Direct Monte-Carlo simulation
Effective mean free path and viscosity of confined gases
... both the direct simulation Monte Carlo (DSMC) and molecular dynamics (MD) simulations. The[r] ...
31
Monte Carlo simulation as a service in the Cloud
... of Monte-Carlo simulations generates a large number of results which need to be assimilated into a single graph for which our service follows current finance industry practise and uses ...stochastic ...
17
Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media
... Many of the existing variance reduction methods built upon pseudo-random sequences, e.g. MLMC, are focused on reducing the overall computational cost of a numerical simulation. QMC methods aim to accelerate the ...
19
Efficient simulation of internal multiscale gas flows
... To design many of the future technologies that exploit small-scale flows, it must be possible to model processes at disparate spatial and temporal scales simultaneously: a formidable multiscale problem, which is ...
129
The permeability of ablative materials under rarefied gas conditions
... tal sample was then subjected to a pressure differential with a nitrogen-fed flow-meter upstream and a vacuum pump downstream; the flow rate could be controlled manually. The pressure profile was measured at 7 static ...
39
Effective mean free path and viscosity of confined gases
... stochastic direct simulation Monte Carlo (DSMC) technique 8 , or by deterministic methods 4,16 , such as molecular dynamics (MD), is computationally demanding, especially for flows that are ...
23
Direct simulation Monte Carlo method for gas flows in micro-channels with bends with added curvature
... For future work, more throughout investigation of gas flow in microchannels should be conducted. Especially in fully slip regime which present paper does not deal with. This regime offers the possibility to model with ...
8
Thermochemistry modelling in an open-source DSMC code
... In highly rarefied environments (Kn > 0.1) accommodation of the thermochemical non-equilibrium effects that occur in the flow away from surfaces remains a challenging problem. For this reason, analysis of gas flows in ...
7
Open source Direct Simulation Monte Carlo (DSMC) chemistry modelling for hypersonic flows
... The cell is filled with 1.2 million DSMC particles and, as the particles begin to collide, energy is transferred to the vibrational mode and equipartition is achieved at a temperature of around 14,720 K after a period of ...
67
dsmcFoam+ : an OpenFOAM based direct simulation Monte Carlo solver
... DSMC simulation has a significant computational ...the simulation may be run for hundreds of thousands of ...the simulation are time-averages, and not exact particle details at one point in ...
22
Lattice Boltzmann model for thermal transpiration
... the direct simulation Monte Carlo (DSMC) method and direct solution of the Boltzmann equation can predict thermal transpiration, these methods are often beyond the reach of current com- ...
8
Numerical investigation of nanoporous evaporation using direct simulation Monte Carlo
... Evaporation is an effective cooling mechanism widely exploited in the thermal management of modern electronic devices, with a growing interest in the evaporation process in thin film based nanoporous membrane ...
28
Modelling gamma ray photon emission and pair production in high intensity laser–matter interactions
... The Monte-Carlo emission algorithm can be used to simulate the laser- electron beam collision experiments described in the ...the Monte-Carlo emission algorithm to a PIC ...the ...
23
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
... allow us to quantify an improvement in computational complexity when standard Monte Carlo is replaced by the multi-level version of [4]; they also explain the numerical results presented there. Promising ...
11
COMPARATIVE STUDY OF PARAMETRIC AND NON-PERAMETRIC VALUE AT RISK (VaR) METHODS
... This brings us to Volatility-weighted Historical Simulation (VWHS, Hull and White 1998). Since this also uses the empirical distribution of returns, it can accommodate fat tails if they are present in the data. ...
15
Adapted design of experiments for dimension decomposition-based meta-model in structural reliability analysis
... Monte Carlo Simulation (MCS) is considered as the most ecient and accurate simulation method and is commonly used for the evaluation of the probability of failure for structures, either for ...
12
Particle-based hybrid and multiscale methods for nonequilibrium gas flows
... In the context of fluid dynamics, HMM has been mainly employed for pure liquid flows or complex fluid flows, using molecular dynamics (MD) as the molecular solver [34, 35]. The HMM point-wise coupling approach is ideal ...
15
Revealing the arcane: an introduction to the art of stochastic volatility models
... The most popular proposal distribution in the SV literature is the one based on the Laplace’s approximation. We will call the corresponding SML method SML-LA. It can utilize the Kalman filter for needed calculations as ...
50
Probing the dynamic response of dense matter with x ray Thomson scattering
... • For partially ionized plasmas, it was shown that the DSF can be decomposed to recover the well-known expression of Chihara. The multicomponent generalisation of this model was adopted as the basic framework in order to ...
210
Monte Carlo Simulation and Improvement of Variance Reduction Techniques
... of Monte Carlo ...introduce Monte Carlo simulation firstly; then enumerate several commonly used methods of variance reduction and furtherly combine them to study whether it improves ...
9