... scintillation detector of YAP(Ce) and gamma-ray of 60
keV of Am-241 source, by Monte- Carlosimulation using the code of MCNP. The simulation was
checked by experimental measurements. The results ... activities with a view of human
resources development in the field of application of nuclear technique in industry in Vietnam.
Keywords: Monte- Carlo simulation, MonteCarlo N-Particle, Backscattering ... to support and compare them with experimental results, research method of MonteCarlo
simulation by code of MCNP (Monte Carlo N-Particles) for thickness measurement based on the
effect of backscattering...
... scintillation detector of YAP(Ce) and gamma-ray of 60
keV of Am-241 source, by Monte- Carlosimulation using the code of MCNP. The simulation was
checked by experimental measurements. The results ... activities with a view of human
resources development in the field of application of nuclear technique in industry in Vietnam.
Keywords: Monte- Carlo simulation, MonteCarlo N-Particle, Backscattering ... to support and compare them with experimental results, research method of MonteCarlo
simulation by code of MCNP (Monte Carlo N-Particles) for thickness measurement based on the
effect of backscattering...
... arachidonate (10–65 lm).
Concluding remarks: advantages of progress
curve analysis combined with Monte Carlo
simulation
Our findings illustrate the general possibility for a
modulator to change the kinetic ... implementation of the
experimental error. The application of error models P
k
i;j
in the MonteCarlo simulations has the advantage over
the real error in that it reflects the trend in the error ... from the experiment is indi-
cated by a red asterisk, whereas the best estimate from the
Monte- Carlosimulation is indicated by a red circle. Numbers follow-
ing the abbreviation of the respective...
... benefi t to the organization when MonteCarlosimulation
was implemented heavily.
MonteCarlosimulation applications in various disciplines
MonteCarlosimulation has been successful in ... retirement
has begun.
Application of MonteCarlosimulation in project management
Review of MonteCarlosimulation applications in project
management
MonteCarlo simulation, while not yet widely ... events.
Risk Management
Exploring MonteCarloSimulation Applications
55
project managers ’ reluctance to use MonteCarlo simulation, once the Monte
Carlo simulation technique is thoroughly...
... available simulation add-in for Excel is Crystal Ball 2000, which will be used
in this example.
How did MonteCarlosimulation get its name?
Monte Carlosimulation was named for Monte Carlo, Monaco, ... you can analyze.
This is where MonteCarlosimulation comes in handy.
WHAT IS MONTECARLO SIMULATION?
What do we mean by " ;simulation? "
When we use the word simulation, we refer to any ... difficult to
reproduce. MonteCarlosimulation is a form of simulation that randomly generates values for
uncertain variables over and over to simulate a model.
Without the aid of simulation, a spreadsheet...
... the algorithm for simulation of skip hires can be
programmed as a Maple procedure. Before considering the procedure we will start with
10 Introduction to simulation and Monte Carlo
Then the following ... when
the integrand can be written down.
The words MonteCarlo and simulation tend to be used interchangeably in the
literature. Here a simulation is defined as a controlled experiment, usually ... proc p Kx0n
local x, i, y, r, hire;
randomize(5691443);
b 21 2006 il /S i ffi
Simulation and Monte Carlo
b 21 2006 il /S ii ffi
Evaluating a definite integral 3
Firstly, we need to know...
...
Characteristic of Dalat Reactor Using MCNP4A code, JAERI-Research 98-057, pp 3-7.
X-5 MonteCarlo Team (2003), MCNP - A General MonteCarlo N-Particle Transport Code,
the University of California, ... nên được gọi là kênh chiếu xạ 1-4; nó là một kênh
1
X-5 MonteCarlo Team (2003), MCNP - A General MonteCarlo N-Particle Transport Code, the
University of California, Los Alamos National Laboratory ... bằng MCNP4C2
Ta cần phải mô tả chi tiết cấu trúc vùng hoạt của lò trong ngõ vào tính toán của
code MCNP
1
. Lò phản ứng hạt nhân Đà Lạt là dạng lò bể bơi, nước cất được dùng
làm chất làm chậm,...
... symbol
Multiple Description Codes over OFDM 143
S(j)
Quantizer
q(·)
l( j)
Assignment
α(·)
I
1
( j)
I
2
( j)
Side
decoder 1
Central
decoder
Side
decoder 2
MDSQ encoder MDSQ decoder
Figure 2: Conventional ... Monte Carlo
method for numerical evaluation of the above multidimen-
sional integration.
4.2. SMC-based blind MAP detector
Sequential MonteCarlo (SMC) is a family of methodologies
that use Monte ... Freitas, and N. Gordon, Sequenti al Monte
Carlo in Practice, Springer-Verlag, New York, NY, USA, 2001.
[12] A. Doucet, S. Godsill, and C. Andrieu, “On sequential Monte
Carlo sampling methods for Bayesian...
... with variance reduction techniques in MonteCarlo simulation, such
as antithetic and common random numbers, control random variables, conditional Monte
Carlo, stratified sampling, and importance ... sensitivity analysis and MonteCarlo optimization of simulated
systems. Because of their complexity, the performance evaluation of discrete-event
sys-
tems
is
usually studied by simulation, and it ...
Perfect Sampling
Problems
References
7
Sensitivity Analysis and MonteCarlo Optimization
7.1
Introduction
7.2
7.3
Simulation- Based Optimization
of
DESS
The Score Function Method for...
... sequence appear random.
Simulation and Monte Carlo: With applications in finance and MCMC J. S. Dagpunar
â 2007 John Wiley & Sons, Ltd
6 Introduction to simulation and Monte Carlo
Since X
n+1
depends ... xi
Glossary xiii
1 Introduction to simulation and MonteCarlo 1
1.1 Evaluating a definite integral 2
1.2 MonteCarlo is integral estimation 4
1.3 An example 5
1.4 A simulation using Maple 7
1.5 Problems ... decreasing in K.
In that case Z
K
will have a unique maximum.
2 Introduction to simulation and Monte Carlo
Since simulations provide an estimate of a parameter of interest, there is always some
error,...
... generating variates from a
distribution with density
f
x
= e
−x
on support
0
.
Simulation and Monte Carlo: With applications in finance and MCMC J. S. Dagpunar
â 2007 John Wiley & Sons, ... defined as those forms of
dependence (or nonuniformity) that are detrimental to a particular Monte Carlo
application. For example, in a k-dimensional definite integration, it is the uniformity
of ... random sequence U
n
n= 0 1is
0.69 0.79 0.10 0.02 0.43 0.61 0.76 0.66 0.58 ….
The pseudo -code below gives a method for shuffling the order of numbers in a
sequence, where the first five...
... given n, and a, a simulation
sampled
j
j = 15000
. Table 5.1 shows the resulting
and e.s.e.
. The standard
error for a naive MonteCarlosimulation is
1 −
/5000 ... X
1
and X
2
. The
joint density is
f
X
1
X
2
x
1
x
2
=
1
2
e
−
x
2
1
+x
2
2
/2
Simulation and Monte Carlo: With applications in finance and MCMC J. S. Dagpunar
â 2007 John Wiley & Sons, ... answers to those obtained using naive Monte Carlo
in approximately one-sixth of the time.
How effective is the method of antithetic variates in more complicated simulations?
To answer, we should...
... lost in using a control variate in preference to
stratification.
5.5 Conditional Monte Carlo
Conditional MonteCarlo works by performing as much as possible of a multivariate
integration by analytical ... queue simulation in Problem 1.
Write a Maple program and investigate the variance reduction achieved for different
parameter values.
8. Write procedures for naive and conditional MonteCarlo simulations ... O
h
2
= O
1/m
2/d
. However, using Monte Carlo, the
error is still O
1/
√
m
. Therefore, for d>4 and for sufficiently large m, MonteCarlo will
be better than the trapezium rule....
... aspects of building discrete event simulation models include those by Banks
et al. (2005), Fishman (1978), Law and Kelton (2000), and Pidd (1998).
Simulation and Monte Carlo: With applications in finance ... probabilities
i
/
i
+
i
and
i
/
i
+
i
respectively.
8
Markov chain Monte Carlo
Markov chain MonteCarlo (MCMC) refers to a class of methods for sampling random
vectors X
0
X
1
(generally, ... bond was purchased, interest on £1 equal to one-half of
126 Simulation and finance
Table 6.3 Results for basket option, using naive MonteCarlo (basket) and importance
sampling with post stratification...