An improved Gaussian laser beam probability distribution simulation based on Monte Carlo method

Research on target recognition in random media by Monte Carlo method has made rapid progress. However, the commonly used probability sampling function of the emitted photons’ directions is not suitable for simulating the radial cross-sectional distribution of a beam. This sampling has little effect on the simulated laser transmission in clouds, but if the laser range profile (LRP) of a target is simulated, it will cause serious distortion because the common sampling method cannot well represent the radial two-dimensional intensity distribution of the beam. In this paper, the traditional sampling method is improved through rigorous derivation, and the superiority of the method is illustrated by simulation data. The simulation results show that the Monte Carlo model of LRP based on the improved sampling method plays well in profile shape of ideal targets identification. This research can bring more reference and significance to target recognition application.

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Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method

Journal of Risk and Financial Management ◽

10.3390/jrfm12040190 ◽

2019 ◽

Vol 12 (4) ◽

pp. 190 ◽

Cited By ~ 1

Author(s):

Pascal Létourneau ◽

Lars Stentoft

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

American Option Pricing ◽

Cross Sectional ◽

Early Exercise ◽

Backwards Induction ◽

Simulation Based ◽

Multiple Cross ◽

Exercise Boundary ◽

Early Exercise Boundary

This paper proposes an innovative algorithm that significantly improves on the approximation of the optimal early exercise boundary obtained with simulation based methods for American option pricing. The method works by exploiting and leveraging the information in multiple cross-sectional regressions to the fullest by averaging the individually obtained estimates at each early exercise step, starting from just before maturity, in the backwards induction algorithm. With this method, less errors are accumulated, and as a result of this, the price estimate is essentially unbiased even for long maturity options. Numerical results demonstrate the improvements from our method and show that these are robust to the choice of simulation setup, the characteristics of the option, and the dimensionality of the problem. Finally, because our method naturally disassociates the estimation of the optimal early exercise boundary from the pricing of the option, significant efficiency gains can be obtained by using less simulated paths and repetitions to estimate the optimal early exercise boundary than with the regular method.

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Robustness analysis of underground powerhouse construction simulation based on Markov Chain Monte Carlo method

Science China Technological Sciences ◽

10.1007/s11431-015-5859-3 ◽

2015 ◽

Vol 59 (2) ◽

pp. 252-264 ◽

Cited By ~ 6

Author(s):

DengHua Zhong ◽

Lei Bi ◽

Jia Yu ◽

MengQi Zhao

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Robustness Analysis ◽

Construction Simulation ◽

Underground Powerhouse ◽

Simulation Based

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Profile of Osteomyelitis Patients Visiting the Orthopedic Clinic of Dr. Hasan Sadikin General Hospital, Indonesia, in 2017–2018

Althea Medical Journal ◽

10.15850/amj.v8n1.2075 ◽

2021 ◽

Vol 8 (1) ◽

Author(s):

Aditya Nugraha ◽

Hermawan Nagar Rasyid ◽

Hadyana Sukandar

Keyword(s):

Staphylococcus Aureus ◽

General Hospital ◽

Sampling Method ◽

Operative Procedure ◽

Bone Destruction ◽

Cross Sectional Study ◽

Cross Sectional ◽

Male Patients ◽

The Common ◽

Age Range

Background: Osteomyelitis is an inflammatory process caused by microorganism infection that leads to bone destruction. Osteomyelitis may affect all bones, particularly long bones, and infects all ages. This disease is hard to diagnose and the treatment is complex due to the disease’s heterogenicity, pathophysiology, clinical presentation, and management. This study aimed to determine the profile of osteomyelitis inpatients and outpatients presented to the Orthopedic Clinic of Dr. Hasan Sadikin General Hospital Bandung, IndonesiaMethods: This was a descriptive cross-sectional study conducted from July to October 2019 using the total sampling method. Data were collected from the medical records of osteomyelitis inpatients and outpatients presented to the Orthopedic Clinic of Dr. Hasan Sadikin General Hospital Bandung, Indonesia from 2017–2018. Data were then analyzed descriptively and the results were presented in frequencies.Result: In total, 90 data were retrieved. Most of data presented male patients (n= 69, 76.7%) with the age range of 20–29 years old (24.4%). The majority of these patients experienced chronic onset of disease (94.4%) located on the tibia (51.1%), which was caused by a post-operative procedure (61.1%). The most common treatment was operative procedure without antibiotic beads (51.1%). Staphylococcus aureus was the common pathogens identified in these patients (22.2%).Conclusion: The majority of osteomyelitis patients are males in productive age with chronic onset of disease located on the tibia caused by a post-operative procedure. Staphylococcus aureus is the common pathogen involved and the most common treatment is an operative procedure without antibiotic beads.

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