monte carlo technique
A new quasi-monte carlo technique based on nonnegative least squares and approximate Fekete points
... classical Monte Carlo method or Monte Carlo integration, which is based on sequences of pseudo-random numbers, a quasi-Monte Carlo (qMC) method is a method for numerical ...
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Sensitivity and uncertainty analysis of βeff for MYRRHA using a Monte Carlo technique
... This paper presents a nuclear data sensitivity and uncertainty analysis of the effective delayed neutron fraction beff for critical and subcritical cores of the MYRRHA reactor using the [r] ...
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Simulation of Dose Assessment for Special Environmental Radioactivity Distribution Using Monte Carlo Technique
... In the present work, modeling and recalculation of exposure dose rate are performed for an important previous published study about Hammam Pharaon.. The study is selected because of its [r] ...
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Development and Applications of Quantum Monte Carlo
... Variational and di usion Monte Carlo, the most ommonly used ele troni stru ture QMC variants, use sto hasti methods to optimize wavefun tions and al ulate expe tation values [56℄ and an [r] ...
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Monte Carlo simulation as a service in the Cloud
... Our proposal is to offer a Cloud based analysis service. With a Cloud based approach the limitations of the desktop no longer need apply, meaning a Monte-Carlo based solution which won’t suffer from the ...
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Monte Carlo Methods on Complex Networks
... This chapter focuses on the behaviour of the Ising model on complex networks which have been generated during a study of interference in wireless mobile phone networks in Dublin, Ireland [3]. The Ising model is a simple ...
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Monte Carlo simulations of amphiphilic systems
... a Monte Carlo experiment in both two and three dimensions and experienced some problems due to the interface energy being exactly zero; phases suffer from a lack of stability and no long-range order exists ...
227
Parallel Markov Chain Monte Carlo
... The standard transition kernel (the algorithm for deciding the probability by which a proposed state change is accepted and applied) used in MCMC is termed Metropolis- Hastings and was proposed in 1970 in [37] as a ...
209
Monte Carlo methods in derivative modelling
... Very few papers address the issue of valuing barrier options with Monte Carlo sim- ulations in the stochastic volatility model. Heath and Platen [43] investigate this issue in the Heston model [44]. They ...
227
Hybrid Monte Carlo on Hilbert spaces
... chain Monte Carlo (MCMC) methods such as RWM and MALA, the HMC algorithm generates nonlocal moves in the state space, offering the potential to overcome undesirable mixing properties associated with random ...
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Geodesic Monte Carlo on embedded manifolds
... The third is the geodesic Monte Carlo algorithm on the simplex. We can ensure that the planar constraint is satisfied via the affine constraint methods in 4.1; however, we need to further ensure that the ...
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Markov Chain Monte Carlo Technology
... chain Monte Carlo methods, or simply MCMC meth- ods, have been influential in the modern practice of Bayesian statistics where these methods are used to summarize the posterior distributions that arise in ...
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Monte Carlo Schedule Risk Analysis
... then Monte Carlo represented major steps forward in project decision ...and Monte Carlo methods will help us to determine what may happen to a project taking into account the cumulative effect ...
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Equilibrium Structure of Electrolyte calculated using Equilibrium Monte Carlo, Molecular Dynamics, and Boltzmann Transport Monte Carlo Simulations
... sum technique has been shown to be numerically quite efficient but cannot be extended practically to a general device structure in which periodic boundary conditions are not ...
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Recent developments in Monte-Carlo Event Generators
... Monte-Carlo Event Generators are in good shape for Run II of the LHC. Tremendous progress in terms of the achieved accuracy in calculating the hard scattering process has been achieved. They can thus be ...
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An update on the BQCD Hybrid Monte Carlo program
... BQCD is a Hybrid Monte Carlo program for simulating lattice QCD with dynamical Wilson fermions. It was first published at Lattice 2010 [1] and has been used by several groups: the QCDSF-UKQCD collaboration ...
5
Monte Carlo Comparison for Nonparametric Threshold Estimators
... This paper compares the finite sample performance of three non-parametric threshold esti- mators via Monte Carlo method. Our results show that the finite sample performance of the three estimators is not ...
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The Monte Carlo method is a statistical STAN ULAM, JOHN VON NEUMANN, and the MONTE CARLO METHOD. by Roger Eckhardt
... The Monte Carlo techniques and data now in the MCNP code represent over three hundred person-years of effort and have been used to calculate many tens of thousands of practical problems by scientists ...
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Portfolio Optimization & Monte Carlo Simulation
... using Monte Carlo simulation of the equity growth model by Pedersen [3] which samples historical financial data for a company and simulates its future equity, earnings, dividends, ...
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