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The Monte Carlo method based conductivity model

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

... fast Monte Carlo method to solve differential equations utilized in model-based ...a method is to speed up the computation of the probability density functions describing the ...

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A Robustness Simulation Method of Project Schedule based on the Monte Carlo Method

A Robustness Simulation Method of Project Schedule based on the Monte Carlo Method

... Path Method (CPM) and Plan Evaluation Review Tech- nology (PERT) are the two popular tools in project manage- ...accurate method for them to evaluate the un- certainty of the whole project ...

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Monte Carlo Method Lecture Notes

Monte Carlo Method Lecture Notes

... the method lecture notes for a new answer and find what they should discover a few simulations are also illustrate here one that ...the monte carlo notes and it as most simplest form to give ...

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CiteSeerX — Analysis of Exchange Ratio for Exchange Monte Carlo Method Abstract — The exchange Monte Carlo method was proposed

CiteSeerX — Analysis of Exchange Ratio for Exchange Monte Carlo Method Abstract — The exchange Monte Carlo method was proposed

... Sumio Watanabe is with the P&I Lab.,Tokyo Institute of Technology, MailBox R2-5,4259 Nagatsuda, Midori-ku, Yokohama,226-8503@Japan (phone.+81-45-924-5017, e-mail swatanab@pi.titech.ac.jp). efficient exchange MC ...

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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 method is a statistical STAN ULAM, JOHN VON NEUMANN, and the MONTE CARLO METHOD. by Roger Eckhardt

... From the beginning the neutron transport codes used a general treatment of the ge- ometry, but successive versions added such features as cross-section libraries, variance- reduction techniques (essentially clever ways ...

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Reliability Simulation of System with Periodic Test Based on Monte Carlo Method

Reliability Simulation of System with Periodic Test Based on Monte Carlo Method

... Abstract. Monte Carlo method is an experimental simulation approach to analyze system reliability ...component-based Monte Carlo method is very common in system ...

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An Improved Least Squares Monte Carlo Valuation Method Based on Heteroscedasticity

An Improved Least Squares Monte Carlo Valuation Method Based on Heteroscedasticity

... squares Monte Carlo method that retains all the original steps of the (ordinary) least squares Monte Carlo method described in Longstaff and Schwartz (2001) but substitutes the ...

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An improved least squares Monte Carlo valuation method based on heteroscedasticity

An improved least squares Monte Carlo valuation method based on heteroscedasticity

... The wLSMC method can be applied to correct for heteroscedasticity. We highlight how the option pricing with the LSMC can be improved. Ta- ble 3 shows the pricing performances of the LSMC and the wLSMC 10 for an ...

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RISK ASSESSMENT WITH THE USE OF THE MONTE-CARLO METHOD

RISK ASSESSMENT WITH THE USE OF THE MONTE-CARLO METHOD

... numerical model for the calculation of chemical contamina- tion zones in the event of ammonia accident at the pumping station, as well as a model for assessing the risk of dam- age and wound depth in the ...

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RISK ASSESSMENT WITH THE USE OF THE MONTE-CARLO METHOD

RISK ASSESSMENT WITH THE USE OF THE MONTE-CARLO METHOD

... Environmental Security. – Dordrecht, 2012. – P. 87–91. doi: 10.1007/978-94-007-1359-8_15 9. CEFIC Guidance on safety Risk Assessment for Chemical Transport Operations [Електронний ресурс] // Croner-i. – Режим доступу: ...

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Numerical Integrators for the Hybrid Monte Carlo Method

Numerical Integrators for the Hybrid Monte Carlo Method

... is based on a Gaussian model problem, it is of clear inter- est to run some proof-of-concept experiments with non-Gaussian ...The model has fifteen degrees of freedom (the carte- sian coordinates of ...

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Model based Monte Carlo pricing of energy and temperature quanto options

Model based Monte Carlo pricing of energy and temperature quanto options

... formulae based on the Black- Scholes pricing approach, nor other more advanced continuous time methods that extend the Black-Scholes approach, unless under strong and unrealistic ...a Monte Carlo ...

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Model based Monte Carlo pricing of energy and temperature quanto options

Model based Monte Carlo pricing of energy and temperature quanto options

... Quanto options (abbreviation of ‘quantity adjusting options’) originally appeared in currency- related markets, where the price of a financial instrument quoted in a given currency is converted to another currency at a ...

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Bayesian Panel Data Model Based on Markov Chain Monte Carlo

Bayesian Panel Data Model Based on Markov Chain Monte Carlo

... and model building for panel data model .Bayesian approach based on Markov chain Monte Carlo (MCMC) employed to make inferences on panel data model coefficients under some ...

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An anatomically realistic lung model for Monte Carlo‐based dose calculations

An anatomically realistic lung model for Monte Carlo‐based dose calculations

... such model, which is often used for QA and validation work, is the atomic mix or mean density model, in which the entire lung is homogenized and given a mean 共volume-averaged兲 ...lung model, which is ...

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Molecular Exchange Monte Carlo. A Generalized Method For Identity Exchanges In Grand Canonical Monte Carlo Simulations

Molecular Exchange Monte Carlo. A Generalized Method For Identity Exchanges In Grand Canonical Monte Carlo Simulations

... CHAPTER 1: INTRODUCTION In Monte Carlo simulations in the grand canonical ensemble (GCMC), the chemical potential, volume and temperature are fixed (𝜇𝑉𝑇 = constant). Sampling of phase space is achieved ...

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Evaluating A Business Intelligence Solution  Feasibility Analysis Based On Monte Carlo Method

Evaluating A Business Intelligence Solution Feasibility Analysis Based On Monte Carlo Method

... ANALYSIS BASED ON MONTE CARLO METHOD Abstract: Business Intelligence (BI) initiatives are challenging tasks, implying significant costs in their ...study based on the Monte ...

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Distribution of the Affinity Coefficient between Variables based on the Monte Carlo Simulation Method

Distribution of the Affinity Coefficient between Variables based on the Monte Carlo Simulation Method

... the method of Wald and Wolfowitz, under different assumptions, is to assess the effect of the statistical probability distributions of the variables (columns) of the initial data matrix, and of the respective ...

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Reduction error in Asian option pricing based on partition Monte Carlo method

Reduction error in Asian option pricing based on partition Monte Carlo method

... The Monte Carlo (MC) method has been introduced in finance in 1977, in the pioneering work ...quasi-Monte Carlo (QMC) methods to estimate the price of a collaterized mortgage obligation ...

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Monte Carlo Observer for a Stochastic Model of Bioreactors

Monte Carlo Observer for a Stochastic Model of Bioreactors

... The true state is spotted by the vertical line. Observe that, since the particle cloud moves according to the general dynamics, it follows closely the true value. Indeed, each particle is an individual asymptotic ...

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