Search results for "Monte Carlo Simulation"

Monte Carlo Simulation of Spin Relaxation of Conduction Electrons in Silicon

2014

Recently, electrical injection of spin polarization in n-type and p-type silicon up to room-temperature has been experimental- ly carried out. Despite of these promising experimental results, a comprehensive theoretical framework concerning the influence of transport conditions on the spin depolarization process in silicon structures, in a wide range of values of temperature, doping concentration and amplitude of external fields, is still in a developing stage. In this contribution we use a semiclassical multiparti- cle Monte Carlo approach to simulate the electron transport and spin dynamics in lightly doped n-type Si crystals and numerically calculate the spin lifetimes of drifting electr…

HOT-ELECTRON NOISE FEATURES IN SILICON CRYSTALS OPERATING UNDER PERIODIC SIGNALS

2014

We study the intrinsic noise in n-type Si crystals operating under high-frequency periodic electric fields. To simulate the dy- namics of electrons in the bulk, by taking into account the main details of band structure, scattering processes, as well as heating effects, a Monte Carlo approach is used. The noise properties are investigated by computing the velocity fluctuations correlation function, its spectral density, and the total noise power for different values of the amplitude and frequency of the driving field. We show that the noise features are significantly affected by the electric field amplitude and frequency and discuss their peculiari- ties in comparison with those exhibited in…

B–T phase diagram of Pd/Fe/Ir(111) computed with parallel tempering Monte Carlo

2017

We use an atomistic spin model derived from density functional theory calculations for the ultra-thin film Pd/Fe/Ir(111) to show that temperature induces coexisting non-zero skyrmion and antiskyrmion densities. We apply the parallel tempering Monte Carlo method in order to reliably compute thermodynamical quantities and the B-T phase diagram in the presence of frustrated exchange interactions. We evaluate the critical temperatures using the topological susceptibility. We show that the critical temperatures depend on the magnetic field in contrast to previous work. In total, we identify five phases: spin spiral, skyrmion lattice, ferromagnetic phase, intermediate region with finite topologic…

Geometric Brownian Motion (GBM) of Stock Indexes and Financial Market Uncertainty in the Context of Non-Crisis and Financial Crisis Scenarios

2022

The present article proposes a methodology for modeling the evolution of stock market indexes for 2020 using geometric Brownian motion (GBM), but in which drift and diffusion are determined considering two states of economic conjunctures (states of the economy), i.e., non-crisis and financial crisis. Based on this approach, we have found that the GBM proved to be a suitable model for making forecasts of stock market index values, as it describes quite well their future evolution. However, the model proposed by us, modified geometric Brownian motion (mGBM), brings some contributions that better describe the future evolution of stock indexes. Evidence in this regard was provided by analyzing …

Latent growth mixture modeling : a simulation study

2007

Evaluation of Options using the Black-Scholes Methodology

2019

This paper discusses how to obtain the Black-Scholes equation to evaluate options and how to obtain explicit solutions for Call and Put. The Black-Scholes equation, which is the basis for determining explicit solutions for Call and Put, is a rather sophisticated equation. It is a partial differential equation of the second order, parabolic, similar to the heat equation. The terms of the equation express diffusion in a homogeneous environment, convection and reaction. The main objective of the paper is to present the Black-Scholes methodology and apply this methodology on the underlying asset of the nature of the listed stock on the Bucharest Stock Exchange. Also, a secondary objective is to…

Translating cross-lagged effects into incidence rates and risk ratios: The case of psychosocial safety climate and depression

2017

Longitudinal studies are the gold standard of empirical work and stress research whenever experiments are not plausible. Frequently, scales are used to assess risk factors and their consequences, and cross-lagged effects are estimated to determine possible risks. Methods to translate cross-lagged effects into risk ratios to facilitate risk assessment do not yet exist, which creates a divide between psychological and epidemiological work stress research. The aim of the present paper is to demonstrate how cross-lagged effects can be used to assess the risk ratio of different levels of psychosocial safety climate (PSC) in organisations, an important psychosocial risk for the development of dep…

Herramientas matemáticas para la valoración de la ampliación de una infraestructura portuaria

2003

infraestructura portuaria ya consolidada, que conlleva unas inversiones a largo plazo. Para ello hay que recurrir a medios de an´alisis capaces de recoger, en la medida de lo posible, la incertidumbre sobre la futura evoluci´on de los tr´aficos de mercanc´?as, sobre el efecto de la competencia entre puertos, etc., y que los m´etodos tradicionales no aproximan en toda su dimensi´on. Existe, adem´as, un problema de decisi´on de pol´?tica ´optima de gesti´on del proyecto que depende de variables de decisi´on que modelizan las opciones presentes en el mismo. Las oportunidades de inversi´on han sido tratadas como una colecci´on de opciones americanas sobre activos reales. Nosotros hemos optado p…

Performance Enhancement of a Small Animal Positron Emission Tomograph based on Continuous Crystals and Silicon Photomultipliers

2017

La tomografía por emisión de positrones (PET, por sus siglas en inglés) es una técnica de Medicina Nuclear que permite obtener de manera no invasiva imágenes funcionales “in vivo” marcando un compuesto orgánico con un emisor de positrones. Los tomógrafos PET requieren un alta resolución espacial y sensibilidad para estimar con precisión la distribución del radiotrazador en el animal. Frente a los bloques pixelados comúnmente utilizados en PET, los detectores que consisten en la combinación de cristales continuos acoplados a fotodetectores segmentados pueden ofrecer una mayor eficiencia y una alta resolución espacial. Esta última depende de la precisión de los algoritmos de determinación de …

Characterization of a cylindrical plastic β-detector with Monte Carlo simulations of optical photons

2017

In this work we report on the Monte Carlo study performed to understand and reproduce experimental measurements of a new plastic β-detector with cylindrical geometry. Since energy deposition simulations differ from the experimental measurements for such a geometry, we show how the simulation of production and transport of optical photons does allow one to obtain the shapes of the experimental spectra. Moreover, taking into account the computational effort associated with this kind of simulation, we develop a method to convert the simulations of energy deposited into light collected, depending only on the interaction point in the detector. This method represents a useful solution when extens…