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Wyszukujesz frazę "Monte Carlo Simulation" wg kryterium: Temat


Tytuł:
Ising Model Phase Transition Calculation for Ferro-Paramagnetic Lattice
Autorzy:
Khudier, D. K.
Fawaz, N. I.
Powiązania:
https://bibliotekanauki.pl/articles/412615.pdf
Data publikacji:
2013
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Monte Carlo simulation
magnetic
Ferromagnetic materials
Opis:
The position of the phase transition in the two dimensional Ising model were determined by using Monte Carlo simulation in a quadratic for area of variable length with external magnetic field switched off (B = 0). The magnetization per site , magnetic susceptibility of a ferromagnetic and paramagnetic materials were calculated as a function of temperature for , spin lattice interactions. Nearest neighbor interaction is assumed (i.e. each spin has 4 neighbors); uses periodic boundary conditions. The Curie temperature is determined by measuring the magnetic susceptibility at which the ferromagnetic and paramagnetic undergoes a phase change from order to disorder. There is thus a phase transition defined by the Curie temperature. The Monte Carlo method were used to check these results and to confirm the phase transition. The data are analyzed using the Curie-Weiss law which contains the Curie temperature as a parameter.
Źródło:
International Letters of Chemistry, Physics and Astronomy; 2013, 10, 2; 201-212
2299-3843
Pojawia się w:
International Letters of Chemistry, Physics and Astronomy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An efficient Monte Carlo Potts method for the grain growth simulation of single-phase systems
Autorzy:
Maazi, Noureddine
Lezzar, Balahouane
Powiązania:
https://bibliotekanauki.pl/articles/29520251.pdf
Data publikacji:
2020
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
alloys
crystal growth
Monte Carlo simulation
microstructure
Opis:
The choice of the lattice sites to be reoriented in the Monte Carlo Potts algorithm for grain growth simulation is repeated in a non-homogeneous way. Therefore, some grains are favorably growing than others. This fact may seriously affect the simulation results. So a modified MC method is presented. Lattice sites are selected for reorientation one by one following their positions in the matrix in each Monte Carlo step (mcs). This approach ensures that the various selections of one lattice site within every mcs are eliminated, and no favorable growth of grains at the expense of others. The calculation time considerably decreases. The effect of real-time and physical temperature on the grain growth kinetics is discussed.
Źródło:
Computer Methods in Materials Science; 2020, 20, 3; 85-94
2720-4081
2720-3948
Pojawia się w:
Computer Methods in Materials Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Monte Carlo valuation of the option to expand with application in multi-storey car parking
Autorzy:
Pawlak, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/582687.pdf
Data publikacji:
2017
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
Real Options
Monte Carlo Simulation
project valuation
Opis:
The aim of this paper is to present the application of Double Monte Carlo Simulation (2MC) in the valuation of investments containing the growth option. Paper presents a procedure for constructing a valuation model along with methods of identifying input and key-decision variables. Presented methodology is applied to valuation of expansion option in a multi-storey car park at Bluewater mall. Paper finishes with an interpretation of the valuation results and is summarized with conclusions on used methodology.
Źródło:
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu; 2017, 482; 216-226
1899-3192
Pojawia się w:
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Several sets of assumptions for the Monte Carlo simulation for a more precise analysis of enterprise risk
Autorzy:
Kaczmarzyk, Jan
Powiązania:
https://bibliotekanauki.pl/articles/425026.pdf
Data publikacji:
2019
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
corporate finance
risk analysis
Monte Carlo simulation
Opis:
The traditional methods of risk quantification include a sensitivity analysis, a scenario analysis and a historical simulation. The true nature of risk factors changes is ignored in the traditional ‘ceteris paribus’ approach to a sensitivity analysis, hence it can be reflected in a scenario analysis and a historical simulation. The most significant disadvantage of a scenario analysis is the limited number of scenarios, whereas a historical simulation depends on historical data availability and adequacy. The Monte Carlo simulation is a clear answer to the limitations of traditional methods. The changes of risk factors reflected in the Monte Carlo simulation are simultaneous, non-linear and interdependent. The most important aspect of this method is the stage of taking up the assumptions. The purpose of the paper is to indicate that considering several reasonable sets of assumptions for the Monte Carlo simulation simultaneously can bring even more comprehensive information about enterprise risk.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2019, 23, 4; 80-95
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Model of spatial dependence of the transport coefficient of photons scattered in a tissue
Autorzy:
Kosobutskyy, P.
Kovalchuk, A.
Powiązania:
https://bibliotekanauki.pl/articles/173558.pdf
Data publikacji:
2017
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
Monte Carlo simulation
turbid medium
transport photon
Opis:
The paper presents the modeling of scattering of light photons in turbid medium, in which the relative change in light intensity by an elementary plane-parallel layer is proportional to the superposition of spatially homogeneous and spatially inhomogeneous summands. Taking into account the light intensity attenuation by a plane-parallel layer of the spatial nonlinearity transport coefficient of photons, the interaction with the scattering centers in the integral law does not significantly affect the anisotropy scattering regularity and statistical regularities, in which the transport coefficient is spatially inhomogeneous.
Źródło:
Optica Applicata; 2017, 47, 1; 111-117
0078-5466
1899-7015
Pojawia się w:
Optica Applicata
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Monte Carlo simulation for reliability assessment and optimization of an object subjected to varying operation conditions
Autorzy:
Kuligowska, E.
Powiązania:
https://bibliotekanauki.pl/articles/2069153.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
operation process
reliability
prediction
optimization
Monte Carlo simulation
Opis:
This paper presents the computer simulation technique related to the reliability of an object under variable operation conditions. The considered object operation process is modelled using semi-Markov processes and its reliability is analysed by application of the conditional reliability functions in its different operation states. The backgrounds and procedures of the Monte Carlo simulation method application to an object at variable condition reliability analysis are proposed and applied to reliability evaluation of an exemplary object. Consequently, under arbitrarily assumed the parameters of this exemplary object operation process and its conditional reliability functions, using the proposed Monte Carlo simulation procedures, the transient probabilities of the exemplary object operation process at the particular operation states and its unconditional reliability function are determined. Further, the linear programming is introduced and proposed to reliability optimization of an object at variable operation conditions and the optimal transient probabilities of the exemplary object operation process at the particular operation states and its optimal unconditional reliability function are determined. Finally, some practical suggestions on the modification of the exemplary object operation process improving its reliability are proposed.
Źródło:
Journal of Polish Safety and Reliability Association; 2013, 4, 2; 205--218
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Simulation and analysis of an isolated full-bridge DC/DC boost converter operating with a modified perturb and observe maximum power point tracking algorithm
Autorzy:
Matias, C. A.
Medeiros, G. P.
Moraes, P. H. F.
Fernandes, B. de A.
Alves, A. J.
Calixto, W. P.
Furriel, G. P.
Powiązania:
https://bibliotekanauki.pl/articles/136247.pdf
Data publikacji:
2017
Wydawca:
EEEIC International Barbara Leonowicz Szabłowska
Tematy:
energy efficiency
geometric Brownian motion
Monte Carlo simulation
Opis:
The purpose of the present study is to simulate and analyze an isolated full-bridge DC/DC boost converter, for photovoltaic panels, running a modified perturb and observe maximum power point tracking method. The zero voltage switching technique was used in order to minimize the losses of the converter for a wide range of solar operation. The efficiency of the power transfer is higher than 90% for large solar operating points. The panel enhancement due to the maximum power point tracking algorithm is 5.06%.
Źródło:
Transactions on Environment and Electrical Engineering; 2017, 2, 2; 45-50
2450-5730
Pojawia się w:
Transactions on Environment and Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ocena rentowności stacji regazyfikacji oraz wyznaczanie minimalnej ceny za LNG z wykorzystaniem symulacji Monte Carlo
The profitability analysis of the small LNG regasification plant and calculating a minimum price for regasified natural gas using Monte Carlo simulation
Autorzy:
Kosowski, P.
Wielgus, G.
Powiązania:
https://bibliotekanauki.pl/articles/299092.pdf
Data publikacji:
2012
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
symulacja Monte Carlo
LNG
opłacalność ekonomiczna
Monte Carlo simulation
economic profitability
Opis:
W artykule omówiono kwestie związane z budową stacji regazyfikacji LNG w małej skali, przeznaczonych do zasilania gazem ziemnym odbiorców na terenach niezgazyfikowanych. Wykorzystanie gazu ziemnego w technologii LNG otwiera przed branżą gazowniczą nowe perspektywy i umożliwia m.in. łatwe i nie wymagające dużych nakładów inwestycyjnych wyjście z ofertą sprzedaży paliwa gazowego do klientów dotychczas znajdujących się poza zasięgiem sieci gazowej. Budowa i eksploatacja stacji regazyfikacji wymaga jednak przeprowadzenia na etapie planowania odpowiedniej analizy rentowności, która będzie w stanie uwzględnić ryzyko związane z tego typu działalnością. Autorzy przedstawili nakłady inwestycyjne oraz koszty funkcjonowania niewielkich stacji regazyfikacji, a także analizę ich rentowności z wykorzystaniem symulacji Monte Carlo. Wykorzystanie tego typu symulacji jest zasadne, ponieważ w rzeczywistości niezwykle rzadko wartości prognozowane podczas przygotowania inwestycji dokładnie odpowiadają wartościom rzeczywistym. W odniesieniu do budowy stacji regazyfikacji istotną niewiadomą pozostaje koszt jej budowy, ponieważ ze względu na niewielki rynek istnieje duże ryzyko wystąpienia znaczących różnic pomiędzy cenami ofertowymi i przetargowymi. Niełatwe jest również dokładne określenie poziomu kosztów funkcjonowania stacji regazyfikacji. Dzięki wykorzystaniu symulacji Monte Carlo, zamiast pojedynczego wyniku, otrzymujemy zbiór rezultatów, który można przedstawić w postaci histogramu i dystrybuanty oraz opisać szeregiem miar statystycznych, co pozwala na bardziej złożoną analizę problemu. W artykule zaprezentowano również metodę wyznaczania minimalnej ceny za paliwo gazowe, zapewniającej osiągniecie założonej przez inwestora stopy zwrotu.
The paper discuses issues related to the construction of the small LNG regasification plants. The use of the natural gas in LNG technology opens up new prospects for gas industry and allows it to gain new customers located outside the gas network. However, the appropriate profitability analysis is required to conduct before construction and putting such plant into operation. The authors present capital and operating costs of the small scale LNG regasification plant, as well as the profitability analysis using Monte Carlo simulation. The use of this type of simulation is justified because first assumptions very rarely correspond exactly to actual values. In the case of regasification plant it is difficult to determine precisely the capital and operating costs. Thanks to the use of the Monte Carlo simulation we receive a set of results, which may be present in the form of the histograph and described by statistical measures. It enables managers to carry out the more complex problem analysis. The article also presents the method of setting the minimum price for regasified natural gas, providing the expected rate of return.
Źródło:
AGH Drilling, Oil, Gas; 2012, 29, 1; 229-239
2299-4157
2300-7052
Pojawia się w:
AGH Drilling, Oil, Gas
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of selected tests for univariate normality based on measures of moments
Autorzy:
Domański, Czesław
Szczepocki, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/1059001.pdf
Data publikacji:
2020-12-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
normality tests
Monte Carlo simulation
power of test
Opis:
Univariate normality tests are typically classified into tests based on empirical distribution, moments, regression and correlation, and other. In this paper, power comparisons of nine normality tests based on measures of moments via the Monte Carlo simulations is extensively examined. The effects on power of the sample size, significance level, and on a number of alternative distributions are investigated. None of the considered tests proved uniformly most powerful for all types of alternative distributions. However, the most powerful tests for different shape departures from normality (symmetric short-tailed, symmetric long-tailed or asymmetric) are indicated.
Źródło:
Statistics in Transition new series; 2020, 21, 5; 151-178
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of two-stage endo-atmospheric separation using statistical methods
Autorzy:
Samani, M.
Pourtakdoust, S. H.
Powiązania:
https://bibliotekanauki.pl/articles/280453.pdf
Data publikacji:
2014
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
separation
safe distance
uncertainty
statistical methods
Monte Carlo simulation
Opis:
In this paper, selection and analysis of an atmospheric two stage separation system is di- scussed. The main purpose of this system is to test a supersonic parachute projectile, where a stage separation occurs after the burn out. Subsequently, the parachute is ejected from the payload after a minimum elapsed time. The separation times, for the supersonic parachute ejection, as well as the time needed for a safe clearing distance between the two stages are two critical issues in the separation process. In this respect, the knowledge of the relative position between the two stages is necessary to assure a safe distance and in order to ad- just the required system parameters. In addition, as the nature of the parameters involved in the separation process is not deterministic, it would be useful to utilize the concept of random variables in the dynamic modeling of the separation process. In this paper, the mo- deling and simulation of the separation process is initially performed and partially verified. Subsequently, an approximate statistical method is utilized to acquire some probabilistic in- formation about the relative distances at the two critical times. According to the simulation results, the relative distance between the two stages falls in a safe region. Finally, Monte Carlo simulation is also performed for comparison and verification of the statistical results that indicated a small and acceptable deviation between the two approaches. Thus, it can be concluded that the simpler approximate statistical approach is also valid for uncertainty analysis and can provide valuable knowledge needed in the preliminary design phase of the separation system.
Źródło:
Journal of Theoretical and Applied Mechanics; 2014, 52, 4; 1115-1124
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The dynamics of the surface layer of lipid membranes doped by vanadium complex : computer modeling and EPR studies
Autorzy:
Olchawa, R.
Man, D.
Pytel, B.
Powiązania:
https://bibliotekanauki.pl/articles/147585.pdf
Data publikacji:
2015
Wydawca:
Instytut Chemii i Techniki Jądrowej
Tematy:
EPR probe
lipid membrane
membrane fluidity
Monte Carlo simulation
Opis:
Penetration of the liposome membranes doped with vanadium complex formed in the liquid-crystalline phase from egg yolk lecithin (EYL) by the TEMPO (2,2,6,6-tetramethylpiperidine-1-oxyl) spin probes has been investigated. The penetration process was followed by 360 hours at 24◦C, using the electron spin resonance (EPR) method. The spectroscopic parameter of the partition (F) of this probe indicated that a maximum rigidity of the membrane was at 3% concentration of the vanadium complex. Computer simulations showed that the increase in the rigidity of the membrane corresponds to the closure of gaps in the surface layer of the membrane, and indicates the essential role of the membrane surface in transport processes.
Źródło:
Nukleonika; 2015, 60, No. 3, part 1; 395-398
0029-5922
1508-5791
Pojawia się w:
Nukleonika
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Influence of the non-flow effects and fluctuations on the v2 measurements at RHIC
Autorzy:
Zhu, X.
Bleicher, M.
Powiązania:
https://bibliotekanauki.pl/articles/148374.pdf
Data publikacji:
2006
Wydawca:
Instytut Chemii i Techniki Jądrowej
Tematy:
relativistic heavy-ion collisions
collective flow
Monte Carlo simulation
Opis:
The cumulant method is applied to study elliptic flow (v2) in Au+Au collisions at s = 200 AGeV, with the UrQMD model. We find that the four and six-particle cumulants are good measures of the real elliptic flow over a wide range of centralities except for the most central and very peripheral events. There the cumulant method is affected by the v2 fluctuations. In mid-central collisions, the four and six-particle cumulants are shown to give a good estimation of the true differential v2, especially at large transverse momentum, where the two-particle cumulant method is heavily affected by the non-flow effects.
Źródło:
Nukleonika; 2006, 51,suppl.3; 37-41
0029-5922
1508-5791
Pojawia się w:
Nukleonika
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
O porównywaniu dwóch populacji wielowymiarowych z wykorzystaniem objętości elipsoid ufności
On the Comparison of Two Multidimensional Populations Using the Confidence Ellipsoid Volumes
Autorzy:
Stelmach, Jacek
Kończak, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/593348.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Statystyka
Symulacja Monte Carlo
Testy statystyczne
Monte Carlo simulation
Statistics
Statistical tests
Opis:
A comparison of two populations seems to be interesting and very common statistical problem. The most often way is to verify the hypothesis concerned the equality of certain, characteristic parameter i.e. mean, standard deviation or fraction with parametric or non-parametric tests. The authors propose to compare the distribution of two populations - comparing the confidence ellipsoid volumes. Since their distribution is unknown - permutation tests were applied. A Monte-Carlo simulation let to compare power of these tests with T2 Hotelling tests. Proposed methods can be used, when the assumptions for parametric tests couldn't be verified.
Źródło:
Studia Ekonomiczne; 2013, 133; 146-157
2083-8611
Pojawia się w:
Studia Ekonomiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparing heuristic methods’ performance for pure flow shop scheduling under certain and uncertain demand
Autorzy:
Nurprihatin, Filscha
Jayadi, Ester Lisnati
Tannady, Hendy
Powiązania:
https://bibliotekanauki.pl/articles/407243.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
forecasting
Monte Carlo simulation
standardized time
heuristic scheduling methods
Opis:
The main aim of this research is to compare the results of the study of demand’s plan and standardized time based on three heuristic scheduling methods such as Campbell Dudek Smith (CDS), Palmer, and Dannenbring. This paper minimizes the makespan under certain and uncertain demand for domestic boxes at the leading glass company industry in Indonesia. The investigation is run in a department called Preparation Box (later simply called PRP) which experiences tardiness while meeting the requirement of domestic demand. The effect of tardiness leads to unfulfilled domestic demand and hampers the production department delivers goods to the customer on time. PRP needs to consider demand planning for the next period under the certain and uncertain demand plot using the forecasting and Monte Carlo simulation technique. This research also utilizes a work sampling method to calculate the standardized time, which is calculated by considering the performance rating and allowance factor. This paper contributes to showing a comparison between three heuristic scheduling methods performances regarding a real-life problem. This paper concludes that the Dannenbring method is suitable for large domestic boxes under certain demand while Palmer and Dannenbring methods are suitable for large domestic boxes under uncertain demand. The CDS method is suitable to prepare small domestic boxes for both certain and uncertain demand.
Źródło:
Management and Production Engineering Review; 2020, 11, 2; 50-61
2080-8208
2082-1344
Pojawia się w:
Management and Production Engineering Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Monte Carlo simulation application to reliability assessment of an exemplary system operating at variable conditions
Autorzy:
Kołowrocki, K.
Kuligowska, E.
Soszyńska-Budny, J.
Powiązania:
https://bibliotekanauki.pl/articles/2069213.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
system reliability
system operation process
Monte Carlo simulation approach
Opis:
A semi-Markov process is applied to construct the multistate model of the system operation process and its main characteristics are determined. Analytical linking of the system operation process model with the system multistate reliability model is proposed to get a general reliability model of the complex system operating at varying in time operation conditions and to find its reliability characteristics. The Monte Carlo simulation algorithm based on the integrated general model of a complex multistate system reliability, linking its reliability model and its operation process model and considering variable at different operation states its reliability structure and its components reliability parameters is applied to the reliability evaluation of an exemplary system. Next the results of this simulation method application are illustrated and compared with the results obtained by the analytical method.
Źródło:
Journal of Polish Safety and Reliability Association; 2015, 6, 1; 137--144
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł

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