Search results for "monte carlo simulation"

A probabilistic approach to radiant field modeling in dense particulate systems

2016

Radiant field distribution is an important modeling issue in many systems of practical interest, such as photo-bioreactors for algae growth and heterogeneous photo-catalytic reactors for water detoxification.In this work, a simple radiant field model suitable for dispersed systems showing particle size distributions, is proposed for both dilute and dense two-phase systems. Its main features are: (i) only physical, independently assessable parameters are involved and (ii) its simplicity allows a closed form solution, which makes it suitable for inclusion in a complete photo-reactor model, where also kinetic and fluid dynamic sub-models play a role. A similar model can be derived by making us…

PenRed: An extensible and parallel Monte-Carlo framework for radiation transport based on PENELOPE

2021

Monte Carlo methods provide detailed and accurate results for radiation transport simulations. Unfortunately, the high computational cost of these methods limits its usage in real-time applications. Moreover, existing computer codes do not provide a methodology for adapting these kind of simulations to specific problems without advanced knowledge of the corresponding code system, and this restricts their applicability. To help solve these current limitations, we present PenRed, a general-purpose, stand-alone, extensible and modular framework code based on PENELOPE for parallel Monte Carlo simulations of electron-photon transport through matter. It has been implemented in C++ programming lan…

Pattern-recognising Polymer Adsorption on Structured Surfaces: Gaussian Polymers vs. Freely Jointed Chains

2014

Abstract Selective adsorption of homopolymers is exploited as a model for pattern recognition. To this end the strong adsorption regime of Gaussian polymers adsorbed on a regularly structured surface is investigated for square and triangular lattices within a discrete Edwards model. The equilibrium behaviour of the specific heat, the gyration tensor and the (nematic) bond order tensor are analysed and compared to the properties for adsorbed freely jointed polymer chains.

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 …

Electron dynamical response in InP semiconductors driven by fluctuating electric fields

2015

Abstract The complexity of electron dynamics in low-doped n-type InP crystals operating under fluctuating electric fields is deeply explored and discussed. In this study, we employ a multi-particle Monte Carlo approach to simulate the non-linear transport of electrons inside the semiconductor bulk. All possible scattering events of hot electrons in the medium, the main details of the band structure, as well as the heating effects, are taken into account. The results presented in this study derive from numerical simulations of the electron dynamical response to the application of a sub-Thz electric field, fluctuating for the superimposition of an external source of Gaussian correlated noise.…

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…

Robust design of a sheet stamping process: approaches to control the inner process variability

2011

The robustness investigation has become a crucial issue in the design of the sheet metal forming operations. The uncontrollable effects of some noise variables heavily influence the final process results, often evolving up to the failure of the process design. Therefore, tools able to handle such variability are worth developing with the aim to minimize the scattering of the investigated process performances despite of the process design. Moreover, the stamping process operations are usually characterized by objectives with conflicting behaviors and a set of compromise solutions, referred as Pareto front, is finally obtained instead of a global optimum. Therefore, the question becomes more …

Latent growth mixture modeling : a simulation study

2007

SNP and SML estimation of univariate and bivariate binary–choice models

2008

We discuss the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390), the semiparametric maximum likelihood approach of Klein and Spady (1993, Econometrica 61: 387–421), and a set of new Stata commands for semiparametric estimation of three binary-choice models. The first is a univariate model, while the second and the third are bivariate models without and with sample selection, respectively. The proposed estimators are root-n consistent and asymptotically normal for the model parameters of interest under weak assumptions on the distribution of the underlying error terms. Our Monte Carlo simulations suggest that the efficiency losses of the semi-nonparametric a…

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…