scholarly journals Analysis of the Price Change of the Azerbaijani Oil of Azeri Light, using the Monte-Carlo Method in the Conditions of Uncertainty

2021 ◽  
Vol 9 (3) ◽  
pp. 287-292
Author(s):  
Nur-Mammadova Nigar
Keyword(s):  
Monte Carlo ◽  
Global Economy ◽  
Price Change ◽  
Oil Industry ◽  
Volatile Oil ◽  
Sharp Drop ◽  
Monte Carlo Techniques ◽  
The Monte Carlo Method ◽  
Practical Implications ◽  
Oil And Oil Products

Purpose: This article examines the uncertain conditions of the oil industry in and post crisis period in Azerbaijan Republic in 2015-2017 and during COVID-19 in 2020. Design/Methodology: Existing turmoil in the global economy and volatile oil prices affected the economies of the oil-producing countries. Such instability also affected the economy of Azerbaijan Republic and led to a decrease in its key economic indicators, which leads to apply specific methods for identifying risks and estimating its valuation. Findings: The reasons of the sharp drop in oil and oil products demand have been analysed, using the Monte Carlo techniques and with its impact on Azerbaijan Republic as an example. Practical implications: The author, compiling the forecast for the chosen methodology, clarified forecast for 2018 of oil price of Azerbaijani oil brand Azeri Light in an uncertain environment, and made forecast for coming years, based on these calculations.

The Monte Carlo Method in Radiative Heat Transfer

1998 ◽  
Vol 120 (3) ◽  
pp. 547-560 ◽  
Author(s):  
J. R. Howell
Keyword(s):  
Heat Transfer ◽  
Monte Carlo ◽  
Monte Carlo Method ◽  
Radiative Heat Transfer ◽  
Radiative Heat ◽  
Hybrid Methods ◽  
Participating Media ◽  
Practical Applications ◽  
Monte Carlo Techniques ◽  
The Monte Carlo Method

The use of the Monte Carlo method in radiative heat transfer is reviewed. The review covers surface-surface, enclosure, and participating media problems. Discussion is included of research on the fundamentals of the method and on applications to surface-surface interchange in enclosures, exchange between surfaces with roughness characteristics, determination of configuration factors, inverse design, transfer through packed beds and fiber layers, participating media, scattering, hybrid methods, spectrally dependent problems including media with line structure, effects of using parallel algorithms, practical applications, and extensions of the method. Conclusions are presented on needed future work and the place of Monte Carlo techniques in radiative heat transfer computations.

scholarly journals Quantum Potential Approaches for Nano-scale Device Simulation

VLSI Design ◽  
2001 ◽  
Vol 13 (1-4) ◽  
pp. 335-340 ◽  
Author(s):  
Hideaki Tsuchiya ◽  
Brian Winstead ◽  
Umberto Ravaioli
Keyword(s):  
Monte Carlo ◽  
Device Simulation ◽  
Quantum Effects ◽  
Monte Carlo Techniques ◽  
Integrated Technology ◽  
Quantum Confinement Effects ◽  
The Monte Carlo Method ◽  
Small Device ◽  
Quantum Mechanical Effects ◽  
Quantum Modeling

With the progress of integrated technology, the feature size of experimental electron devices have already been scaled down deeply into the sub–0.1 μm region. For such ultra-small devices, it is increasingly important to take quantum mechanical effects into account for device simulation. In this paper, we present a new approach for quantum modeling, applicable to multi-dimensional ultra-small device simulation. In this work, the quantum effects are represented in terms of quantum mechanically corrected potential in the classical Boltzmann equation. We apply the Monte Carlo method to solve the quantum transport equation, and demonstrate that the quantum effects such as tunneling and quantum confinement effects can be incorporated in the standard Monte Carlo techniques.

Bayesian Estimation of DSGE Models

2015 ◽  
Author(s):  
Edward P. Herbst ◽  
Frank Schorfheide
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Likelihood Function ◽  
Academic Research ◽  
Dynamic Stochastic General Equilibrium ◽  
Computational Techniques ◽  
Dsge Models ◽  
Monte Carlo Techniques ◽  
Dynamic Stochastic ◽  
Theoretical Foundations

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. The book is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

Neutron dose evaluation of Elekta Linac at two energies (10 & 18 MV) by MCNP code and comparison with experimental measurements

2014 ◽  
Vol 6 (1) ◽  
pp. 1006-1015
Author(s):  
Negin Shagholi ◽  
Hassan Ali ◽  
Mahdi Sadeghi ◽  
Arjang Shahvar ◽  
Hoda Darestani ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Measurement Data ◽  
Calculated Data ◽  
High Energy ◽  
Neutron Dose ◽  
Dose Assessment ◽  
Photon Flux ◽  
Dose Equivalent ◽  
Monte Carlo Techniques ◽  
Neutron Dose Equivalent

Medical linear accelerators, besides the clinically high energy electron and photon beams, produce other secondary particles such as neutrons which escalate the delivered dose. In this study the neutron dose at 10 and 18MV Elekta linac was obtained by using TLD600 and TLD700 as well as Monte Carlo simulation. For neutron dose assessment in 2020 cm2 field, TLDs were calibrated at first. Gamma calibration was performed with 10 and 18 MV linac and neutron calibration was done with 241Am-Be neutron source. For simulation, MCNPX code was used then calculated neutron dose equivalent was compared with measurement data. Neutron dose equivalent at 18 MV was measured by using TLDs on the phantom surface and depths of 1, 2, 3.3, 4, 5 and 6 cm. Neutron dose at depths of less than 3.3cm was zero and maximized at the depth of 4 cm (44.39 mSvGy-1), whereas calculation resulted  in the maximum of 2.32 mSvGy-1 at the same depth. Neutron dose at 10 MV was measured by using TLDs on the phantom surface and depths of 1, 2, 2.5, 3.3, 4 and 5 cm. No photoneutron dose was observed at depths of less than 3.3cm and the maximum was at 4cm equal to 5.44mSvGy-1, however, the calculated data showed the maximum of 0.077mSvGy-1 at the same depth. The comparison between measured photo neutron dose and calculated data along the beam axis in different depths, shows that the measurement data were much more than the calculated data, so it seems that TLD600 and TLD700 pairs are not suitable dosimeters for neutron dosimetry in linac central axis due to high photon flux, whereas MCNPX Monte Carlo techniques still remain a valuable tool for photonuclear dose studies.

UGR CALCULATION BASED ON THE LUMINANCE SPATIAL-ANGULAR DISTRIBUTION

2020 ◽  
Vol 2020 (4) ◽  
pp. 25-32
Author(s):  
Viktor Zheltov ◽  
Viktor Chembaev
Keyword(s):  
Monte Carlo ◽  
Angular Distribution ◽  
Monte Carlo Method ◽  
Visual Task ◽  
New Method ◽  
Lighting System ◽  
Preliminary Assessment ◽  
System A ◽  
The Monte Carlo Method

The article has considered the calculation of the unified glare rating (UGR) based on the luminance spatial-angular distribution (LSAD). The method of local estimations of the Monte Carlo method is proposed as a method for modeling LSAD. On the basis of LSAD, it becomes possible to evaluate the quality of lighting by many criteria, including the generally accepted UGR. UGR allows preliminary assessment of the level of comfort for performing a visual task in a lighting system. A new method of "pixel-by-pixel" calculation of UGR based on LSAD is proposed.

PSHA software review based on the Monte Carlo method

2020 ◽  
pp. 14-24
Author(s):  
V.A. Mironov ◽  
S.A. Peretokin ◽  
K.V. Simonov
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Seismic Hazard ◽  
Hazard Analysis ◽  
Software Review ◽  
Seismic Hazard Analysis ◽  
Probabilistic Seismic Hazard ◽  
Test Calculation ◽  
Seismic Surveys ◽  
The Monte Carlo Method

The article is a continuation of the software research to perform probabilistic seismic hazard analysis (PSHA) as one of the main stages in engineering seismic surveys. The article provides an overview of modern software for PSHA based on the Monte Carlo method, describes in detail the work of foreign programs OpenQuake Engine and EqHaz. A test calculation of seismic hazard was carried out to compare the functionality of domestic and foreign software.

Application of the Monte Carlo Method for the Prediction of Behavior of Peptides

2019 ◽  
Vol 20 (12) ◽  
pp. 1151-1157 ◽  
Author(s):  
Alla P. Toropova ◽  
Andrey A. Toropov
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Natural Sciences ◽  
Monte Carlo Technique ◽  
Quantitative Structure ◽  
Structure Property ◽  
The Monte Carlo Method ◽  
Modern Natural

Prediction of physicochemical and biochemical behavior of peptides is an important and attractive task of the modern natural sciences, since these substances have a key role in life processes. The Monte Carlo technique is a possible way to solve the above task. The Monte Carlo method is a tool with different applications relative to the study of peptides: (i) analysis of the 3D configurations (conformers); (ii) establishment of quantitative structure – property / activity relationships (QSPRs/QSARs); and (iii) development of databases on the biopolymers. Current ideas related to application of the Monte Carlo technique for studying peptides and biopolymers have been discussed in this review.

scholarly journals A Novel Kinetic Modeling Framework for the Polycondensation of Sugars Using Monte Carlo and the Method of Moments

Processes ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 745
Author(s):  
Dimitrios Meimaroglou ◽  
Sandrine Hoppe ◽  
Baptiste Boit
Keyword(s):  
Monte Carlo ◽  
Kinetic Modeling ◽  
Method Of Moments ◽  
Kinetic Monte Carlo ◽  
Kinetic Scheme ◽  
Modeling Framework ◽  
Industrial Sectors ◽  
The Monte Carlo Method ◽  
Reacting Systems ◽  
High Degree

The kinetics of the hydrolysis and polycondensation reactions of saccharides have made the subject of numerous studies, due to their importance in several industrial sectors. The present work, presents a novel kinetic modeling framework that is specifically well-suited to reacting systems under strict moisture control that favor the polycondensation reactions towards the formation of high-degree polysaccharides. The proposed model is based on an extended and generalized kinetic scheme, including also the presence of polyols, and is formulated using two different numerical approaches, namely a deterministic one in terms of the method of moments and a stochastic kinetic Monte Carlo approach. Accordingly, the most significant advantages and drawbacks of each technique are clearly demonstrated and the most fitted one (i.e., the Monte Carlo method) is implemented for the modeling of the system under different conditions, for which experimental data were available. Through these comparisons it is shown that the model can successfully follow the evolution of the reactions up to the formation of polysaccharides of very high degrees of polymerization.

Sign in / Sign up

Export Citation Format

Share Document