Queensland. The thesis shows that the UMCT can be applied to large catchments and be readily

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14

Degrelle, Deborah. "Caractérisation numérique de la technique de spectrométrie gamma par simulation Monte-Carlo. Application à la datation d'échantillons envrionnementaux." Thesis, Bourgogne Franche-Comté, 2017. http://www.theses.fr/2017UBFCD004/document.

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Caractérisation numérique de la technique de spectrométrie gamma par simulation Monte-Carlo : Application à la datation d'échantillons environnementaux.Résumé :Afin d'optimiser la détermination de l'activité d'échantillons environnementaux, l'étalonnage en efficacité de la chaîne spectrométrique se doit d'être de bonne qualité. Le travail de cette thèse consiste à rassembler les problématiques principales : les phénomènes d'auto-absorption et de coïncidence. Ces effets sont traités par métrologie et simulation Monte-Carlo (MCNP6), impliquant la bonne modélisation préalable de nos détecteurs. L

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Charalambous, James. "Application of Monte Carlo Simulation Technique with URBS Runoff-Routing Model for design flood estimation in large catchments." Thesis, View thesis, 2004. http://handle.uws.edu.au:8081/1959.7/769.

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In recent years, there have been significant researches on holistic approaches to design flood estimation in Australia. The Monte Carlo Simulation technique, an approximate form of Joint Probability Approach, has been developed and tested to small gauged catchments. This thesis presents the extension of the Monte Carlo Simulation Technique to large catchments using runoff routing model URBS. The URBS-Monte Carlo Technique(UMCT),has been applied to the Johnstone River and Upper Mary River catchments in Queensland. The thesis shows that the UMCT can be applied to large catchments and be readily

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Charalambous, James. "Application of Monte Carlo Simulation Technique with URBS Runoff-Routing Model for design flood estimation in large catchments." View thesis, 2004. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20050520.153001/index.html.

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Thesis (M.Eng. (Hons.)) -- University of Western Sydney, 2004.<br>"Masters of Engineering (Hons) thesis, University of Western Sydney, December 2004. Supervisors: Ataur Rahman and Don Carroll" Includes bibliography.

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17

El, maalouf Joseph. "Méthodes de Monte Carlo stratifiées pour la simulation des chaines de Markov." Thesis, Université Grenoble Alpes (ComUE), 2016. http://www.theses.fr/2016GREAM089.

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Les méthodes de Monte Carlo sont des méthodes probabilistes qui utilisent des ordinateurs pour résoudre de nombreux problèmes de la science à l’aide de nombres aléatoires. Leur principal inconvénient est leur convergence lente. La mise au point de techniques permettant d’accélérer la convergence est un domaine de recherche très actif. C’est l’objectif principal des méthodes déterministes quasi-Monte Carlo qui remplacent les points pseudo-aléatoires de simulation par des points quasi-aléatoires ayant une excellente répartition uniforme. Ces méthodes ne fournissent pas d’intervalles de confiance

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18

Deshpande, Isha Sanjay. "HETEROGENEOUS COMPUTING AND LOAD BALANCING TECHNIQUES FOR MONTE CARLO SIMULATION IN A DISTRIBUTED ENVIRONMENT." The Ohio State University, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=osu1308244580.

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19

Ferreiro, Rangel Carlos Augusto. "Molecular simulation studies in periodic mesoporous silicas SBA-2 and STAC-1 : model development and adsorption applications." Thesis, University of Edinburgh, 2011. http://hdl.handle.net/1842/5272.

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Adsorption is a low-energy separation process especially advantageous when the components to be separated are similar in nature or have a low molar concentration. The choice of the adsorbent is the key factor for a successful separation, and among them periodic mesoporous silicas (PMS) are of importance because of their pore sizes, shapes and connectivity. Furthermore, they can be modified by post-synthesis functionalisation, which provides a tool for tailoring them to specific applications. SBA-2 and STAC-1 are two types of PMS characterised by a three-dimensional pore system of spherical cag

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20

Peter, Felix. "A quantitative comparison of numerical option pricing techniques." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01592823001/$FILE/01592823001.pdf.

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21

Creffield, Charles Edward. "The application of numerical techniques to models of strongly correlated electrons." Thesis, King's College London (University of London), 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.266066.

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22

Thierry, Olivier. "Rétrodiffusion de la lumière par un milieu particulaire dense : étude expérimentale et simulation numérique par la technique de Monte Carlo." Rouen, 1992. http://www.theses.fr/1992ROUE5042.

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Les phénomènes optiques qui interviennent lorsqu'un milieu particulaire est éclairé sont analysés : soit la diffusion simple, multiple, dépendante ; la rétrodiffusion cohérente et la localisation forte. Des diagrammes de caractérisation sont construits pour prévoir l'existence de la diffusion dépendante ou de la rétrodiffusion cohérente au sein d'un milieu diffusif, en fonction de ses paramètres-diamètre et concentration particulaires. Un montage expérimental performant est mis au point pour mesurer angulairement l'intensité rétrodiffusée, cohérente ou non. Un code de calcul, utilisant la méth

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23

Badal, Soler Andreu. "Development of advanced geometric models and acceleration techniques for Monte Carlo simulation in Medical Physics." Doctoral thesis, Universitat Politècnica de Catalunya, 2008. http://hdl.handle.net/10803/6615.

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Els programes de simulació Monte Carlo de caràcter general s'utilitzen actualment en una gran varietat d'aplicacions.<br/>Tot i això, els models geomètrics implementats en la majoria de programes imposen certes limitacions a la forma dels objectes que es poden definir. Aquests models no són adequats per descriure les superfícies arbitràries que es troben en estructures anatòmiques o en certs aparells mèdics i, conseqüentment, algunes aplicacions que requereixen l'ús de models geomètrics molt detallats no poden ser acuradament estudiades amb aquests programes.<br/>L'objectiu d'aquesta tesi doct

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Blasi, Philippe. "Simulation de la diffusion de la lumière et des gaz par techniques de Monte Carlo." Phd thesis, Université Sciences et Technologies - Bordeaux I, 1996. http://tel.archives-ouvertes.fr/tel-00006980.

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La synthèse d'images réalistes nécessite la modélisation précise des interactions de la lumière avec la matière (réflexion, réfraction, diffusion) et des échanges d'énergie lumineuse entre les objets de la scène. Cette modélisation, très complexe si l'on ne fait pas d'hypothèses restrictives, peut être efficacement réalisée par simulation de Monte Carlo. Dans le présent travail, nous définissons tout d'abord une méthode complète d'illumination de scène, fondée sur une simulation de Monte Carlo d'un modèle "particulaire" de la lumière. Dans un premier temps, nous développons cette simulation po

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Badel, Jean-Noël. "Contrôle dosimétrique des traitements de radiothérapie par simulation Monte Carlo de l'image de dose portale transmise." Lyon, INSA, 2009. http://theses.insa-lyon.fr/publication/2009ISAL0110/these.pdf.

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Le sujet est le contrôle dosimétrique des traitement s de radiothérapie par l’utilisation de l’imagerie portale numérique (EPID). A l’origine, les EPID ont été conçus pour la vérifactaion du positionnement du patient par rapport aux champs d’irradiation de son traitement. Depuis, plusieurs travaux ont mis en avant les propriétés dosimétriques de ces imageurs et leurs applications pour le contrôle dosimétrique des traitements. L’objectif de cette thèse est ainsi de concevoir et d’évaluer un modèle de prédiction de l’image de dose portale transmise. Nos travaux se déclinent en deux axes. Le prem

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Hosseini, Seyed Ali. "Modeling protein dynamics and protein-drug interactions with Monte Carlo based techniques." Doctoral thesis, Universitat de Barcelona, 2015. http://hdl.handle.net/10803/294730.

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A complete understanding of complex formation between proteins and ligands, a crucial matter for pharmacology and, more in general, in biomedicine, requires a detailed knowledge of their static and dynamic atomic interactions. The main objective of this thesis is to test recent developments in conformational sampling techniques in providing such a dynamical view. We aim at developing new protocols and methods for such a study. Moreover, we want to show how its application can aid in addressing existing problems in the biophysics of protein ligand interactions. Moreover, we apply and refine nov

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Elazhar, Halima. "Dosimétrie neutron en radiothérapie : étude expérimentale et développement d'un outil personnalisé de calcul de dose Monte Carlo." Thesis, Strasbourg, 2018. http://www.theses.fr/2018STRAE013/document.

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L’optimisation des traitements en radiothérapie vise à améliorer la précision de l’irradiation des cellules cancéreuses pour épargner le plus possible les organes environnants. Or la dose périphérique déposée dans les tissus les plus éloignés de la tumeur n’est actuellement pas calculée par les logiciels de planification de traitement, alors qu’elle peut être responsable de l’induction de cancers secondaires radio-induits. Parmi les différentes composantes, les neutrons produits par processus photo-nucléaires sont les particules secondaires pour lesquelles il y a un manque important de données

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Martínez, Rovira Immaculada. "Monte Carlo and experimental small-field dosimetry applied to spatially fractionated synchrotron radiotherapy techniques." Doctoral thesis, Universitat Politècnica de Catalunya, 2012. http://hdl.handle.net/10803/81470.

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Two innovative radiotherapy (RT) approaches are under development at the ID17 Biomedical Beamline of the European Synchrotron Radiation Facility (ESRF): microbeam radiation therapy (MRT) and minibeam radiation therapy (MBRT). The two main distinct characteristics with respect to conventional RT are the use of submillimetric field sizes and spatial fractionation of the dose. This PhD work deals with different features related to small-field dosimetry involved in these techniques. Monte Carlo (MC) calculations and several experimental methods are used with this aim in mind. The core of thi

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Jiang, Chang Zhong. "Microscopie électronique à balayage analytique : simulation par techniques de Monte Carlo de la détection coaxiale des électrons rétrodiffusés." Lyon 1, 1999. http://www.theses.fr/1999LYO10109.

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En microscopie electronique a balayage (meb), le contraste du materiau et le contraste topographique des electrons retrodiffuses depend notablement des angles d'incidence et de collection. Dans une premiere partie nous proposons une geometrie particuliere correspondant a une detection coaxiale des electrons retrodiffuses. Nous montrons que l'avantage principal de cette geometrie est d'augmenter la sensibilite au numero atomique tout en minimisant le contraste topographique. Les caracteristiques du microscope a employer sont etudiees pour definir les conditions d'obtention d'un faible diametre

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Riyanto. "Simulation, optimisation, et analyse de performances pour les systèmes industriels d'acquisition d'images." Toulouse, INPT, 1997. http://www.theses.fr/1997INPT107H.

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Le systeme d'acquisition d'images est un element crucial dans un systeme de vision par ordinateur. Meilleures seront les images obtenues, meilleurs seront les resultats des algorithmes de traitement d'images. Ce memoire presente une etude approfondie sur les systemes d'acquisition d'images utilises dans un contexte industriel dans le but d'evaluer leur performance et de proposer des voies d'amelioration. L'etude est divisee en trois parties : la premiere partie realise une etude theorique de ces systemes. Une modelisation complete du processus de la formation d'images est proposee. La deuxieme

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Coulibaly, Ibrahim. "Contributions à l'analyse numérique des méthodes quasi-Monte Carlo." Phd thesis, Université Joseph Fourier (Grenoble), 1997. http://tel.archives-ouvertes.fr/tel-00004933.

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Les méthodes de type quasi-Monte Carlo sont des versions déterministes des méthodes de Monte Carlo. Les nombres aléatoires sont remplacés par des nombres déterministes qui forment des ensembles ou des suites à faible discrepance, ayant une meilleure distribution uniforme. L'erreur d'une méthode quasi-Monte Carlo dépend de la discrepance de la suite utilisée, la discrepance étant une mesure de la déviation par rapport à la distribution uniforme. Dans un premier temps nous nous intéressons à la résolution par des méthodes quasi-Monte Carlo d'équations différentielles pour lesquelles il y a peu d

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Haddad, Yara. "Investigation of the formation mechanisms of the High Burnup Structure in the spent nuclear fuel - Experimental simulation with ions beams." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLS519/document.

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L’objectif de cette thèse est d’étudier et de reproduire les caractéristiques spécifiques de la microstructure du combustible nucléaire irradié à fort taux de combustion, appelée structure HBS (High Burnup Structure). Il s’agit d’étudier les différents paramètres pertinents impliqués dans la formation d’une telle structure, en évaluant leur importance, et en clarifiant leurs éventuelles synergies. Cet objectif a été réalisé en utilisant un système de modèle ultra simplifié, à savoir des monocristaux de dioxyde d’uranium (UO₂) irradiés par des ions de basse énergie (quelques centaines de keV) d

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Phan, Thanh-Hien. "Simulation and Experimental Characterization of the Scintillation Detector for IGOSat." Thesis, Sorbonne Paris Cité, 2019. http://www.theses.fr/2019USPCC048.

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Cette thèse décrit les travaux effectués pour le développement du détecteur à scintillation du nanosatellite IGOSat. Sur la base des exigences du projet, un concept de détecteur a été validé, concept qui doit également être validé à la fois par la simulation et par l’expérience.IGOSat est un projet de satellite universitaire visant à développer un nanosatellite contenant une charge utile, basée sur un scintillateur, capable de mesurer le fond radiatif dans les zones aurorales et l’Anomalie de l’Atlantique Sud (ASA) en orbite terrestre basse. Le satellite dispose aussi d'une charge utile GPS bi

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Tabatabaian, Zinat. "Fast neutron transmission and tomography simulation using Monte Carlo techniques for the examination of large industrial and biological objects." Thesis, University of Surrey, 1997. http://epubs.surrey.ac.uk/844474/.

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Elemental analysis of substances made of heavy elements and detection of light elements in heavy matrices are difficult by means of photon transmission techniques. Neutrons have been used in this work, taking unique advantage of their absorption and scattering properties, to detect the structure of industrial and biological objects made of strongly-neutron scattering or absorbing materials, or to study objects combining of high and low neutron cross section materials. The most convenient matrices and impurities amenable to neutron inspection were searched by obtaining expressions for minimum d

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Lu, Yongjie. "Application de la methode de simulation directe monte carlo aux ecoulements de transition application a plusieurs techniques de mesure." Paris 6, 1993. http://www.theses.fr/1993PA066158.

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La methode de simulation directe monte carlo, adoptant le modele de borgnakke-larsen d'echange d'energie interne-translation et le modele de maxwell d'interaction molecule-paroi, est utilisee dans l'etude des ecoulements de transition rencontres dans les techniques de mesure: sphere tombante, anemometrie a fil chaud et anemometrie laser doppler. Les etudes mettent l'accent sur la force de trainee subie par l'obstacle (sphere et particule spherique) et l'echange de chaleur entre l'ecoulement et l'obstacle (fil cylindrique)

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Yang, Qing. "A computational fluid dynamic approach and Monte Carlo simulation of phantom mixing techniques for quality control testing of gamma cameras." Thesis, University of Canterbury. Physics and Astronomy, 2013. http://hdl.handle.net/10092/8742.

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In order to reduce the unnecessary radiation exposure for the clinical personnel, the optimization of procedures in the quality control test of gamma camera was investigated. A significant component of the radiation dose in performing the quality control testing is handling phantoms of radioactivity, especially the mixing to get a uniform activity concentration. Improving the phantom mixing techniques appeared to be a means of reducing radiation dose to personnel. However, this is difficult to perform without a continuous dynamic tomographic acquisition system to study mixing the phantom. In t

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Toporkov, Jakov V. "Study of Electromagnetic Scattering from Randomly Rough Ocean-Like Surfaces Using Integral-Equation-Based Numerical Technique." Diss., Virginia Tech, 1998. http://hdl.handle.net/10919/30545.

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A numerical study of electromagnetic scattering by one-dimensional perfectly conducting randomly rough surfaces with an ocean-like Pierson-Moskowitz spectrum is presented. Simulations are based on solving the Magnetic Field Integral Equation (MFIE) using the numerical technique called the Method of Ordered Multiple Interactions (MOMI). The study focuses on the application and validation of this integral equation-based technique to scattering at low grazing angles and considers other aspects of numerical simulations crucial to obtaining correct results in the demanding low grazing angle regime.

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Sak, Halis. "Efficient Simulations in Finance." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2008. http://epub.wu.ac.at/1068/1/document.pdf.

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Measuring the risk of a credit portfolio is a challenge for financial institutions because of the regulations brought by the Basel Committee. In recent years lots of models and state-of-the-art methods, which utilize Monte Carlo simulation, were proposed to solve this problem. In most of the models factors are used to account for the correlations between obligors. We concentrate on the the normal copula model, which assumes multivariate normality of the factors. Computation of value at risk (VaR) and expected shortfall (ES) for realistic credit portfolio models is subtle, since, (i) there is d

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Jakobi, Christoph. "Entwicklung und Evaluation eines Gewichtsfenstergenerators für das Strahlungstransportprogramm AMOS." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2018. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-234133.

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Effizienzsteigernde Methoden haben die Aufgabe, die Rechenzeit von Monte Carlo Simulationen zur Lösung von Strahlungstransportproblemen zu verringern. Dazu gehören weitergehende Quell- oder Geometrievereinfachungen und die Gewichtsfenstertechnik als wichtigstes varianzreduzierendes Verfahren, entwickelt in den 1950er Jahren. Die Schwierigkeit besteht bis heute in der Berechnung geeigneter Gewichtsfenster. In dieser Arbeit wird ein orts- und energieabhängiger Gewichtsfenstergenerator basierend auf dem vorwärts-adjungierten Generator von T.E. BOOTH und J.S. HENDRICKS für das Strahlungstransportp

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Stockbridge, Rebecca. "Bias and Variance Reduction in Assessing Solution Quality for Stochastic Programs." Diss., The University of Arizona, 2013. http://hdl.handle.net/10150/301665.

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Stochastic programming combines ideas from deterministic optimization with probability and statistics to produce more accurate models of optimization problems involving uncertainty. However, due to their size, stochastic programming problems can be extremely difficult to solve and instead approximate solutions are used. Therefore, there is a need for methods that can accurately identify optimal or near optimal solutions. In this dissertation, we focus on improving Monte-Carlo sampling-based methods that assess the quality of potential solutions to stochastic programs by estimating optimality g

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Bykov, A. (Alexander). "Experimental investigation and numerical simulation of laser light propagation in strongly scattering media with structural and dynamic inhomogeneities." Doctoral thesis, University of Oulu, 2010. http://urn.fi/urn:isbn:9789514261558.

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Abstract Light scattering diagnostics of turbid media containing both structural and dynamic inhomogeneities is currently of significant importance. One of the important directions in modern light scattering diagnostics is the development of methods for probing biological media with visible- and near-infrared radiation allowing for visualization of the biotissue structure. Optical methods for studying the biotissue structure and characterization of its optical properties are very promising and have been rapidly developing during the past decade. The present work is aimed at improving and dis

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Pospíšilová, Barbora. "Modelování a simulace rizik investičních záměrů." Doctoral thesis, Vysoké učení technické v Brně. Fakulta stavební, 2015. http://www.nusl.cz/ntk/nusl-234563.

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This doctoral thesis deals with modelling and simulation of investment projects and linking risk management with new trends in construction industry. Process of balancing of acceptable risk level and investment costs is really complex and is influenced by several uncertainties. Simulation methods are able to model future scenarios of project development and quantify impact of risk factors. The aim of the doctoral thesis is to find an optimal methodology for risk analysis during decision-making process using simulation methods. The methodology links modeling by simulation method Monte Carlo wit

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Ocnasu, Andreea Bianca. "Evaluation de la sûreté de fonctionnement des réseaux de distribution par la simulation Monte Carlo : application à des stratégies de maintenance optimales." Phd thesis, Grenoble INPG, 2008. http://tel.archives-ouvertes.fr/tel-00339260.

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Le secteur électrique est confronté aujourd'hui à de nouveaux défis imposés par la dérégulation du marché d'électricité, la volonté de réduire les émissions de gaz à effet de serre, le développement des nouvelles technologies. Nous assistons à un besoin croissant en terme d'analyse de sûreté de fonctionnement des réseaux de distribution, qui se manifeste par une migration des méthodes utilisées auparavant dans les réseaux de transport vers le niveau de la distribution. Dans une thèse précédente, une méthode de calcul basée sur une simulation Monte Carlo séquentielle a été développée. Une premi

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Li, Xing. "Novel brachytherapy techniques for cervical cancer and prostate cancer." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/1682.

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Intensity-modulated brachytherapy techniques, compensator-based intensity modulated brachytherapy (CBT) and interstitial rotating shield brachytherapy (I-RSBT), are two novel conceptual radiation therapies for treating cervical and prostate cancer, respectively. Compared to conventional brachytherapy techniques for treating cervical cancer, CBT can potentially improve the dose conformity to the high-risk clinical target volume (CTV) of the cervix in a less invasive approach. I-RSBT can reduce the dose delivered to the prostate organ at risks (OARs) with the same radiation dose delivered to the

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Rathsman, Karin. "Modeling of Electron Cooling : Theory, Data and Applications." Doctoral thesis, Uppsala universitet, Kärnfysik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-129686.

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The Vlasov technique is used to model the electron cooling force. Limitations of the applicability of the method is obtained by considering the perturbations of the electron plasma. Analytical expressions of the electron cooling force, valid beyond the Coulomb logarithm approximation, are derived and compared to numerical calculations using adaptive Monte Carlo integration. The calculated longitudinal cooling force is veriﬁed with measurements in CELSIUS. Transverse damping rates of betatron oscillations for a nonlinear cooling force is explored. Experimental data of the transverse monochromat

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Krupa, Štěpán. "Stanovení hodnoty společnosti DEKTRADE, a.s." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-162574.

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The aim of this Master's Thesis is valuation of the company DEKTRADE, a.s. as determined by possible independent analytic using publicly accessible information or data that could be acquired when in touch with management of the company as at January 1st 2013. Results of the thesis are supposed to analyze the corporation itself from the strategically-financial point of view, specify the height of its value if offered to a potential buyer and at last but not at least to help the board of managers to see the conceivable outlook of main competitors on DEKTRADE, a.s. The Thesis is split to theoreti

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Masters, Nathan Daniel. "Efficient Numerical Techniques for Multiscale Modeling of Thermally Driven Gas Flows with Application to Thermal Sensing Atomic Force Microscopy." Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/11574.

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The modeling of Micro- and NanoElectroMechanical Systems (MEMS and NEMS) requires new computational techniques that can deal efficiently with geometric complexity and scale dependent effects that may arise. Reduced feature sizes increase the coupling of physical phenomena and noncontinuum behavior, often requiring models based on molecular descriptions and/or first principles. Furthermore, noncontinuum effects are often localized to small regions of (relatively) large systemsprecluding the global application of microscale models due to computational expense. Multiscale modeling couples efficie

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Snyder, Brett W. "Tools and Techniques for Evaluating the Reliability of Cloud Computing Systems." University of Toledo / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1371685877.

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Hu, Xiaohong. "Probability modeling of industrial situations using transform techniques." Ohio : Ohio University, 1995. http://www.ohiolink.edu/etd/view.cgi?ohiou1179433956.

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Bergere, Bastien. "Apprentissage automatique d'un modèle en Tomographie par Emission de Positons à partir de la simulation Monte Carlo. : Application à la reconstruction en 2D et 3D." Electronic Thesis or Diss., université Paris-Saclay, 2025. http://www.theses.fr/2025UPAST052.

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La simulation Monte Carlo, adossée à un code de transport de particules, offre la modélisation la plus précise du processus générant les données en Tomographie par Emission de Positons (TEP). Cependant, la simulation est de nature purement générative et ne constitue pas un modèle statistique explicite. Dans ce travail, qui appartient au domaine de l'inférence par simulation, nous proposons une méthode d'approximation analytique de la vraisemblance implicite du modèle génératif.Étant donné la grande dimension des paramètres (carte d'émission) et des observations (sinogramme), l'estimation direc

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