scholarly journals RECYCLE OF RANDOM SEQUENCES

1993 ◽  
Vol 04 (03) ◽  
pp. 569-590 ◽  
Author(s):  
NOBUYASU ITO ◽  
MACOTO KIKUCHI ◽  
YUTAKA OKABE
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Random Sequence ◽  
Random Sequences

The correlation between a random sequence and its transformed sequences is studied. In the case of a permutation operation or, in other words, the shuffling operation, it is shown that the correlation can be so small that the sequences can be regarded as independent random sequences. The applications to the Monte Carlo simulations are also given. This method is especially useful in the Ising Monte Carlo simulation.

Gibbs-ensemble Monte Carlo simulation of H2–H2O mixtures

2021 ◽  
Author(s):  
Armin Bergermann ◽  
Martin French ◽  
Ronald Redmer
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Giant Planets ◽  
Gibbs Ensemble ◽  
Miscibility Gap ◽  
Ensemble Monte Carlo ◽  
Ensemble Monte Carlo Simulation ◽  
Gibbs Ensemble Monte Carlo

The miscibility gap in H2–H2O mixtures is investigated by conducting Gibbs-ensemble Monte Carlo simulations. Our results indicate that H2–H2O immiscibility regions may have a significant impact on the structure and evolution of ice giant planets.

Comparison of Experiment With Monte Carlo Simulations on a Reflective Gap Using a Detailed Surface Properties Model

1996 ◽  
Vol 118 (2) ◽  
pp. 388-393 ◽  
Author(s):  
J. Zaworski ◽  
J. R. Welty ◽  
B. J. Palmer ◽  
M. K. Drost
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Grazing Angle ◽  
Incident Radiation ◽  
Monte Carlo Code ◽  
Bidirectional Reflectance Distribution Function ◽  
Bidirectional Reflectance ◽  
Detailed Surface ◽  
Bidirectional Reflectance Distribution

The spatial distribution of light through a rectangular gap bounded by highly reflective, diffuse surfaces was measured and compared with the results of Monte Carlo simulations. Incorporating radiant properties for real surfaces into a Monte Carlo code was seen to be a significant problem; a number of techniques for accomplishing this are discussed. Independent results are reported for measured values of the bidirectional reflectance distribution function over incident polar angles from 0 to 90 deg for a semidiffuse surface treatment (Krylon™ flat white spray paint). The inclusion of this information into a Monte Carlo simulation yielded various levels of agreement with experimental results. The poorest agreement occurred when the incident radiation was at a grazing angle with respect to the surface and the reflectance was nearly specular.

scholarly journals MONTE CARLO SIMULATION OF ISING MODEL ON DIRECTED BARABASI–ALBERT NETWORK

2005 ◽  
Vol 16 (04) ◽  
pp. 585-589 ◽  
Author(s):  
MUNEER A. SUMOUR ◽  
M. M. SHABAT
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Ising Model ◽  
Monte Carlo Simulations ◽  
Characteristic Time ◽  
Spontaneous Magnetization ◽  
Zero Temperature ◽  
Different Temperatures ◽  
Large Systems ◽  
Ising Spins

The existence of spontaneous magnetization of Ising spins on directed Barabasi–Albert networks is investigated with seven neighbors, by using Monte Carlo simulations. In large systems, we see the magnetization for different temperatures T to decay after a characteristic time τ(T), which is extrapolated to diverge at zero temperature.

scholarly journals Examining the effect of hydroxyl groups on the thermal properties of polybenzoxazines: using molecular design and Monte Carlo simulation

RSC Advances ◽  
2018 ◽  
Vol 8 (32) ◽  
pp. 18038-18050 ◽  
Author(s):  
Kan Zhang ◽  
Lu Han ◽  
Yijing Nie ◽  
Matthew Louis Szigeti ◽  
Hatsuo Ishida
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Thermal Properties ◽  
Monte Carlo Simulations ◽  
Molecular Interactions ◽  
Molecular Design ◽  
Hydroxyl Groups ◽  
Structure Property ◽  
First Report ◽  
Structure Property Relationship

This article is the first report on understanding the structure-property relationship between molecular interactions and thermal properties of polybenzoxazines by Monte Carlo simulations.

scholarly journals An analysis of a presumed major outbreak of pseudorabies virus in a vaccinated sow herd

2001 ◽  
Vol 126 (1) ◽  
pp. 119-128
Author(s):  
A. VAN NES ◽  
M. C. M. DE JONG ◽  
A. J. KERSTEN ◽  
T. G. KIMMAN ◽  
J. H. M. VERHEIJDEN
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Statistical Analysis ◽  
Monte Carlo Simulations ◽  
Mathematical Analysis ◽  
Generalized Linear Model ◽  
Pseudorabies Virus ◽  
Reproduction Ratio ◽  
Multiple Introductions ◽  
Major Outbreak

We describe a major outbreak of pseudorabies virus (PRV) in a sow herd in which the sows were vaccinated simultaneously three times a year with a vaccine containing Bartha strain. Also in the associated rearing herd in which the gilts were vaccinated twice an outbreak of PRV occurred. The outbreak was analysed with mathematical models, statistical methods and Monte-Carlo simulation. Under the assumption that the outbreak started with one introduction of virus the reproduction ratio Rind – as a measure of transmission of PRV between individuals – in the sow herd was estimated with a Generalized Linear Model to be 1·6. Also under the assumption of one introduction of virus Rind in the rearing herd was estimated with a martingale estimator to be 1·7. Both estimates were significantly larger than 1. Mathematical analysis showed that heterogeneity in the sow herd, because of the presence of not-optimally immunized replacement sows could not be the only cause of the observed outbreak in the sow herd. With Monte-Carlo simulations, the duration of an outbreak after a single introduction of virus and Rind = 1·6 did not mimic the data and thus the hypothesis of a single introduction with Rind = 1·6 could also be rejected and Rind is thus, not necessarily above 1. Moreover, with statistical analysis, endemicity in the combination of herds as a cause for the observed outbreak could be rejected. Endemicity in the rearing herd alone could not be excluded. Therefore, multiple introductions from outside and most probably from the rearing herd were possibly the cause of the observed outbreak(s). The implications for eradication of pseudorabies virus were discussed.

Unphysical Frozen States in Monte Carlo Simulation of 2D Ising Model

1998 ◽  
Vol 09 (06) ◽  
pp. 881-886 ◽  
Author(s):  
Andres R. R. Papa
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Ising Model ◽  
Boundary Conditions ◽  
Monte Carlo Simulations ◽  
Periodic Boundary ◽  
Random Access ◽  
Periodic Boundary Conditions ◽  
Two Dimensional ◽  
Ising Systems

We show that for two-dimensional square Ising systems unphysical frozen states are obtained by just changing the instant of application of periodic boundary conditions during Monte Carlo simulations. The strange behavior is observed up to sample sizes currently used in literature. The anomalous results appear to be associated to the simultaneous use of type writer updating algorithms; they disappear when random access routines are implemented.

MONTE-CARLO SIMULATION OF MBE GROWTH OF GaAs ANALYSIS OF RHEED

1997 ◽  
Vol 04 (05) ◽  
pp. 869-872 ◽  
Author(s):  
P. J. VAN HALL ◽  
H. KÖKTEN ◽  
M. R. LEYS ◽  
M. BOSCH
Keyword(s):  
Experimental Data ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Slow Component ◽  
Mbe Growth ◽  
Partial Desorption

We have performed Monte-Carlo simulations of the growth of GaAs by MBE. We included in our calculations the anisotropy of the migration, the formation of As-and a partial desorption of the As. As an observable we calculated the RHEED signal of the specularly reflected electrons. The results have been compared with experimental data comprising both the damping of the oscillations and the recovery following a growth interrupt. The agreement between experiment and calculations is rather good. Moreover we could identify the mechanisms underlying the fast and the slow component of the recovery.

Finite element based Monte Carlo simulation of options on Lévy driven assets

2018 ◽  
Vol 05 (01) ◽  
pp. 1850013 ◽  
Author(s):  
Patrik Karlsson
Keyword(s):  
Differential Equation ◽  
Monte Carlo Simulation ◽  
Finite Element ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Transition Matrix ◽  
Simulation Algorithm ◽  
Option Prices ◽  
European Options ◽  
Inverse Transition

This paper extends the simulation algorithm by Andreasen and Huge (2011) to the simulation of option prices and deltas on Lévy driven assets where the simulation is performed relying on the inverse transition matrix of the discretized partial integro differential equation (PIDE). We demonstrate how one can get accurate prices and deltas of European options on VG and CGMY via Monte Carlo simulations.

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