WE-C-BRB-10: Acceleration of Proton Monte Carlo Simulations Using the Macro Monte Carlo Method

2012 ◽  
Vol 39 (6Part26) ◽  
pp. 3945-3945 ◽  
Author(s):  
D Jacqmin
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations

scholarly journals Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model

2016 ◽  
Vol 03 (01) ◽  
pp. 1650005 ◽  
Author(s):  
Patrik Karlsson ◽  
Shashi Jain ◽  
Cornelis W. Oosterlee
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations ◽  
Upper Bound ◽  
Market Model ◽  
Monte Carlo Approach ◽  
Lower Upper ◽  
Libor Market Model ◽  
Bermudan Swaptions

This paper describes an American Monte Carlo approach for obtaining fast and accurate exercise policies for pricing of callable LIBOR Exotics (e.g., Bermudan swaptions) in the LIBOR market model using the Stochastic Grid Bundling Method (SGBM). SGBM is a bundling and regression based Monte Carlo method where the continuation value is projected onto a space where the distribution is known. We also demonstrate an algorithm to obtain accurate and tight lower–upper bound values without the need for nested Monte Carlo simulations.

Monte Carlo simulations of the static friction between two grafted polymer brushes

2016 ◽  
Vol 18 (8) ◽  
pp. 6164-6174 ◽  
Author(s):  
Ana C. F. Mendonça ◽  
Florent Goujon ◽  
Patrice Malfreyt ◽  
Dominic J. Tildesley
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations ◽  
Polymer Brushes ◽  
Static Friction ◽  
Grafted Polymer

A configurational bias Monte Carlo method has been developed to calculate the static friction between two grafted polymer brushes.

Theoretical Study of Twin Boundary Motion in Heusler Ni-Mn-Ga Alloys Using Monte Carlo Method

2012 ◽  
Vol 190 ◽  
pp. 327-330
Author(s):  
K.I. Kostromitin ◽  
Vasiliy D. Buchelnikov ◽  
V.V. Sokolovskiy ◽  
P. Entel
Keyword(s):  
Magnetic Field ◽  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations ◽  
Twin Boundary ◽  
Constant Temperature ◽  
Theoretical Study ◽  
Heusler Alloys ◽  
Boundary Motion ◽  
Different Temperatures

The twin boundary motion in Ni-Mn-Ga Heusler alloys has been investigated using Monte Carlo simulations. The Hamiltonian of system includes magnetic and elastic parts and two magnetoelastic terms. It is shown that the twin boundary shifts in a magnetic field at the constant temperature. The spin and strain volume fractions have been obtained at different temperatures.

Spreading Characteristics of Molecularly Thin Lubricant on Surfaces With Groove-Shaped Textures: Effects of Molecular Weight and End-Group Functionality

2003 ◽  
Vol 125 (2) ◽  
pp. 350-357 ◽  
Author(s):  
Hedong Zhang ◽  
Yasunaga Mitsuya ◽  
Maiko Yamada
Keyword(s):  
Molecular Weight ◽  
Monte Carlo ◽  
Monte Carlo Method ◽  
Ising Model ◽  
Monte Carlo Simulations ◽  
Simulation Method ◽  
Solid Surfaces ◽  
The Monte Carlo Method ◽  
End Groups ◽  
End Group

Effects of molecular weight and end-group functionality on spreading of molecularly thin perfluoropolyether (PFPE) film over solid surfaces with groove-shaped textures have been studied by experiments and Monte Carlo simulations. In the experiments, lubricant spreading on a surface with groove-shaped textures was measured by making use of the phenomenon in which diffracted light weakens in the lubricant-covered region. It is found that grooves serve to accelerate spreading and this effect increases for deeper grooves, and also the accelerating rate becomes larger for a lubricant having a larger molecular weight or functional end-groups. In the simulations, the Monte Carlo method based on the Ising model was extended to enable us to evaluate the effect of molecular weight on the spreading of non-functional lubricant inside a groove. The validity of the newly developed simulation method was well confirmed from the agreement between the simulation and experimental results.

MONTE CARLO SIMULATIONS FOR THE RISK MANAGEMENT OF ENVIRONMENTAL POLLUTION

2010 ◽  
Vol 12 (01) ◽  
pp. 87-101
Author(s):  
OSAMA A. B. HASSAN
Keyword(s):  
Risk Management ◽  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations ◽  
Environmental Pollution ◽  
Human Health ◽  
Stochastic Models ◽  
Chemical Pollution ◽  
The Monte Carlo Method

This article attempts to adapt the Monte Carlo method to the quantitative risk management of environmental pollution. In this context, the feasibility of stochastic models to quantitatively evaluate the risk of chemical pollution is first discussed and then linked to a case study in which Monte Carlo simulations are applied. The objective of the case study is to develop a Monte Carlo scheme for evaluating the pollution in a lake environment. It is shown that the results can be of interest as they define the risk margins that are important to the sustainability of the ecosystem in general, and human health in particular. Moreover, assessing the environmental pollution with the help of the Monte Carlo method can be feasible and serve the purpose of investigating and controlling the environmental pollution, in the long and short terms.

Backward Monte Carlo Simulations in Radiative Heat Transfer

2003 ◽  
Vol 125 (1) ◽  
pp. 57-62 ◽  
Author(s):  
Michael F. Modest
Keyword(s):  
Heat Transfer ◽  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations ◽  
Optical Thickness ◽  
Radiative Heat ◽  
Forward Direction ◽  
Point Sources ◽  
Small Spot ◽  
Radiation Sources

Standard Monte Carlo methods trace photon bundles in a forward direction, and may become extremely inefficient when radiation onto a small spot and/or onto a small direction cone is desired. Backward tracing of photon bundles is known to alleviate this problem if the source of radiation is large, but may also fail if the radiation source is collimated and/or very small. In this paper various implementations of the backward Monte Carlo method are discussed, allowing efficient Monte Carlo simulations for problems with arbitrary radiation sources, including small collimated beams, point sources, etc., in media of arbitrary optical thickness.

scholarly journals Systematic Errors of the Lidft Method: Analytical form and Verification by a Monte Carlo Method

2012 ◽  
Vol 19 (4) ◽  
pp. 673-684 ◽  
Author(s):  
Józef Borkowski
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations ◽  
Unit Circle ◽  
Analytical Form ◽  
Systematic Errors ◽  
Optimal Approximation ◽  
Signal Parameters ◽  
Analytical Formulas ◽  
Multifrequency Signal

Abstract This paper derives analytical formulas for the systematic errors of the linear interpolated DFT (LIDFT) method when used to estimating multifrequency signal parameters and verifies this analysis using Monte-Carlo simulations. The analysis is performed on the version of the LIDFT method based on optimal approximation of the unit circle by a polygon using a pair of windows. The analytical formulas derived here take the systematic errors in the estimation of amplitude and frequency of component oscillations in the multifrequency signal as the sum of basic errors and the errors caused by each of the component oscillations. Additional formulas are also included to analyze particular quantities such as a signal consisting of two complex oscillations, and the analyses are verified using Monte-Carlo simulations.

STRUCTURAL PROPERTIES OF COPPER NANOPARTICLES: MODIFIED DIFFUSION MONTE CARLO SIMULATIONS

2006 ◽  
Vol 17 (08) ◽  
pp. 1171-1177 ◽  
Author(s):  
NAZIM DUGAN ◽  
ŞAKİR ERKOÇ
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations ◽  
Structural Properties ◽  
Copper Nanoparticles ◽  
Pair Potential ◽  
Diffusion Monte Carlo ◽  
Coordination Numbers ◽  
Diffusion Monte Carlo Method ◽  
Stable Structures

Brief information about nanoparticles and size dependency of their properties is given. Structural properties of copper nanoparticles, Cu n (n = 50, 100, 150) have been investigated by a modified version of diffusion Monte Carlo method, using an empirical pair potential developed and parameterized for copper. Radial distribution of atoms and the coordination numbers are investigated by the optimum geometries obtained. It has been found that stable structures of copper nanoparticles considered have compact spherical shapes.

Entropy and Pressure of Attractive Hard Squares by the Monte Carlo Method

1997 ◽  
Vol 11 (13) ◽  
pp. 571-577 ◽  
Author(s):  
Ricardo A. Sauerwein ◽  
Mário J. De Oliveira
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Monte Carlo Simulations ◽  
Numerical Integration ◽  
Transfer Matrix ◽  
Thermodynamic Integration ◽  
Direct Approach ◽  
The Monte Carlo Method ◽  
Hard Squares

The pressure and entropy of hard squares with attractive interactions are calculated from Monte Carlo simulations by an approach that avoids the numerical integration along a path in the thermodynamic space. The approach is useful whenever we are faced to a model that can be written in terms of a transfer matrix. The results coming from this direct approach are compared with those obtained from numerical thermodynamic integration.

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