Search results for "Monte Carlo method."
showing 7 items of 1217 documents
Charged jet cross sections and properties in proton-proton collisions at $\sqrt{s}=7$ TeV
2015
The differential charged jet cross sections, jet fragmentation distributions, and jet shapes are measured in minimum bias proton-proton collisions at centre-of-mass energy $\sqrt{s}=7$ TeV using the ALICE detector at the LHC. Jets are reconstructed from charged particle momenta in the mid-rapidity region using the sequential recombination $k_{\rm T}$ and anti-$k_{\rm T}$ as well as the SISCone jet finding algorithms with several resolution parameters in the range $R=0.2$ to $0.6$. Differential jet production cross sections measured with the three jet finders are in agreement in the transverse momentum ($p_{\rm T}$) interval $20<p_{\rm T}^{\rm jet,ch}<100$ GeV/$c$. They are also consistent w…
Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies
1992
The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.
CERN IRRADIATION FACILITIES.
2017
CERN provides unique irradiation facilities for applications in dosimetry, metrology, intercomparison of radiation protection devices, benchmark of Monte Carlo codes and radiation damage studies to electronics.
A new approach for estimating a nonlinear growth component in multilevel modeling
2011
This study presents a new approach to estimation of a nonlinear growth curve component with fixed and random effects in multilevel modeling. This approach can be used to estimate change in longitudinal data, such as day-of-the-week fluctuation. The motivation of the new approach is to avoid spurious estimates in a random coefficient regression model due to the synchronized periodical effect (e.g., day-of-the-week fluctuation) appearing both in independent and dependent variables. First, the new approach is introduced. Second, a Monte Carlo simulation study is carried out to examine the functioning of the proposed new approach in the case of small sample sizes. Third, the use of the approac…
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2017
Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…
Vertex corrections for positive-definite spectral functions of simple metals
2016
We present a systematic study of vertex corrections in the homogeneous electron gas at metallic densities. The vertex diagrams are built using a recently proposed positive-definite diagrammatic expansion for the spectral function. The vertex function not only provides corrections to the well known plasmon and particle-hole scatterings, but also gives rise to new physical processes such as generation of two plasmon excitations or the decay of the one-particle state into a two-particles-one-hole state. By an efficient Monte Carlo momentum integration we are able to show that the additional scattering channels are responsible for the bandwidth reduction observed in photoemission experiments on…
Beam-induced and cosmic-ray backgrounds observed in the ATLAS detector during the LHC 2012 proton-proton running period
2016
This paper discusses various observations on beam-induced and cosmic-ray backgrounds in the ATLAS detector during the LHC 2012 proton-proton run. Building on published results based on 2011 data, the correlations between background and residual pressure of the beam vacuum are revisited. Ghost charge evolution over 2012 and its role for backgrounds are evaluated. New methods to monitor ghost charge with beam-gas rates are presented and observations of LHC abort gap population by ghost charge are discussed in detail. Fake jets from colliding bunches and from ghost charge are analysed with improved methods, showing that ghost charge in individual radio-frequency buckets of the LHC can be resol…