To see the other types of publications on this topic, follow the link: Simulation Method.
Dissertations / Theses on the topic 'Simulation Method'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 dissertations / theses for your research on the topic '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
Huang, Ya-Lin. "Ad hoc distributed simulation: a method for embedded online simulations." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/49060.
Full textAbstract:
The continual growth of computing power in small devices has motivated the development of novel approaches to optimizing operational systems efficiently and effectively. These optimization problems are often so complex that solving them analytically may be difficult, if not prohibited. One method for solving such problems is to use online simulation. However, challenges in using online simulation include the issues of responsiveness (e.g., because of communication delays), scalability, and failure resistance. To tackle these issues, this study proposes embedding online simulations into a network of sensors that monitors the system under investigation.
This thesis explores an approach termed “ad hoc distributed simulation,” which is based on embedding online simulations into a sensor network and adding communication and synchronization among simulators to model operational systems. This approach offers several potential advantages over existing approaches: (1) it can provide rapid response to system dynamics as well as efficiency since data exchange is local to the sensor network, (2) it can achieve better scalability to incorporate more sensors, and (3) it can provide better robustness to failures because portions of the system are still under local control. This research addresses several statistical issues in this ad hoc approach: (1) rapid and effective estimation of the input processes at model boundaries, (2) estimation of system-wide performance measures from individual simulator outputs, and (3) correction mechanisms responding to unexpected events or inaccuracies within the model.
This thesis examines ad hoc distributed simulation analytically and experimentally, mainly focusing on the accuracy of predicting the performance of open queueing networks. First, the analytical part formalizes the ad hoc approach and evaluates its accuracy at modeling certain class of open queueing networks with regard to the steady-state system performance measures. This work concerning steady-state metrics is extended to a broader class of networks by an empirical study, which presents evidence to show that the ad hoc approach can generate predictions comparable to those from sequential simulations. Furthermore, a “buffered-area” mechanism is proposed to substantially reduce prediction bias with a moderate increase in execution time.
In addition to those steady-state studies, another empirical study targets the prediction accuracy of the ad hoc approach at open queueing networks with short-term system-state transients. This study demonstrates that, with slight modification to the prior design of the ad hoc queueing simulation method for those steady-state studies, system dynamics can be well modeled. The results, again, support the conclusion that the ad hoc approach is competitive to the sequential simulation method in terms of prediction accuracy.
2
Fithen, Robert Miller. "Adaptive finite element simulation of incompressible viscous flow." Diss., This resource online, 1993. http://scholar.lib.vt.edu/theses/available/etd-06062008-170423/.
Full text
3
Eriksson, Måns. "A simulation method for skewness correction." Thesis, Uppsala University, Department of Mathematics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-120037.
Full text
4
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
5
Sun, Yuanyuan. "Water Quality Simulation with Particle Tracking Method." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-129265.
Full textAbstract:
In the numerical simulation of fluid flow and solute transport in porous media, finite element method (FEM) has long been utilized and has been proven to be efficient. In this work, an alternative approach called random walk particle tracking (RWPT) method is proposed. In this method, a finite number of particles represent the distribution of a solute mass. Each particle carries a certain fraction of the total mass and moves in the porous media according to the velocity field. The proposed RWPT model is established on a scientific software platform OpenGeoSys (OGS), which is an open source initiative for numerical simulation of thermo-hydro-mechanical-chemical (THMC) processes in porous media. The flow equation is solved using finite element method in OGS. The obtained hydraulic heads are numerically differentiated to obtain the velocity field. The particle tracking method does not solve the transport equation directly but deals with it in a physically stochastic manner by using the velocity field. Parallel computing concept is included in the model implementation to promote computational efficiency. Several benchmarks are developed for the particle tracking method in OGS to simulate solute transport in porous media and pore space. The simulation results are compared to analytical solutions and other numerical methods to test the presented method. The particle tracking method can accommodate Darcy flow as it is the main consideration in groundwater flow. Furthermore, other flow processes such as Forchheimer flow or Richards flow can be combined with as well. Two applications indicate the capability of the method to handle theoretical real-world problems. This method can be applied as a tool to elicit and discern the detailed structure of evolving contaminant plumes<br>Bei der numerischen Simulation von Strömung und Stofftransport in porösen Medien hat die Nutzung der Finite-Elemente-Methode (FEM) eine lange Tradition und wird sich als effizient erweisen. In dieser Arbeit wird ein alternativer Ansatz, die random walk particle tracking (RWPT) Methode vorgeschlagen. Bei diesem Verfahren stellt eine endliche Anzahl von Partikeln die Verteilung eines gelösten Stoffes dar. Jedes Teilchen trägt einen bestimmten Bruchteil der Gesamtmasse und bewegt sich in den porösen Medien gemäß des Geschwindigkeitsfeldes. Das vorgeschlagene RWPT Modell basiert auf der wissenschaftlichen Softwareplattform OpenGeoSys (OGS), die eine Open-Source-Initiative für die numerische Simulation thermo-hydro-mechanisch-chemischen (THMC) in porösen Medien darstellt. Die Strömungsgleichung wird in OGS mit der Finite-Elemente-Methode gelöst. Der Grundwasserstand wird numerisch berechnet, um das Geschwindigkeitsfeld zu erhalten. Die Partikel-Tracking-Methode löst die Transportgleichung nicht direkt, sondern befasst sich mit ihr in einer physikalisch stochastische Weise unter Nutzung des Geschwindigkeitsfeldes. Zur Berücksichtigung der Recheneffizienz ist ein Parallel Computing-Konzept in der Modell-Implementierung enthalten. Zur Simulation des Stofftransports in porösen Medien und im Porenraum wurden mehrere Benchmarks für die Partikel-Tracking-Methode in OGS entwickelt. Die Simulationsergebnisse werden mit analytischen Lösungen und andere numerische Methoden verglichen, um die Aussagefähigkeit des vorgestellten Verfahrens zu bestätigen. Mit der Partikel-Tracking-Methode kann die Darcy-Strömung gelöst werden, die das wichtigste Kriterium in der Grundwasserströmung ist. Außerdem bewältigt die Methode auch andere Strömungsprozesse, wie die Forchheimer-Strömung und die Richards-Strömung. Zwei Anwendungen zeigen die Leistungsfähigkeit der Methode bei der prinzipiellen Handhabung von Problemen der realen Welt. Die Methode kann als ein Instrument zur Aufdeckung Erkennung der detaillierte Struktur von sich entwickelnden Schadstofffahnenangewendet werden
6
Lee, Haegyun. "Level-set finite element simulation of free-surface flow." Diss., University of Iowa, 2007. http://ir.uiowa.edu/etd/168.
Full text
7
Farooq, Muhammad Asif. "Cartesian Grid Method for Compressible Flow Simulation." Doctoral thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for energi- og prosessteknikk, 2012. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-16538.
Full textAbstract:
The Cartesian grid method is an alternative to the existing methods to solve a physical problem governed by partial differential equations (PDEs) computationally. Researchers are interested in this method due to its simplicity of grid generation, less computational effort and ease of implementation into a computer code. One of the other options to solve a physical PDE problem is by the body-fitted grid method. In the body-fitted grid method, the boundary points are grid points. This is not the case with the Cartesian grid method where the body wall is embedded as a boundary into a Cartesian grid resultingin irregular cells near the embedded boundary. These irregular cells near the embedded boundary are known as cut-cells. Instead of using special treatmentsof the cut-cells or enforcing the presence of the embedded boundary by adding source terms at the Cartesian grid points near the boundary, the kinematic and other boundary conditions can be introduced in the Cartesian grid method via ghost points. Those grid points which lie inside the embedded boundary and are also a part of computation are called ghost points. Inactive grid points inside the embedded boundary are referred to as solid points. In the present Cartesian grid method, based on a ghost point treatment, local symmetry conditions are imposed at the embedded wall boundary. The ghost point treatments available in the literature are difficult to implement due to complex procedures. We are introducing a new approach to approximate the kinematics of the embedded boundary by a very simple ghost point treatment called the simplified ghost point treatment. In this approach, we consider the grid lines in the x- and y- directions as approximations of the lines normal to the embedded boundary depending on whether the angle between the normal and the x- or y-directions is closer. For 1D hyperbolic nonlinear systems of conservation laws, we use the moving normal shock wave as a test case for the 1D compressible Euler equations.For the 2D compressible Euler equations, we test the simplified ghost point treatment for an oblique shock wave generated by a wedge. Then, we verified our approach for slender bodies, namely for supersonic flow over a circular arc airfoil and for transonic flow over a circular arc bump in a channel. In a final problem, we applied the simplified ghost point treatment to blunt body flow and considered supersonic flows over a cylinder using the 2D compressible Euler and Navier-Stokes equations. The results are good or comparable to those found in the existing literature.
8
YAMAMOTO, Kazuhiro, Xiaoyi HE, and Gary D. DOOLEN. "Combustion Simulation Using the Lattice Boltzmann Method." The Japan Society of Mechanical Engineers, 2004. http://hdl.handle.net/2237/9002.
Full text
9
Jones, A. M. "A distributed simulation method for systolic arrays." Thesis, University of Bristol, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.375029.
Full text
10
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
11
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
12
Falagkaris, Emmanouil. "Lattice Boltzmann method and immersed boundary method for the simulation of viscous fluid flows." Thesis, University of Edinburgh, 2018. http://hdl.handle.net/1842/33165.
Full textAbstract:
Most realistic fluid flow problems are characterised by high Reynolds numbers and complex boundaries. Over the last ten years, immersed boundary methods (IBM) that are able to cope with realistic geometries have been applied to Lattice- Boltzmann methods (LBM). These methods, however, have normally been applied to low Reynolds number problems. In the present work, an iterative direct forcing IBM has been successfully coupled with a multi-domain cascaded LBM in order to investigate viscous flows around rigid, moving and wilfully deformed boundaries at a wide range of Reynolds numbers. The iterative force-correction immersed boundary method of (Zhang et al., 2016) has been selected due to the improved accuracy of the computation, while the cascaded LB formulation is used due to its superior stability at high Reynolds numbers. The coupling is shown to improve both the stability and numerical accuracy of the solution. The resulting solver has been applied to viscous flow (up to a Reynolds number of 100000) passed a NACA-0012 airfoil at a 10 degree angle of attack. Good agreement with results obtained using a body-fitted Navier-Stokes solver has been obtained. At moving or deformable boundary applications, emphasis should be given on the influence of the internal mass on the computation of the aerodynamic forces, focusing on deforming boundary motions where the rigid body approximation is no longer valid. Both the rigid body and the internal Lagrangian points approximations are examined. The resulting solver has been applied to viscous flows around an in-line oscillating cylinder, a pitching foil, a plunging SD7003 airfoil and a plunging and flapping NACA-0014 airfoil. Good agreement with experimental results and other numerical schemes has been obtained. It is shown that the internal Lagrangian points approximation accurately captures the internal mass effects in linear and angular motions, as well as in deforming motions, at Reynolds numbers up to 4 • 104. Finally, an expanded higher-order immersed boundary method which addresses two major drawbacks of the conventional IBM will be presented. First, an expanded velocity profile scheme has been developed, in order to compensate for the discontinuities caused by the gradient of the velocity across the boundary. Second, a numerical method derived from the Navier-Stokes equations in order to correct the pressure distribution across the boundary has been examined. The resulting hybrid solver has been applied to viscous flows around stationary and oscillating cylinders and examined the hovering flight of elliptical wings at low Reynolds numbers. It is shown that the proposed scheme smoothly expands the velocity profile across the boundary and increases the accuracy of the immersed boundary method. In addition, the pressure correction algorithm correctly expands the pressure profile across the boundary leading to very accurate pressure coefficient values along the boundary surface. The proposed numerical schemes are shown to be very efficient in terms of computational cost. The majority of the presented results are obtained within a few hours of CPU time on a 2.8 GHz Intel Core i7 MacBook Pro computer with a 16GB memory.
13
Sekerci, Yadigar. "Some recent simulation techniques of diffusion bridge." Thesis, Växjö University, School of Mathematics and Systems Engineering, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-5749.
Full textAbstract:
<p>We apply some recent numerical solutions to diffusion bridges written in Iacus (2008). One is an approximate scheme from Bladt and S{\o}rensen (2007), another one, from Beskos et al (2006), is an algorithm which is exact: no numerical error at given grid points!</p>
14
Xiao, Yong. "Efficient numerical method for micromagnetic simulation and application /." View abstract or full-text, 2006. http://library.ust.hk/cgi/db/thesis.pl?MATH%202006%20XIAO.
Full text
15
Yue, Yuan. "Simulation of reactive components by the TLM method." Thesis, University of Ottawa (Canada), 1993. http://hdl.handle.net/10393/10930.
Full textAbstract:
Several new models for the simulation of nonlinear components have been developed in this thesis. Firstly, the model of the stub terminated with a constant capacitance is established. Simulations of a lumped capacitance connected to a transmission line, as well as modelling of relative permittivity can be done by this approach. Secondly, the algorithm for the modelling of voltage-dependent capacitance is developed based on the model of the stub terminated with variable capacitance. Thirdly, a configuration for the simulation of series capacitance in the TLM mesh is derived. The scattering matrix and the transmission formula for the structure are developed. The structure can also be used to simulate series-connected varactor diodes. Finally, the simulation of a varactor diode is performed in the three-dimensional expanded-node scheme. In order to show the application of different models, some examples, simulation results and discussions are given in this thesis.
16
Wang, Bin. "An Embedded Method for Near-Wellbore Streamline Simulation." Thesis, University of Louisiana at Lafayette, 2018. http://pqdtopen.proquest.com/#viewpdf?dispub=10637616.
Full textAbstract:
<p> Reactive transport phenomena, such as CO2 sequestration and Microbial EOR, have been of interest in streamline-based simulations. Tracing streamlines launched from a wellbore is important, especially for time-sensitive transport behaviors. However, discretized gridblocks are usually too large as compared to the wellbore radius. Field-scale simulations with local-grid-refinement (LGR) models often consume huge computational time. An embedded grid-free approach to integrate near-wellbore transport behaviors into streamline simulations is developed, which consists of two stages of development: tracing streamlines in a wellblock (a gridblock containing wells) and coupling streamlines with neighboring grids. The velocity field in a wellblock is produced based on a grid-less virtual boundary element method, where streamlines are numerically traced using the fourth-order Runge-Kutta (RK4) method. The local streamline system is then connected with the global streamline system which is produced by Pollock’s algorithm. Finally, the reactive transport equation will be solved along these streamlines. </p><p> The presented algorithm for solving near-wellbore streamlines is verified by both a commercial finite element simulator and Pollock-algorithm-based 3D streamline simulator. A series of computational cases of reactive transport simulation are studied to demonstrate the applicability, accuracy, and efficiency of the proposed method. Velocity field, time-of-flight (TOF), streamline pattern, and concentration distribution produced by different approaches are analyzed. Results show that the presented method can accurately perform near-wellbore streamline simulations in a time-efficient manner. The algorithm can be directly applied to one grid containing multiple wells or off-center wells, as well. Furthermore, assuming streamlines are evenly launched from the gridblock boundary or ignoring transport in the wellblock is not always reasonable, and may lead to a significant error. </p><p> This study provides a simple and grid-free solution, but is capable of capturing the flow field near the wellbore with significant accuracy and computational efficiency. The method is promising for streamline-based reservoir simulation with time-sensitive transport, and other simulations requiring an accurate assessment of interactions between wells in one particular gridblock.</p><p>
17
Balland, Philippe. "The solenoidal finite element method and reservoir simulation." Thesis, University of Oxford, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.260727.
Full text
18
Doolen, Gary D., Xiaoyi He, and Kazuhiro Yamamoto. "Simulation of Combustion Field with Lattice Boltzmann Method." Springer, 2002. http://hdl.handle.net/2237/20030.
Full text
19
Chin, Jonathan. "Mesoscale fluid simulation with the lattice Boltzmann method." Thesis, Queen Mary, University of London, 2005. http://qmro.qmul.ac.uk/xmlui/handle/123456789/1776.
Full textAbstract:
This thesis describes investigations of several complex fluid effects., including hydrodynamic spinodal decomposition, viscous instability. and self-assembly of a cubic surfactant phase, by simulating them with a lattice Boltzmann computational model. The introduction describes what is meant by the term "complex fluid", and why such fluids are both important and difficult to understand. A key feature of complex fluids is that their behaviour spans length and time scales. The lattice Boltzmann method is presented as a modelling technique which sits at a "mesoscale" level intermediate between coarse-grained and fine-grained detail, and which is therefore ideal for modelling certain classes of complex fluids. The following chapters describe simulations which have been performed using this technique, in two and three dimensions. Chapter 2 presents an investigation into the separation of a mixture of two fluids. This process is found to involve several physical mechanisms at different stages. The simulated behaviour is found to be in good agreement with existing theory, and a curious effect, due to multiple competing mechanisms, is observed, in agreement with experiments and other simulations. Chapter 3 describes an improvement to lattice Boltzmann models of Hele-Shaw flow, along with simulations which quantitatively demonstrate improvements in both accuracy and numerical stability. The Saffman-Taylor hydrodynamic instability is demonstrated using this model. Chapter 4 contains the details and results of the TeraGyroid experiment, which involved extremely large-scale simulations to investigate the dynamical behaviour of a self-assembling structure. The first finite- size-effect- free dynamical simulations of such a system are presented. It is found that several different mechanisms are responsible for the assembly; the existence of chiral domains is demonstrated, along with an examination of domain growth during self-assembly. Appendix A describes some aspects of the implementation of the lattice Boltzmann codes used in this thesis; appendix B describes some of the Grid computing techniques which were necessary for the simulations of chapter 4. Chapter 5 summarises the work, and makes suggestions for further research and improvement.
20
Wang, Yao. "Simulation Method Development for Vehicle Radiated Immunity Test." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-246026.
Full textAbstract:
In the past few decades, on-board electronic devices have been developingtremendously in automotive industry, and it is believed that the trendof electrication and autonomous driving will sustain in the near future.Thus, passenger cars are going to suer from more severe electromagneticenvironment, especially from an EMC's perspective.This thesis is an investigation and overview on a possible simulationmethod applied to vehicle radiated immunity test in accordance withISO 11451-2 standard. The preliminary work of geometry clean-up onthe model obtained from structural dynamics department and the overallmethod development have been discussed. The main contribution of thisthesis is to build up a feasible workow that is suitable for vehicle EMCsimulations based on FEM electromagnetic simulation software ANSYSHFSS. In addition, some potential future work within this area is alsosuggested by the author.<br>Under de senaste decenniernas gång har elektroniken inom bilindustrinsett en kraftig utveckling, och att trenden pekar på batteridrivna och självkörande bilar som en trolig verklighet inom en snar framtid. Den utvecklingen kan också leda till att personbilar kan drabbas i en alltmer elektro-magnetisk omgivning, speciellt från EMC’s perspektiv.Denna uppsats har som syfte att undersöka och skapa en överblick genom en simulering som utfärdar ett strålningsimmunitets-test på ett fordon i enlighet med standarden ISO 11451-2. Det preliminära arbetet med geometri rening på modellen som erhållits från avdelningen för strukturdynamik och den övergripande metodutvecklingen har diskuterats. Det som med denna uppsats avser att bidra med i huvud-del är att bygga upp ett möjlig arbetsflöde som lämpar sig för EMC-simuleringar för fordon med FEM elektro-magnetiska simulations-mjukvaran ANSYS HFSS. Vidareställs frågor för ytterligare arbete och forskning av uppsats-författaren.
21
Björk, Johan. "Compressor CFD simulation method development : A CFD study." Thesis, Luleå tekniska universitet, Institutionen för teknikvetenskap och matematik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-69880.
Full textAbstract:
This master thesis project consisted of three parts that all were performed through CFD simulations with the purpose to develop Scania's methods in the subject of CFD. All parts included simulations on Scania's SC92T70 centrifugal compressor. Part one consisted of performing a mesh study for the purpose of reliability, to investigate the convergence of different parameters by refining the boundary layer. The method used is an inflation option called First layer thickness. Five different meshes were generated where the Richardson extrapolation method was used to examine the parameters between the mesh renements. From the result from the examined parameters, an approximate relative error could be calculated to be less than 0.52 %, and a numerical uncertainty of less than 0.35 %, between Mesh3 and Mesh4. In addition to that, Mesh3 had a simulation time of one hour less than for Mesh4. These results motivated the use of mesh3 to be refined enough for further work in this thesis project. This mesh ended at 37, 915, 257 number of elements. The second part consisted of performing steady state CFD simulations, to examine different parameters in order to find indications of the phenomena surge. Here, experimental data was used as reliance to perform CFD simulations on the compressor. Design points from experimental data was used, that ranged from low mass flow rates where surge arises, to high mass flow rates where another phenomena called choke occur. Except for the design points taken from experimental data, a few extra design points where included at low mass flow rates (in the region of surge). The goal was that the analysis of the different parameters would generate fluctuations on the result for the design points in surge region. Four different rotational speeds on the compressor were examined, 56k, 69k, 87k and 110k revolutions per minute. A total of 140 different parameters were examined, where 10 of these indicated on surge. All of these parameters that indicated on surge where found in regions of vicinity to the compressor wheel, which are the regions subjected to the phenomena.The parameters indicating on surge where mass flow, pressure coefficient, static pressure and temperature. Indications where found at the wheel inlet, ported shroud, and wheel outlet interfaces. The indications were only found for the two lower rotational speeds of the compressor wheel. To capture the behaviour on higher rotational speeds, more design points in the region of surge are needed, or transient simulations. Part three of the thesis project consisted of investigating the methodology of performing a Conjugate Heat Transfer model (CHT) with the CFD code CFX. This part has not been performed by Scania before, so a big part of the problem was to investigate if it actually was achievable. The goal was to use this model to calculate the heat transfer between fluid and solid parts, as well as between the solid parts and the ambient. One question Scania wanted to answer was if the CHT model could generate aerodynamic performance that corresponds to Scania's traditional adiabatic model, as well as to experimental data of the compressor. In this part, both solid and fluid domains were included in the geometryto calculate heat transport, in contrast to the traditional adiabatic model that only uses the fluid domains. Because of that, a big part of the work consisted of defining all interfaces connecting together surfaces between all domains. This is needed to model heat transport between the domains. In the set up part in CFX, the CHT model differed a lot from the traditional adiabatic model in that way that the outer walls was not set up as adiabatic anymore. In the CHT model, instead heat transfer is allowed between the outer walls of the fluids and the solids. From the result simulations, one could see that the CHT model was able to compute the heat transfer between fluids and solids. It also managed to export thermal data such as heat flux and wall heat transfer coefficient to be used for mechanical analysis, which is an important part in Scania's work. From the analysis of aerodynamic performance, a conclusion was drawn that the CHT model was able to compute efficiency and pressure ratio that followed the behaviour ofthe traditional adiabatic model as well as experimental data. However, for lowermass flows, the CHT model started to underpredict which could be explained by the geometrical differences between the CHT and adiabatic model. By analysis of temperature, one could see quantitative differences compared to the traditional adiabatic model. For other parameters (static and total pressure), there were no experimental data to be used for comparison. Because of that, an important part in future work of this CHT method development is to perform more experimental test for CFD data to be compared against. Another important part to compare the models is to have an identical geometry. Without an identical geometry, deviations in result will occur that depends on geometry.
22
Bude, Jérémie. "Ductile fracture simulation using the strong discontinuity method." Thesis, Compiègne, 2015. http://www.theses.fr/2015COMP2243/document.
Full textAbstract:
Dans un contexte d’évaluation de la criticité des chargements, les travaux de thèse ont les objectifs suivants : prendre en compte les phénomènes sous-jacents à le rupture ductile : les phénomènes de dissipation volumique (plasticité et endommagement) et surfaciques (fissuration). On s'intéresse également à régulariser la solution vis-à-vis du maillage, à prédire le phénomène de transition de mode de rupture plan vers un mode de propagation oblique observé pour certains essais. La méthode utilisée est basée sur la méthode des discontinuités fortes. Un des enjeux majeurs de ces travaux est d’étendre son champ d'application au cadre de la modélisation de la rupture ductile, notamment en présence de plasticité et d'endommagement dans le volume. Une première partie des travaux est consacré à l'établissement d'un modèle en hypothèse de petites déformations, avec un modèle matériau de plasticité et d'endommagement couplé de Lemaitre pour le volume et un modèle cohésif endommageable pour le comportement surfacique. Les deux modes de rupture I et II ont été considérés dans les essais numériques. Des résultats montrant les capacités de régularisation de la méthode employée ont été présentés pour divers essais. Une seconde partie des travaux a été consacré à la formulation d'un modèle en hypothèse de grandes transformations, avec également des résultats probants en termes de régularisation de la dépendance à la taille de maille. Les deux éléments présentés ont été implémentés en formulation implicite et explicite, dans FEAP (Finite Element Analysis Program), logiciel académique développé à UC Berkeley par Taylor, et plus récemment dans le logiciel de calcul Eléments Finis Abaqus<br>In the context of loadings criticality analysis, the thesis work have the following objectives : to take into account the underlying phenomena to ductile fracture : the volumetrie (plasticity and damage) and surfacic (fracture) dissipativ mechanisms. We also aim at regularizing the solution with regards to meshing, predicting the transition from a straigh crack propagation to a slant fracture mode observed for certain tests. The chosen method relies on the stron discontinuity method. One of the major challenges of this work is to extend its framework to the ductile fractur modeling framework, by accounting for plasticity and damage in the bulk. The first part of this work is dedicated to th establ'ishment of a model in small strain hypothesis, with a material model that takes into account coupied plasticity an damage in the QUik and a damageable model for the cohesive surfacic behavior. Both modes 1 and Il have been taken int) account in thnumerical examples. Results attesting the regularizing capabilities of the method are presented fo different tests. The second part of this work is dedicated to the formulation of a finite strain mode!, and results showin the good regularizing capabilities of the method are also shown. Both elements have been implemented in FEAP (Finit Element Analysis Program), an academie software developed at UC Berkeley by Taylor, and more recently in the finit element software Abaqus
23
Zhu, Lailai. "Simulation of individual cells in flow." Doctoral thesis, KTH, Stabilitet, Transition, Kontroll, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-142557.
Full textAbstract:
In this thesis, simulations are performed to study the motion ofindividual cells in flow, focusing on the hydrodynamics of actively swimming cells likethe self-propelling microorganisms, and of passively advected objects like the red bloodcells. In particular, we develop numerical tools to address the locomotion ofmicroswimmers in viscoelastic fluids and complex geometries, as well as the motion ofdeformable capsules in micro-fluidic flows. For the active movement, the squirmer is used as our model microswimmer. The finiteelement method is employed to study the influence of the viscoelasticity of fluid on theperformance of locomotion. A boundary element method is implemented to study swimmingcells inside a tube. For the passive counterpart, the deformable capsule is chosen as the modelcell. An accelerated boundary integral method code is developed to solve thefluid-structure interaction, and a global spectral method is incorporated to handle theevolving cell surface and its corresponding membrane dynamics. We study the locomotion of a neutral squirmer with anemphasis on the change of swimming kinematics, energetics, and flowdisturbance from Newtonian to viscoelastic fluid. We also examine the dynamics of differentswimming gaits resulting in different patterns of polymer deformation, as well as theirinfluence on the swimming performance. We correlate the change of swimming speed withthe extensional viscosity and that of power consumption with the phase delay of viscoelasticfluids. Moreover, we utilise the boundary element method to simulate the swimming cells in astraight and torus-like bent tube, where the tube radius is a few times the cell radius. Weinvestigate the effect of tube confinement to the swimming speed and power consumption. Weanalyse the motions of squirmers with different gaits, which significantly affect thestability of the motion. Helical trajectories are produced for a neutralsquirmer swimming, in qualitative agreement with experimental observations, which can beexplained by hydrodynamic interactions alone. We perform simulations of a deformable capsule in micro-fluidic flows. We look atthe trajectory and deformation of a capsule through a channel/duct with a corner. Thevelocity of capsule displays an overshoot as passing around the corner, indicating apparentviscoelasticity induced by the interaction between the deformable membrane and viscousflow. A curved corner is found to deform the capsule less than the straight one. In addition, we propose a new cell sorting device based on the deformability of cells. Weintroduce carefully-designed geometric features into the flow to excite thehydrodynamic interactions between the cell and device. This interaction varies andclosely depends on the cell deformability, the resultant difference scatters the cellsonto different trajectories. Our high-fidelity computations show that the new strategy achievesa clear and robust separation of cells. We finally investigate the motion of capsule in awall-bounded oscillating shear flow, to understand the effect of physiological pulsation to thedeformation and lateral migration of cells. We observe the lateral migration velocity of a cellvaries non-monotonically with its deformability.<br><p>QC 20140313</p>
24
Vuta, Ravi K. "Numerical simulation of moving boundary problem." Link to electronic thesis, 2007. http://www.wpi.edu/Pubs/ETD/Available/etd-050407-082551/.
Full text
25
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
26
Qin, Shanlin. "Fractional order models: Numerical simulation and application to medical imaging." Thesis, Queensland University of Technology, 2017. https://eprints.qut.edu.au/115108/1/115108_9066888_shanlin_qin_thesis.pdf.
Full textAbstract:
This thesis is primarily concerned with developing new models and numerical methods based on the fractional generalisation of the Bloch and Bloch-Torrey equations to account for anomalous MRI signal attenuation. The two main contributions of the research are to investigate the anomalous evolution of MRI signals via the fractionalised Bloch equations, and to develop new effective numerical methods with supporting analysis to solve the time-space fractional Bloch-Torrey equations.
27
Kwon, Chimyung. "Combined correlation induction strategies for designed simulation experiments." Diss., This resource online, 1991. http://scholar.lib.vt.edu/theses/available/etd-08062007-094405/.
Full text
28
Ng, Shek Wai. "An explicit method-based timing simulator." Thesis, Brunel University, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.328878.
Full text
29
Lin, Yaoyao. "Improvements in Obreshkov-based High-Order Circuit Simulation Method." Thesis, Université d'Ottawa / University of Ottawa, 2015. http://hdl.handle.net/10393/32090.
Full textAbstract:
The transient time-domain simulation, of the circuit response, is a fundamental component in the Computer-Aided Design tools of all integrated circuit and systems. It is typically desirable that a method adopted in the transient circuit simulator be of high- order and numerically stable. The two requirements, however, proved to be in conflict with each other, especially in the larger class of methods that were used in traditional circuit simulators. Recent work based on utilizing the Obreshkov formula has proved that it is possible to combine the high order with the numerical stability.
The objective of this thesis is to show how the present implementation of the Obreshkov- based method can be improved and generalized to handle different types of circuits. The first aspect of improvement targets the computation of the high-order derivatives re- quired by the Obreshkov formula. The second aspect of improvement, presented in the thesis, develops a generalized formulation that takes into account the presence of non- linear memory elements, whose nonlinearity is based on a capacitive or inductive-based nonlinear model.
30
Wong, Wai Kuen. "Simulation of nonlinear microwave circuits using harmonic balance method." Ohio : Ohio University, 1988. http://www.ohiolink.edu/etd/view.cgi?ohiou1182874498.
Full text
31
Liang, Yitian. "Generalized method of moments : theoretical, econometric and simulation studies." Thesis, University of British Columbia, 2011. http://hdl.handle.net/2429/36866.
Full textAbstract:
The GMM estimator is widely used in the econometrics literature. This thesis mainly focus on three aspects of the GMM technique. First, I derive the prooves to study the asymptotic properties of the GMM estimator under certain conditions. To my best knowledge, the original complete prooves proposed by Hansen (1982) is not easily available. In this thesis, I provide complete prooves of consistency and asymptotic normality of the GMM estimator under some stronger assumptions than those in Hansen (1982). Second, I illustrate the application of GMM estimator in linear models. Specifically, I emphasize the economic reasons underneath the linear statistical models where GMM estimator (also referred to the Instrumental Variable estimator) is widely used. Third, I perform several simulation studies to investigate the performance of GMM estimator under different situations.
32
Rougier, Esteban. "Discrete element method for simulation of gas micro-flows." Thesis, Queen Mary, University of London, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.522320.
Full text
33
Pimentel, Ernani Falcao. "A two-pass scheduling method using discrete event simulation." Thesis, University of Warwick, 1996. http://wrap.warwick.ac.uk/66922/.
Full textAbstract:
The scheduling area is well known to generate large combinatorial problems and several modelling techniques have been used to tackle them. One of the most important techniques is Discrete Event Simulation (DES). However, as any other technique DES has its advantages and disadvantages. The main advantage of DES as a scheduling tool is the computational efficiency with which an accurate model of a manufacturing system can be developed. The disadvantage of DES as a scheduling tool is that a schedule is developed through incremental decisions over time, but without appreciation of the effect of each decision on the rest of the schedule. This thesis presents a two-pass finite scheduling method to alleviate the inherent disadvantage of DES as a scheduling tool. The two-pass method is based on two programs which employ a two-phase simulation model. The first pass produces schedules by simple heuristic dispatching rules (first in first out, earliest due date and slack time divided by the number of operations remaining). The second pass of the method tries to improve the schedule based on information from the first pass and a heuristic algorithm designed to improve the production flow. Results from the experiments carried out to test the effectiveness of the method are also presented.
34
Anderson, Ben L. "Changing the paradigm simulation, a method of first resort." Thesis, Monterey, California. Naval Postgraduate School, 2011. http://hdl.handle.net/10945/5481.
Full textAbstract:
Approved for public release; distribution is unlimited.<br>The computing capability to which Operations Research (OR) analysts have access today is over 1,000,000,000 times more powerful than the first simulation pioneers had sixty years ago, yet the concept that simulation is a "method of last resort" still plagues the OR community. Many real-world problems are complex, with properties such as high dimensionality, non-linear effects, stochastic elements, and dependence between variables. Solving these problems analytically often requires simplifying assumptions, running the risk of making a Type III error (i.e., getting the right answer to the wrong problem). This paper explores the development of computer simulation, and the key design principles that must be followed, to demonstrate how simulation is often the appropriate tool in understanding complex, real-world problems. Contrasting the results of a recently published analytical approach to the analysis of an airport check-in counter scheduling problem versus those of a simulation study of the same system, we demonstrate that simulation can quickly provide the same answers with any desired degree of precision and with no loss of insight. More importantly, simulation can easily use both empirical data and more realistic assumptions-which allows for the analyst to address the right problem. With current computational capabilities and methods, it is time to change the paradigm. Simulation is a method of first resort.
35
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 textAbstract:
Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, February 2012.<br>"February 2012." Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. [73]-74).<br>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.<br>by Jessica D. Armour.<br>S.M.
36
Zheng, Yu. "Numerical simulation of droplet deformation using spectral element method." Thesis, Cardiff University, 2007. http://orca.cf.ac.uk/54648/.
Full textAbstract:
Spectral element methods are developed for solving two-phase flow problems of relevance to the power generation industry. In particular, an algorithm is presented for predicting the deformation of a Newtonian droplet accelerating from rest in a gas flow field. The dimensionless governing equations are written in terms of four dimensionless groups: Reynolds number, Weber number, and the viscosity and density ratios of the two fluids. The arbitrary Lagrangian-Eulerian (ALE) formulation is used to account for the movement of the mesh. Spectral element approximations are used to ensure a high degree of spatial accuracy. The computational domain is decomposed into two regions, one of which remains fixed in time while the other, located in the vicinity of the droplet, is allowed to deform within the ALE frame work. Transfinite mapping techniques are used to map the physical elements onto the computational element. Edges of elements on the free surface are described using an isoparametric mapping and blended into the elemental mapping. Surface tension is treated implicitly and naturally within the weak formulation of the problem. In addition to the movement of the mesh, the computation associated with each time step comprises an explicit treatment of the convection term and an implicit treatment of the linear terms. The generalized Stokes problem generated in the latter is solved using a nested preconditioned conjugate gradient method. The initial code development and the accuracy of the spectral element approximation is validated for the problem of flow over a solid sphere confined in a cylinder or in a uniform ambience. The problem of gas flow over a Newtonian droplet with different fluid properties is then investigated and the effects of changes in the values of the dimensionless groups on the deformation of the droplet is analysed. Finally, the Cross law is introduced to model the viscosity of non-Newtonian fluids and the problem of gas flow over a blood drop is simulated.
37
Hussain, Sardar Muhammad. "Simulation of groundwater flow by the analytic element method." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/55/55134/tde-07122017-084556/.
Full textAbstract:
Groundwater studies face computational limitations when providing local detail within regional models. The researchers are concentrated on applying the numerical models to minimize the difference between the physical reality and the implemented numerical model by considering the minimum computational cost. This work consists of the study of line-elements (such as line-doublets, circles, polygons, fractures) using the Analytic Element Method (AEM) for groundwater flow. In this work, we consider the study of two-dimensional groundwater flow in fractured porous media by the Analytic Element Method. We develop a numerical solution based on a series expansion for a problem with more than one fracture. Each fracture has an influence that can be expanded in a series that satisfies Laplaces equation exactly. In the series expansion, the unknown coefficients are obtained from the discharge potentials of all other elements that are related to the expansion coefficients. Sizes, locations and conductivities for all inhomogeneities are selected arbitrarily. This work also discusses a matrix method obtained by imposing the intern boundary conditions for the Analytic Element Method. The convergence analysis of a Gauss-Seidel type iterative method is also discussed.<br>Estudos de águas subterrâneas enfrentam limitações computacionais ao fornecer detalhes locais em modelos regionais. Os pesquisadores estão concentrados na aplicação dos modelos numéricos para minimizar a diferença entre a realidade física e o modelo numérico implementado considerando o custo computacional mínimo. Este trabalho consiste no estudo de elementos de linha (como line-doublets, círculos, polígonos, fraturas) usando o Método de Elemento Analítico (AEM) para o fluxo de águas subterrâneas. Neste trabalho, consideramos o estudo do fluxo bidimensional de águas subterrâneas em meios porosos fraturados pelo Método dos Elementos Analíticos. Desenvolvemos uma solução numérica baseada em uma expansão em série para um problema com mais de uma fratura. Cada fratura tem uma influência que pode ser expandida em uma série que satisfaça exatamente a equação de Laplace. Na expansão da série, os coeficientes desconhecidos são obtidos a partir dos potenciais de descarga de todos os outros elementos que estão relacionados aos coeficientes de expansão. Tamanhos, locais e condutividades para todas as não-homogeneidades são arbitrariamente selecionados. Este trabalho também discute o método da matriz obtido impondo as condições de contorno do interno para o Método do Elemento Analítico. A análise de convergência de um método iterativo tipo Gauss-Seidel também é discutida.
38
Ho, ChinFu. "The method of sequential systematic sampling in digital simulation." Diss., Virginia Polytechnic Institute and State University, 1986. http://hdl.handle.net/10919/53624.
Full textAbstract:
This dissertation presents a methodology for the statistical analysis of simulation output data. The analysis deals with the predictability of statistical inferential procedures for means and variances when the data are realizations of correlated and nonnormally distributed random variables. The purpose of the methodology is to improve the predictability of an inferential procedure with respect to the level of confidence in confidence interval analysis, or the power function in hypothesis testing.
Conventional methods of statistical analysis for means lead to poor performance in their predictability if the sample observations are subject to strong autocorrelation. In addition, the predictability problem with respect to inferential procedures for variances is compounded by violation of the normality assumption.
The methodology presented in this dissertation sets forth a sampling procedure to collect sequences of essentially uncorrelated observations. With these observations at hand, the statistical formulation presented leads to an estimator of the variance of the sample mean, thus yielding inferential procedures for means through the classical techniques. The formulation also leads to an estimator of the variance of the population and inferential procedures for variances are developed with an improved property of robustness. The bias in each estimator is greatly reduced due to the sampling procedure employed. Finally the research includes an algorithm for testing the lag correlation such that the sampling procedure can be actually implemented.
The methods for means and variances developed in this research have been compared with corresponding conventional procedures. The comparison is based upon the predictability of the inferential procedure applied to the sample observations generated from autoregressive, simple moving average and M/M/1 queueing models. From the computational and simulation results reported in this research, the methods for means and variances suggested by this research have led to an improvement in the predictability of the analysis.<br>Ph. D.
39
Lizneva, Yulia. "Using simulation method for improving RoPax ship loading operation." Thesis, Blekinge Tekniska Högskola, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-20916.
Full text
40
Akyürekli, Ufuk (Ufuk Dennis) Carleton University Dissertation Physics. "Simulation of ultrasound hyperthermia using the finite element method." Ottawa, 1988.
Find full text
41
Gessel, Gregory M. "A New Method for Treating Wells in Reservoir Simulation." Diss., CLICK HERE for online access, 2007. http://contentdm.lib.byu.edu/ETD/image/etd1902.pdf.
Full text
42
"Efficient Numerical Methods for Heart Simulation." Thesis, 2015. http://hdl.handle.net/10388/ETD-2015-04-2038.
Full textAbstract:
The heart is one the most important organs in the human body and many other live creatures. The electrical activity in the heart controls the heart function, and many heart diseases are linked to the abnormalities in the electrical activity in the heart. Mathematical equations and computer simulation can be used to model the electrical activity in the heart. The heart models are challenging to solve because of the complexity of the models and the huge size of the problems.
Several cell models have been proposed to model the electrical activity in a single heart cell. These models must be coupled with a heart model to model the electrical activity in the entire heart. The bidomain model is a popular model to simulate the propagation of electricity in myocardial tissue. It is a continuum-based model consisting of non-linear ordinary differential equations (ODEs) describing the electrical activity at the cellular scale and a system of partial differential equations (PDEs) describing propagation of electricity at the tissue scale. Because of this multi-scale, ODE/PDE structure of the model, splitting methods that treat the ODEs and PDEs in separate steps are natural candidates as numerical methods.
First, we need to solve the problem at the cellular scale using ODE solvers. One of the most popular methods to solve the ODEs is known as the Rush-Larsen (RL) method. Its popularity stems from its improved stability over integrators such as the forward Euler (FE) method along with its easy implementation. The RL method partitions the ODEs into two sets: one for the gating variables, which are treated by an exponential integrator, and another for the remaining equations, which are treated by the FE method. The success of the RL method can be understood in terms of its relatively good stability when treating the gating variables. However, this feature would not be expected to be of benefit on cell models for which the stiffness is not captured by the gating equations. We demonstrate that this is indeed the case on a number of stiff cell models. We further propose a new partitioned method based on the combination of a first-order generalization of the RL method with the FE method. This new method leads to simulations of stiff cell models that are often one or two orders of magnitude faster than the original RL method.
After solving the ODEs, we need to use bidomain solvers to solve the bidomain model. Two well-known, first-order time-integration methods for solving the bidomain model are the semi-implicit method and the Godunov operator-splitting method. Both methods decouple the numerical procedure at the cellular scale from that at the tissue scale but in slightly different ways. The methods are analyzed in terms of their accuracy, and their relative performance is compared on one-, two-, and three-dimensional test cases. As suggested by the analysis, the test cases show that the Godunov method is significantly faster than the semi-implicit method for the same level of accuracy, specifically, between 5 and 15 times in the cases presented.
Second-order bidomain solvers can generally be expected to be more effective than first-order bidomain solvers under normal accuracy requirements. However, the simplest and the most commonly applied second-order method for the PDE step, the Crank-Nicolson (CN) method, may generate unphysical oscillations. We investigate the performance of a two-stage, L-stable singly diagonally implicit Runge-Kutta method for solving the PDEs of the bidomain model and present a stability analysis. Numerical experiments show that the enhanced stability property of this method leads to more physically realistic numerical simulations compared to both the CN and Backward Euler (BE) methods.
43
"Monte Carlo simulation in risk estimation." 2013. http://library.cuhk.edu.hk/record=b5549771.
Full textAbstract:
本论文主要研究两类风险估计问题：一类是美式期权价格关于模型参数的敏感性估计， 另一类是投资组合的风险估计。针对这两类问题，我们相应地提出了高效的蒙特卡洛模拟方法。这构成了本文的两个主要部分。<br>第二章是本文的第一部分。在这章中，我们将美式期权的敏感性估计问题提成了更具一般性的估计问题：如果一个随机最优化问题依赖于某些模型参数， 我们该如何估计其最优目标函数关于参数的敏感性。在该问题中， 由于最优决策关于模型参数可能不连续，传统的无穷小扰动分析方法不能直接应用。针对这个困难，我们提出了一种广义的无穷小扰动分析方法，得到敏感性的无偏估计。 我们的方法显示, 在估计敏感性时， 其实并不需要样本路径关于参数的可微性。这是我们在理论上的新发现。另一方面， 该方法可以非常容易的应用于美式期权的敏感性估计。在实际应用中敏感性的无偏估计可以直接嵌入流行的美式期权定价算法，从而同时得到期权价格和价格关于模型参数的敏感性。包括高维问题和多种不同的随机过程模型在内的数值实验， 均显示该估计在计算上具有显著的优越性。最后，我们还从理论上刻画了美式期权的近似最优执行策略对敏感性估计的影响，给出了误差上界。<br>第三章是本文的第二部分。在本章中，我们研究投资组合的风险估计问题。该问题也可被推广成一个一般性的估计问题：如何估计条件期望在作用上一个非线性泛函之后的期望。针对该类估计问题，我们提出了一种多层模拟方法。我们的估计量实际上是一些简单嵌套估计量的线性组合。我们的方法非常容易实现，并且可以被广泛应用于不同的问题结构。理论分析表明我们的方法适用于不同维度的问题并且算法复杂性低于文献中现有的方法。包括低维和高维的数值实验验证了我们的理论分析。<br>This dissertation mainly consists of two parts: a generalized infinitesimal perturbation analysis (IPA) approach for American option sensitivities estimation and a multilevel Monte Carlo simulation approach for portfolio risk estimation.<br>In the first part, we develop efficient Monte Carlo methods for estimating American option sensitivities. The problem can be re-formulated as how to perform sensitivity analysis for a stochastic optimization problem when it has model uncertainty. We introduce a generalized IPA approach to resolve the difficulty caused by discontinuity of the optimal decision with respect to the underlying parameter. The unbiased price-sensitivity estimators yielded from this approach demonstrate significant advantages numerically in both high dimensional environments and various process settings. We can easily embed them into many of the most popular pricing algorithms without extra simulation effort to obtain sensitivities as a by-product of the option price. This generalized approach also casts new insights on how to perform sensitivity analysis using IPA: we do not need pathwise differentiability to apply it. Another contribution of this chapter is to investigate how the estimation quality of sensitivities will be affected by the quality of approximated exercise times.<br>In the second part, we propose a multilevel nested simulation approach to estimate the expectation of a nonlinear function of a conditional expectation, which has a direct application in portfolio risk estimation problems under various risk measures. Our estimator consists of a linear combination of several standard nested estimators. It is very simple to implement and universally applicable across various problem settings. The results of theoretical analysis show that the algorithmic complexities of our estimators are independent of the problem dimensionality and are better than other alternatives in the literature. Numerical experiments, in both low and high dimensional settings, verify our theoretical analysis.<br>Detailed summary in vernacular field only.<br>Detailed summary in vernacular field only.<br>Detailed summary in vernacular field only.<br>Liu, Yanchu.<br>"December 2012."<br>Thesis (Ph.D.)--Chinese University of Hong Kong, 2013.<br>Includes bibliographical references (leaves 89-96).<br>Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.<br>Abstract also in Chinese.<br>Abstract --- p.i<br>Abstract in Chinese --- p.iii<br>Acknowledgements --- p.v<br>Contents --- p.vii<br>List of Tables --- p.ix<br>List of Figures --- p.xii<br>Chapter 1. --- Overview --- p.1<br>Chapter 2. --- American Option Sensitivities Estimation via a Generalized IPA Approach --- p.4<br>Chapter 2.1. --- Introduction --- p.4<br>Chapter 2.2. --- Formulation of the American Option Pricing Problem --- p.10<br>Chapter 2.3. --- Main Results --- p.14<br>Chapter 2.3.1. --- A Generalized IPA Approach in the Presence of a Decision Variable --- p.16<br>Chapter 2.3.2. --- Unbiased First-Order Sensitivity Estimators --- p.21<br>Chapter 2.4. --- Implementation Issues and Error Analysis --- p.23<br>Chapter 2.5. --- Numerical Results --- p.26<br>Chapter 2.5.1. --- Effects of Dimensionality --- p.27<br>Chapter 2.5.2. --- Performance under Various Underlying Processes --- p.29<br>Chapter 2.5.3. --- Effects of Exercising Policies --- p.31<br>Chapter 2.6. --- Conclusion Remarks and Future Work --- p.33<br>Chapter 2.7. --- Appendix --- p.35<br>Chapter 2.7.1. --- Proofs of the Main Results --- p.35<br>Chapter 2.7.2. --- Likelihood Ratio Estimators --- p.43<br>Chapter 2.7.3. --- Derivation of Example 2.3 --- p.49<br>Chapter 3. --- Multilevel Monte Carlo Nested Simulation for Risk Estimation --- p.52<br>Chapter 3.1. --- Introduction --- p.52<br>Chapter 3.1.1. --- Examples --- p.53<br>Risk Measurement of Financial Portfolios --- p.53<br>Derivatives Pricing --- p.55<br>Partial Expected Value of Perfect Information --- p.56<br>Chapter 3.1.2. --- A Standard Nested Estimator --- p.57<br>Chapter 3.1.3. --- Literature Review --- p.59<br>Chapter 3.1.4. --- Summary of Our Contributions --- p.61<br>Chapter 3.2. --- The Multilevel Approach --- p.63<br>Chapter 3.2.1. --- Motivation --- p.63<br>Chapter 3.2.2. --- Multilevel Construction --- p.65<br>Chapter 3.2.3. --- Theoretical Analysis --- p.67<br>Chapter 3.2.4. --- Further Improvement by Extrapolation --- p.69<br>Chapter 3.3. --- Numerical Experiments --- p.72<br>Chapter 3.3.1. --- Single Asset Setting --- p.73<br>Chapter 3.3.2. --- Multiple Asset Setting --- p.74<br>Chapter 3.4. --- Concluding Remarks --- p.77<br>Chapter 3.5. --- Appendix: Technical Assumptions and Proofs of the Main Results --- p.79<br>Bibliography --- p.89
44
Ma, Hao Yun, and 馬浩雲. "A Simulation Method for Mechanical Joints by Finite Element Method." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/50059415602627606928.
Full textAbstract:
碩士<br>國立臺灣大學<br>機械工程學系<br>85<br>A Simulation Method for Mechanical Joints by Finite Element
MethodABSTRACTThis thesis develops a simulation method for
modeling characteristics ofdifferent kinds of joints in machine
structures. The characteristics ofdifferent joints are simulated
by different interface elements composedof spring, dashpot and
gap elements. The static characteristics of jointsare modeled by
gap elements and spring elements, where the gap element isused
to model two contact surfaces which may keep or break physical
contactand may slide with given Coulomb friction coefficients
between two surfaces.To model the dynamic characteristics of
joints, dashpot elements are addedalong with gap elements and
spring elements. The physical parameters forthese interface
elements are obtained from research results of jointsstated in
other references. The finite element models of machine
structureswith joint elements included are used in finite
element analysis to obtainvarious structural responses, such as
displacements, stresses, naturalfrequencies, transient responses
and frequency responses. Significantdifferences of different
structural responses of machine structures areobserved between
the model with and without joint elements. Responseswith joint
elements included are closer to those obtained from
experimentresults stated in other references. It shows that
joint elements developedin this thesis can reasonably simulate
characteristics of joints in machinestructures. Finally, finite
element models with joint elements for a machinetool structure
and a ultra-precision XY table are established andreasonable
results are obtained from the finite element analysis.Keywords:
Finite Element Method, Structure Analysis, Joint Simulation
45
Hanford, Amanda Danforth Long Lyle N. "Numerical simulations of acoustics problems using the direct simulation Monte Carlo method." 2008. http://etda.libraries.psu.edu/theses/approved/WorldWideIndex/ETD-3008/index.html.
Full text
46
Vlasenko, Dmitry [Verfasser]. "Komponentenorientierende Methode zur Simulation von Mehrkörpersystemen = Component oriented method for simulation of multibody dynamics / von: Vlasenko Dmitry." 2006. http://d-nb.info/97878944X/34.
Full text
47
James, Steven Doron. "The effect of simulation bias on action selection in Monte Carlo Tree Search." Thesis, 2016. http://hdl.handle.net/10539/21673.
Full textAbstract:
A dissertation submitted to the Faculty of Science, University of the Witwatersrand,
in fulfilment of the requirements for the degree of Master of Science. August 2016.<br>Monte Carlo Tree Search (MCTS) is a family of directed search algorithms that has gained widespread
attention in recent years. It combines a traditional tree-search approach with Monte Carlo
simulations, using the outcome of these simulations (also known as playouts or rollouts) to evaluate
states in a look-ahead tree. That MCTS does not require an evaluation function makes it particularly
well-suited to the game of Go — seen by many to be chess’s successor as a grand challenge of
artificial intelligence — with MCTS-based agents recently able to achieve expert-level play on
19×19 boards. Furthermore, its domain-independent nature also makes it a focus in a variety of
other fields, such as Bayesian reinforcement learning and general game-playing.
Despite the vast amount of research into MCTS, the dynamics of the algorithm are still not
yet fully understood. In particular, the effect of using knowledge-heavy or biased simulations in
MCTS still remains unknown, with interesting results indicating that better-informed rollouts do
not necessarily result in stronger agents. This research provides support for the notion that MCTS
is well-suited to a class of domain possessing a smoothness property. In these domains, biased
rollouts are more likely to produce strong agents. Conversely, any error due to incorrect bias
is compounded in non-smooth domains, and in particular for low-variance simulations. This is
demonstrated empirically in a number of single-agent domains.<br>LG2017
48
Du, Yiping. "Efficient Simulation Methods for Estimating Risk Measures." Thesis, 2011. https://doi.org/10.7916/D8J10FQ4.
Full textAbstract:
In this thesis, we analyze the computational problem of estimating financial risk in nested Monte Carlo simulation. An outer simulation is used to generate financial scenarios, and an inner simulation is used to estimate future portfolio values in each scenario. Mean squared error (MSE) for standard nested simulation converges at the rate $k^{-2/3}$, where $k$ is the computational budget.
In the first part of this thesis, we focus on one risk measure, the probability of a large loss, and we propose a new algorithm to estimate this risk. Our algorithm sequentially allocates computational effort in the inner simulation based on marginal changes in the risk estimator in each scenario. Theoretical results are given to show that the risk estimator has an asymptotic MSE of order $k^{-4/5+\epsilon}$, for all positive $\epsilon$, that is faster compared to the conventional uniform inner sampling approach. Numerical results consistent with the theory are presented.
In the second part of this thesis, we introduce a regression-based nested Monte Carlo simulation method for risk estimation. The proposed regression method combines information from different risk factor realizations to provide a better estimate of the portfolio loss function. The MSE of the regression method converges at the rate $k^{-1}$ until reaching an asymptotic bias level which depends on the magnitude of the regression error. Numerical results consistent with our theoretical analysis are provided and numerical comparisons with other methods are also given.
In the third part of this thesis, we propose a method based on weighted regression. Similar to the unweighted regression method, the MSE of the weighted regression method converges at the rate $k^{-1}$ until reaching an asymptotic bias level, which depends on the size of the regression error. However, the weighted approach further reduces MSE by emphasizing scenarios that are more important to the calculation of the risk measure. We find a globally optimal weighting strategy for general risk measures in an idealized setting. For applications, we propose and test a practically implementable two-pass method, where the first pass uses an unweighted regression and the second pass uses weights based on the first pass.
49
Pon, Jyun-Jie, and 彭俊傑. "Quantum-Mechanic Simulation using Equivalent-Circuit Method and k-matrix Method." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/43b57c.
Full textAbstract:
碩士<br>國立中央大學<br>電機工程研究所<br>94<br>In the thesis, we will use two methods to simulate the quantum mechanical systems. The first way is called the k-matrix method, and the other way is the equivalent-circuit method. We use these two methods to analyze periodic KP-model and non-periodic QM systems. The result obtained by these ways is the wave function of the Schrödinger wave equation. Additionally, we will compare the k-matrix method with the equivalent-circuit method and show these results of the k-matrix method are same as the equivalent-circuit method. We will also show the advantages and disadvantages of these two methods.
50
Chang, Ching-Hsiung, and 張景雄. "Tsunami simulation by combining Immersed Boundary Method and Level Set Method." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/37544973589889779472.
Full textAbstract:
碩士<br>逢甲大學<br>水利工程與資源保育學系<br>102<br>Tsunami simulation by combining immersed boundary method and level set method to resolve the flow problems between the free surface and structures. Respectively, in space and time discretization using the fifth-order WENO method and the third-order Runge-Kutta method to calculate the function of , and then solve the pressure Poisson equation such that the continuity equation satisfies.
This research considers two kind of tsunami causing conditions to divide into case one and case two. Case one is a rigid rectanglar body sliding into water and case two is a rigid triangular body sliding down an incline. Observe interaction between the free surface and rigid structures under two different situations. Case three to five are model simulations of solitary wave in which generated solitary waves process as tsunami propagates by using 2D numerical simulation. When solitary wave contacts different structures, the free surface will run up along the slope or even run over the top of structure. For investigating aforementioned phenomenon, setting several observation points to measure solitary wave height and print out the data, and then applying graphics software to present the result of 2D numerical simulation.
Key words: immersed boundary method, level set method, free surface, WENO method, Runge-Kutta method, solitary wave