Performance analysis of cellular automata Monte Carlo Simulation for estimating network reliability

2010 ◽  
Vol 37 (5) ◽  
pp. 3537-3544 ◽  
Author(s):  
Wei-Chang Yeh ◽  
Yi-Cheng Lin ◽  
Yuk Ying Chung
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Performance Analysis ◽  
Cellular Automata ◽  
Network Reliability

scholarly journals Evaluating network importance measures based on the construction spectrum

2019 ◽  
Vol 11 (3) ◽  
pp. 168781401983083
Author(s):  
Yongjun Du ◽  
Zhenggeng Ye ◽  
Pan Zhang ◽  
Yaqi Guo ◽  
Zhiqiang Cai
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Network Structure ◽  
Network Reliability ◽  
Equal Probability ◽  
Numerical Example ◽  
Estimate Reliability ◽  
The Impact

The construction spectrum is a useful tool to investigate the network reliability, which only depends on network structure and is called structure invariant. Importance measures are efficient tools to quantify and rank the impact of edges within a network. This study considers the K-terminal network with n edges and assumes that edges fail with an equal probability. The article focuses on investigating the importance measures of individual edge for the K-terminal network, including reliability achievement worth and reliability reduction worth, via the construction spectrum–based method. Generally, we establish the equations for reliability achievement worth and reliability reduction worth using the construction spectrum and determine the conditions under which the importance rankings generated by reliability achievement worth and reliability reduction worth only depend on the network structure through the construction spectrum. Similar results are obtained with reliability achievement worth and reliability reduction worth for pair of edges. A construction spectrum–based Monte-Carlo simulation is used to estimate reliability achievement worth and reliability reduction worth. Finally, a numerical example is presented to illustrate the application of these measures.

Optimal importance sampling for the Laplace transform of exponential Brownian functionals

2016 ◽  
Vol 53 (2) ◽  
pp. 531-542 ◽  
Author(s):  
Je Guk Kim
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Performance Analysis ◽  
Laplace Transform ◽  
Importance Sampling ◽  
Pricing Model ◽  
Asymptotically Optimal ◽  
Closed Form Solutions ◽  
The Laplace Transform ◽  
Exponential Brownian Functionals

Abstract We present an asymptotically optimal importance sampling for Monte Carlo simulation of the Laplace transform of exponential Brownian functionals which plays a prominent role in many disciplines. To this end we utilize the theory of large deviations to reduce finding an asymptotically optimal importance sampling measure to solving a calculus of variations problem. Closed-form solutions are obtained. In addition we also present a path to the test of regularity of optimal drift which is an issue in implementing the proposed method. The performance analysis of the method is provided through the Dothan bond pricing model.

Performance analysis of an improved 3-D PET Monte Carlo simulation and scatter correction

2002 ◽  
Vol 49 (1) ◽  
pp. 83-89 ◽  
Author(s):  
C.H. Holdsworth ◽  
C.S. Levin ◽  
M. Janecek ◽  
M. Dahlbom ◽  
E.J. Hoffman
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Performance Analysis ◽  
Scatter Correction

Performance analysis based on a Monte Carlo simulation of a liquid xenon PET detector

1995 ◽  
Vol 42 (6) ◽  
pp. 2298-2302 ◽  
Author(s):  
M.I. Lopes ◽  
V. Chepel ◽  
J.C. Carvalho ◽  
R. Ferreira Marques ◽  
A.J.P.L. Policarpo
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Performance Analysis ◽  
Liquid Xenon

scholarly journals Hybrid protocol for wireless EH network over weibull fading channel: performance analysis

2020 ◽  
Vol 10 (1) ◽  
pp. 1085
Author(s):  
Phu Tran Tin ◽  
Tan N. Nguyen ◽  
Tran Thanh Trang
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Performance Analysis ◽  
System Performance ◽  
Fading Channel ◽  
Integral Form ◽  
Weibull Fading ◽  
Half Duplex ◽  
Simulation Results ◽  
Wireless Energy Harvesting

In this paper, the hybrid TSR-PSR protocol for wireless energy harvesting (EH) relaying network over the Weibull fading channel is investigated. The system network is working in half-duplex (HD) mode. For evaluating the system performance, the closed-form and integral-form expressions of the outage probability (OP) are investigated and derived. After that, numerical results convinced that our derived analytical results are the same with the simulation results by using Monte Carlo simulation. This paper provides a novel recommendation for the wireless EH relaying network.

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