Search results for "monte carlo"

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…

A comprehensive guide to the physics and usage of PYTHIA 8.3

2022

This manual describes the PYTHIA 8.3 event generator, the most recent version of an evolving physics tool used to answer fundamental questions in particle physics. The program is most often used to generate high-energy-physics collision "events", i.e. sets of particles produced in association with the collision of two incoming high-energy particles, but has several uses beyond that. The guiding philosophy is to produce and reproduce properties of experimentally obtained collisions as accurately as possible. The program includes a wide ranges of reactions within and beyond the Standard Model, and extending to heavy ion physics. Emphasis is put on phenomena where strong interactions play a ma…

Revealing the local structure of CuMo1−xWxO4 solid solutions by multi-edge X-ray absorption spectroscopy

2022

I.P. and A.K. would like to thank the support of the Latvian Council of Science project No. lzp-2019/1-0071. I.P. acknowledges the L’OREAL Baltic “For Women In Science Program” with the support of the Latvian National Commission for UNESCO and the Latvian Academy of Sciences. The experiment at the Elettra synchrotron was performed within project No. 20150303. Institute of Solid State Physics, University of Latvia as the Center of Excellence has received funding from the European Union’s Horizon 2020 Framework Programme H2020-WIDESPREAD-01-2016-2017-TeamingPhase2 under grant agreement No. 739508, project CAMART2.

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…

Can the adaptive Metropolis algorithm collapse without the covariance lower bound?

2011

The Adaptive Metropolis (AM) algorithm is based on the symmetric random-walk Metropolis algorithm. The proposal distribution has the following time-dependent covariance matrix at step $n+1$ \[ S_n = Cov(X_1,...,X_n) + \epsilon I, \] that is, the sample covariance matrix of the history of the chain plus a (small) constant $\epsilon>0$ multiple of the identity matrix $I$. The lower bound on the eigenvalues of $S_n$ induced by the factor $\epsilon I$ is theoretically convenient, but practically cumbersome, as a good value for the parameter $\epsilon$ may not always be easy to choose. This article considers variants of the AM algorithm that do not explicitly bound the eigenvalues of $S_n$ away …

Una variante del problema dell'ago di Buffon e verifica con il metodo Monte Carlo

2009

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…