Search results for "Monte Carlo."
showing 10 items of 1571 documents
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…
QCD NLO with Powheg matching and top threshold matching in WHIZARD
2016
We present the status of the automation of NLO processes within the event generator WHIZARD. The program provides an automated FKS subtraction and phase space integration over the FKS regions, while the (QCD) NLO matrix element is accessed via the Binoth Les Houches Interface from an externally linked one-loop program. Massless and massive test cases and validation are shown for several e+e- processes. Furthermore, we discuss work in progress and future plans. The second part covers the matching of the NRQCD prediction with NLL threshold resummation to the NLO continuum top pair production at lepton colliders. Both the S-wave and P-wave production of the top pair are taken into account in t…
Calcium mediated polyelectrolyte adsorption on like-charged surfaces.
2011
International audience; Monte Carlo simulations within the primitive model of calcium-mediated adsorption of linear and comb polyelectrolytes onto like-charged surfaces are described, focusing on the effect of calcium and polyion concentrations as well as on the ion pairing between polymers and calcium ions. We use a combination of Monte Carlo simulations and experimental data from titration and calcium binding to quantify the ion pairing. The polymer adsorption is shown to occur as a result of surface overcharging by Ca2+ and ion pairing between charged monomers and Ca2+. In agreement with experimental observations, the simulations predict that the polymer adsorption isotherm goes through …
Recommendations of the LHC Dark Matter Working Group: Comparing LHC searches for dark matter mediators in visible and invisible decay channels and ca…
2019
Physics of the Dark Universe 26, 100377 (2019). doi:10.1016/j.dark.2019.100377
Two-particle transverse momentum correlations in pp and p-Pb collisions at energies available at the CERN Large Hadron Collider
2023
Two-particle transverse momentum differential correlators, recently measured in Pb--Pb collisions at energies available at the CERN Large Hadron Collider (LHC), provide an additional tool to gain insights into particle production mechanisms and infer transport properties, such as the ratio of shear viscosity to entropy density, of the medium created in Pb-Pb collisions. The longitudinal long-range correlations and the large azimuthal anisotropy measured at low transverse momenta in small collision systems, namely pp and p-Pb, at LHC energies resemble manifestations of collective behaviour. This suggests that locally equilibrated matter may be produced in these small collision systems, simil…
An Updated Guideline for Assessing Discriminant Validity
2022
Discriminant validity was originally presented as a set of empirical criteria that can be assessed from multitrait-multimethod (MTMM) matrices. Because datasets used by applied researchers rarely lend themselves to MTMM analysis, the need to assess discriminant validity in empirical research has led to the introduction of numerous techniques, some of which have been introduced in an ad hoc manner and without rigorous methodological support. We review various definitions of and techniques for assessing discriminant validity and provide a generalized definition of discriminant validity based on the correlation between two measures after measurement error has been considered. We then review te…
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…