scholarly journals Expectations on mass determination using astrometric microlensing by Gaia

2020 ◽  
Vol 640 ◽  
pp. A83
Author(s):  
J. Klüter ◽  
U. Bastian ◽  
J. Wambsganss
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Mass Determination ◽  
Single Star ◽  
Data Release ◽  
The Absolute ◽  
The Individual ◽  
Background Star ◽  
Better Than ◽  
Do So

Context. Astrometric gravitational microlensing can be used to determine the mass of a single star (the lens) with an accuracy of a few percent. To do so, precise measurements of the angular separations between lens and background star with an accuracy below 1 milli − arcsec at different epochs are needed. Therefore only the most accurate instruments can be used. However, since the timescale is on the order of months to years, the astrometric deflection might be detected by Gaia, even though each star is only observed on a low cadence. Aims. We want to show how accurately Gaia can determine the mass of the lensing star. Methods. Using conservative assumptions based on the results of the second Gaia data release (Gaia DR2), we simulated the individual Gaia measurements for 501 predicted astrometric microlensing events during the Gaia era (2014.5–2026.5). For this purpose we used the astrometric parameters of Gaia DR2, as well as an approximative mass based on the absolute G magnitude. By fitting the motion of the lens and source simultaneously, we then reconstructed the 11 parameters of the lensing event. For lenses passing by multiple background sources, we also fitted the motion of all background sources and the lens simultaneously. Using a Monte-Carlo simulation we determined the achievable precision of the mass determination. Results. We find that Gaia can detect the astrometric deflection for 114 events. Furthermore, for 13 events Gaia can determine the mass of the lens with a precision better than 15% and for 13 + 21 = 34 events with a precision of 30% or better.

Monte Carlo simulation of chlorine adsorbed on graphite

1988 ◽  
Vol 66 (4) ◽  
pp. 955-962 ◽  
Author(s):  
Soong-Hyuck Suh ◽  
Seamus F. O'Shea
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Basal Plane ◽  
Thermodynamic Data ◽  
Molecular Chlorine ◽  
Monte Carlo Calculations ◽  
Structure And Dynamics ◽  
Wide Range ◽  
Do So ◽  
Molecule Surface

Monte Carlo calculations are reported for patches of molecular chlorine adsorbed on the basal plane of graphite. A variety of combinations of intermolecular and molecule–surface potentials have been tested, and the resulting structural predictions cover a wide range of behaviour. None of the combinations employed here can explain the recent experimental observations, but it is clear that at least some could be adjusted to do so. However, the lack of thermodynamic data concerning the interaction between the molecules and the surface presents a major obstacle. Further experiments which give information about the energetics of the system are needed before a definitive account of the structure and dynamics can be given.

Electricity supplier selection by a household in the Czech Republic in 2017 and 2018 – Monte Carlo simulation approach

2019 ◽  
Author(s):  
Martina Kuncova
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Czech Republic ◽  
Electricity Market ◽  
Electricity Consumption ◽  
Point Of View ◽  
The Czech Republic ◽  
Extra Effort ◽  
The Individual ◽  
Monte Carlo Simulation Model

The situation on the electricity retail market in the Czech Republic is not clear because of the number of suppliers and its products. Although the information about the prices for the electricity consumption for households is available on the web and each household can change the supplier nearly with no extra effort and cost, households are still often not familiar with the individual price items of the products. In this article the analysis of the Czech electricity market from the distribution rate D25d point of view is made for the years 2017-2018 when the household annual consumption is simulated via Monte Carlo simulation model. The aim of this paper is to select such a supplier and product that minimizes the total costs of the electricity for a household for the selected distribution rate and compare it with the results from the previous years.

A theoretical model of jump diffusion-mean reversion

2017 ◽  
Vol 23 (3) ◽  
pp. 537-554
Author(s):  
Anindya Chakrabarty ◽  
Zongwei Luo ◽  
Rameshwar Dubey ◽  
Shan Jiang
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Theoretical Model ◽  
Interest Rate ◽  
Mean Reversion ◽  
Jump Diffusion ◽  
Fixed Income ◽  
Short Term ◽  
Content Type ◽  
Better Than

Purpose The purpose of this paper is to develop a theoretical model of a jump diffusion-mean reversion constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor as opposed to the deterministic floor used in the previous literatures. Design/methodology/approach The paper adopts Merton’s jump diffusion (JD) model to simulate the price path followed by risky assets and the CIR mean reversion model to simulate the path followed by the short-term interest rate. The floor of the CPPI strategy is linked to the stochastic process driving the value of a fixed income instrument whose yield follows the CIR mean reversion model. The developed model is benchmarked against CNX-NIFTY 50 and is back tested during the extreme regimes in the Indian market using the scenario-based Monte Carlo simulation technique. Findings Back testing the algorithm using Monte Carlo simulation across the crisis and recovery phases of the 2008 recession regime revealed that the portfolio performs better than the risky markets during the crisis by hedging the downside risk effectively and performs better than the fixed income instruments during the growth phase by leveraging on the upside potential. This makes it a value-enhancing proposition for the risk-averse investors. Originality/value The study modifies the CPPI algorithm by re-defining the floor of the algorithm to be a stochastic mean reverting process which is guided by the movement of the short-term interest rate in the economy. This development is more relevant for two reasons: first, the short-term interest rate changes with time, and hence the constant yield during each rebalancing steps is not practically feasible; second, the historical literatures have revealed that the short-term interest rate tends to move opposite to that of the equity market. Thereby, during the bear run the floor will increase at a higher rate, whereas the growth of the floor will stagnate during the bull phase which aids the model to capitalize on the upward potential during the growth phase and to cut down on the exposure during the crisis phase.

A Developed ESPRIT Algorithm for DOA Estimation

Frequenz ◽  
2015 ◽  
Vol 69 (5-6) ◽  
Author(s):  
Youssef Fayad ◽  
Caiyun Wang ◽  
Qunsheng Cao ◽  
Alaa El-Din Sayed Hafez
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Performance Enhancement ◽  
Doa Estimation ◽  
Signal Parameter ◽  
Nonlinearity Effect ◽  
Esprit Algorithm ◽  
Cramer Rao Bound ◽  
Novel Algorithm ◽  
Better Than

AbstractA novel algorithm for estimating direction of arrival (DOAE) for target, which aspires to contribute to increase the estimation process accuracy and decrease the calculation costs, has been carried out. It has introduced time and space multiresolution in Estimation of Signal Parameter via Rotation Invariance Techniques (ESPRIT) method (TS-ESPRIT) to realize subspace approach that decreases errors caused by the model’s nonlinearity effect. The efficacy of the proposed algorithm is verified by using Monte Carlo simulation, the DOAE accuracy has evaluated by closed-form Cramér–Rao bound (CRB) which reveals that the proposed algorithm’s estimated results are better than those of the normal ESPRIT methods leading to the estimator performance enhancement.

Intensity and resolution effects in converging multichannel collimators for SANS by Monte Carlo simulation

2003 ◽  
Vol 36 (5) ◽  
pp. 1262-1265 ◽  
Author(s):  
A. N. Falcão ◽  
F. M. A. Margaça ◽  
F. G. Carvalho
Keyword(s):  
Computer Simulation ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Neutron Beam ◽  
Incident Neutron ◽  
Beam Direction ◽  
Channel Axis ◽  
Monte Carlo Computer Simulation ◽  
The Individual ◽  
Incident Neutron Beam

A study of the contribution of the individual channels of a converging multichannel collimator to the operation of the device is carried out by means of a Monte Carlo computer simulation. The simulation shows that the coupling between the divergence of the incident neutron beam and the inclination of the individual CMC channel axis relative to the beam direction modulates the channel performance as far as intensity and resolution of the transmitted neutrons are concerned. While this does not impair in any significant way the usefulness of the device, the results are helpful to the designer.

Conservative Surrogate Model Using Weighted Kriging Variance for Sampling-Based RBDO

2013 ◽  
Vol 135 (9) ◽  
Author(s):  
Liang Zhao ◽  
K. K. Choi ◽  
Ikjin Lee ◽  
David Gorsich
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Optimum Design ◽  
Surrogate Model ◽  
Large Scale ◽  
Prediction Interval ◽  
Safety Margin ◽  
Probabilistic Constraints ◽  
Kriging Variance ◽  
Better Than

In sampling-based reliability-based design optimization (RBDO) of large-scale engineering applications, the Monte Carlo simulation (MCS) is often used for the probability of failure calculation and probabilistic sensitivity analysis using the prediction from the surrogate model for the performance function evaluations. When the number of samples used to construct the surrogate model is not enough, the prediction from the surrogate model becomes inaccurate and thus the Monte Carlo simulation results as well. Therefore, to count in the prediction error from the surrogate model and assure the obtained optimum design from sampling-based RBDO satisfies the probabilistic constraints, a conservative surrogate model, which is not overly conservative, needs to be developed. In this paper, a conservative surrogate model is constructed using the weighted Kriging variance where the weight is determined by the relative change in the corrected Akaike Information Criterion (AICc) of the dynamic Kriging model. The proposed conservative surrogate model performs better than the traditional Kriging prediction interval approach because it reduces fluctuation in the Kriging prediction bound and it performs better than the constant safety margin approach because it adaptively accounts large uncertainty of the surrogate model in the region where samples are sparse. Numerical examples show that using the proposed conservative surrogate model for sampling-based RBDO is necessary to have confidence that the optimum design satisfies the probabilistic constraints when the number of samples is limited, while it does not lead to overly conservative designs like the constant safety margin approach.

scholarly journals The Gran Telescopio Canarias OSIRIS broad-band first data release

2019 ◽  
Vol 491 (1) ◽  
pp. 129-152
Author(s):  
M Cortés-Contreras ◽  
H Bouy ◽  
E Solano ◽  
M Mahlke ◽  
F Jiménez-Esteban ◽  
...  
Keyword(s):  
Broad Band ◽  
Data Archive ◽  
Virtual Observatory ◽  
Image Archive ◽  
Data Release ◽  
Scientific Potential ◽  
The Absolute ◽  
Archive Data ◽  
Better Than ◽  
Cool Dwarfs

ABSTRACT We present the first release of GTC OSIRIS broad-band data archive. This is an effort conducted in the framework of the Spanish Virtual Observatory to help optimize science from the Gran Telescopio Canarias Archive. Data Release 1 includes 6788 broad-band images in the Sloan griz filters obtained between 2009 April and 2014 January and the associated catalogue with roughly 6.23 million detections of more than 630 000 unique sources. The catalogue contains standard PSF and Kron aperture photometry with a mean accuracy better than 0.09 and 0.15 mag, respectively. The relative astrometric residuals are always better than 30 mas and better than 15 mas in most cases. The absolute astrometric uncertainty of the catalogue is of 0.12 arcsec. In this paper we describe the procedure followed to build the image archive and the associated catalogue, as well as the quality tests carried out for validation. To illustrate some of the scientific potential of the catalogue, we also provide two examples of its scientific exploitation: discovery and identification of asteroids and cool dwarfs.

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