Search results for " Monte Carlo"
showing 10 items of 400 documents
Stochastic analysis of motorcycle dynamics
2011
Off-road and racing motorcycles require a particular setup of the suspensions to improve the comfort and the safety of the rider, maintaining a continuous contact between the road and the motorcycle (by means of the tires). Further, because of the ground roughness, in the case of offroad motorcycle, suspensions usually experience extreme and erratic excursions (suspension stroke) in performing their function. In this regard, the adoption of nonlinear devices can, perhaps, limit both the acceleration experienced by the sprung mass and the excursions of the suspensions. This leads to the consideration of asymmetric nonlinearly-behaving suspensions. This option, however, induces the difficulty…
A Dominance Variant Under the Multi-Unidimensional Pairwise-Preference Framework: Model Formulation and Markov Chain Monte Carlo Estimation.
2018
Forced-choice questionnaires have been proposed as a way to control some response biases associated with traditional questionnaire formats (e.g., Likert-type scales). Whereas classical scoring methods have issues of ipsativity, item response theory (IRT) methods have been claimed to accurately account for the latent trait structure of these instruments. In this article, the authors propose the multi-unidimensional pairwise preference two-parameter logistic (MUPP-2PL) model, a variant within Stark, Chernyshenko, and Drasgow’s MUPP framework for items that are assumed to fit a dominance model. They also introduce a Markov Chain Monte Carlo (MCMC) procedure for estimating the model’s paramete…
A probabilistic expert system for predicting the risk of Legionella in evaporative installations
2011
Research highlights? The bacterium Legionella usually lives in water sources such as cooling towers. ? We discuss a probabilistic expert system for predicting the risk of Legionella. ? The expert system has a master-slave architecture. ? The inference engine is implemented through Bayesian reasoning. ? Bayesian networks model and connect relationships for chemical and physical variables. Early detection in water evaporative installations is one of the keys to fighting against the bacterium Legionella, the main cause of Legionnaire's disease. This paper discusses the general structure, elements and operation of a probabilistic expert system capable of predicting the risk of Legionella in rea…
Quantum Monte Carlo Simulations of Models Related to High-Tc Superconductivity on a Transputer Network
1991
Much of the insight into the low temperature behaviour of two-dimensional quantum antiferromagnets has been recently obtained by extensive Monte Carlo. These models are relevant in the study of the magnetic behaviour of high Tc compounds containing copper-oxide layers. While of little technical importance, the physical properties of these models are certainly important for the understanding of the new type of behaviour that leads to superconductivity under certain conditions.
Stochastic model for complex surface-reaction systems with application toNH3formation
1993
A stochastic model is introduced that is appropriate to describe surface-reaction systems. These reaction systems are well suited for the description via master equations using their Markovian behavior. In this representation an infinite chain of master equations for the distribution functions of the state of the surface, of pairs of surface sites, etc., arises. This hierarchy is truncated by a superposition approximation. The resulting lattice equations are solved in a small region which contains all of the structure-sensitive aspects and can be connected to continuous functions which represent the behavior of the system for large distances from a reference point. In the present paper, we …
Simulation of Reaction-Induced Phase Separation in Surface Alloy
2008
Using kinetic Monte Carlo method we simulate the dynamics of biatomic Au0.3Ni0.7 surface alloy separation on Ni(111) due to Ni(CO)4 out-reaction. The experiment of Vestergaard et al. is modeled by counterbalancing dynamical processes and interactions between reactants. The simulations demonstrate step flow rate increase with CO coverage, cCO, in qualitative agreement with the experiment only for cCO <∼ 0.45 monolayer. Moreover, we demonstrate both CO influence on reaction process and Au domain formation.
Two-particle azimuthal correlations in photonuclear ultraperipheral Pb+Pb collisions at 5.02 TeV with ATLAS
2021
We thank CERN for the very successful operation of the LHC, as well as the support staff from our institutions without whom ATLAS could not be operated efficiently. We acknowledge the support of ANPCyT, Argentina, YerPhI, Armenia, ARC, Australia, BMWFW and FWF, Austria, ANAS, Azerbaijan, SSTC, Belarus, CNPq and FAPESP, Brazil, NSERC, NRC, and CFI, Canada, CERN and ANID, Chile, CAS, MOST, and NSFC, China, COLCIENCIAS, Colombia, MSMT CR, MPO CR, and VSC CR, Czech Republic, DNRF and DNSRC, Denmark, IN2P3-CNRS and CEA-DRF/IRFU, France, SRNSFG, Georgia, BMBF, HGF, and MPG, Germany, GSRT, Greece, RGC and Hong Kong SAR, China, ISF and Benoziyo Center, Israel, INFN, Italy, MEXT and JSPS, Japan, CNR…
Valuing American Options with Implementation
2017
Master's thesis Business Administration BE501 - University of Agder 2017 This master thesis aims to value American put options by using di erent numerical methods. Three valuation methods for valuing an American put option will be pre- sented and analyzed; the binomial method, the implicit nite di erence method and the least squares Monte Carlo approach (LSM). Due to the opportunity of early exercise of American option contracts, our goal is to nd the optimal exercise strategy which maximizes the payo by using numerical methods. We provide examples of how to implement each algorithm in di erent types of software. A comparison of the methods are given at the end.
DETERMINAZIONE DELLE CARATTERISTICHE OTTICHE DI VEGETAZIONE SOMMERSA TRAMITE METODO MONTE CARLO
2001
Si presentano i risultati di una ricerca volta alla determinazione della risposta spettrale della vegeta-zione sommersa mediante simulazioni stocastiche, con l’obiettivo di porre in risalto il range d’applicabilità (in termini di profondità e di lunghezza d’onda) delle tecniche di monitoraggio della vegetazione sommersa a partire da dati telerilevati. Per fare ciò è stato sviluppato e implementato un codice di calcolo che permette di ricostruire, mediante simulazioni stocastiche, la firma spettrale di oggetti posti sul fondale, una volta note le caratteristiche ottiche degli oggetti stessi e della colonna d’acqua. La flessibilità del modello di calcolo implementato ha inoltre permesso di es…
Totally asymmetric exclusion process fed by using a non-Poissonian clock
2015
In this article we consider the one-dimensional totally asymmetric open-boundary exclusion process fed by a process with power-law-distributed waiting times. More specifically, we use a modified Pareto distribution to define the jump rate for jumps into the system. We then characterize the propagation of fluctuations through the system by kinetic Monte Carlo simulations and by numerical evaluation of the steady-state partition function. peerReviewed