scholarly journals Random Variate Generation for Exponential and Gamma Tilted Stable Distributions

2021 ◽  
Vol 31 (4) ◽  
pp. 1-21
Author(s):  
Yan Qu ◽  
Angelos Dassios ◽  
Hongbiao Zhao
Keyword(s):  
Current Literature ◽  
Numerical Experiments ◽  
Stable Distributions ◽  
Two Dimensional ◽  
Random Variate Generation ◽  
Efficient Simulation ◽  
Ets Family ◽  
Bounded Complexity ◽  
Simulation Scheme ◽  
Uniformly Bounded

We develop a new efficient simulation scheme for sampling two families of tilted stable distributions: exponential tilted stable (ETS) and gamma tilted stable (GTS) distributions. Our scheme is based on two-dimensional single rejection. For the ETS family, its complexity is uniformly bounded over all ranges of parameters. This new algorithm outperforms all existing schemes. In particular, it is more efficient than the well-known double rejection scheme, which is the only algorithm with uniformly bounded complexity that we can find in the current literature. Beside the ETS family, our scheme is also flexible to be further extended for generating the GTS family, which cannot easily be done by extending the double rejection scheme. Our algorithms are straightforward to implement, and numerical experiments and tests are conducted to demonstrate the accuracy and efficiency.

Computational models of filtration gas combustion

2017 ◽  
Vol 32 (2) ◽  
Author(s):  
Yuri M. Laevsky ◽  
Tatyana A. Nosova
Keyword(s):  
Heat Flow ◽  
Numerical Experiments ◽  
Computational Models ◽  
Two Dimensional ◽  
Multidimensional Model ◽  
Gas Combustion ◽  
Total Enthalpy ◽  
Diffusive Flow ◽  
Temperature Heat ◽  
The One

AbstractA multidimensional model of filtration gas combustion is presented. The model is based on the system of conservation laws of ‘temperature – heat flow’, ‘mass–diffusive flow’ types with introducing the concept of total enthalpy flow. Results of numerical experiments are presented for the one- and two-dimensional problems for different conditions and parameters.

scholarly journals Pedestrian Walking Behavior Revealed through a Random Walk Model

2012 ◽  
Vol 2012 ◽  
pp. 1-13
Author(s):  
Hui Xiong ◽  
Liya Yao ◽  
Huachun Tan ◽  
Wuhong Wang
Keyword(s):  
Numerical Experiments ◽  
Flow Simulation ◽  
Two Dimensional ◽  
Pedestrian Flow ◽  
Alternating Direction Implicit Method ◽  
Walking Behavior ◽  
Alternating Direction Implicit ◽  
Alternating Direction ◽  
Continuous Time Random Walks ◽  
High Order Compact Scheme

This paper applies method of continuous-time random walks for pedestrian flow simulation. In the model, pedestrians can walk forward or backward and turn left or right if there is no block. Velocities of pedestrian flow moving forward or diffusing are dominated by coefficients. The waiting time preceding each jump is assumed to follow an exponential distribution. To solve the model, a second-order two-dimensional partial differential equation, a high-order compact scheme with the alternating direction implicit method, is employed. In the numerical experiments, the walking domain of the first one is two-dimensional with two entrances and one exit, and that of the second one is two-dimensional with one entrance and one exit. The flows in both scenarios are one way. Numerical results show that the model can be used for pedestrian flow simulation.

Методика практического восстановления параметров формы поверхностных двухмерных дефектов с учетом нелинейных свойств ферромагнетика

2021 ◽  
pp. 46-55
Author(s):  
А.В. Никитин ◽  
А.В. Михайлов ◽  
А.С. Петров ◽  
С.Э. Попов
Keyword(s):  
Magnetic Field ◽  
Free Surface ◽  
Numerical Experiments ◽  
Input Data ◽  
Metal Plate ◽  
Two Dimensional ◽  
Nonlinear Properties ◽  
Data Errors ◽  
The Magnetic Field

A technique for determining the depth and opening of a surface two-dimensional defect in a ferromagnet is presented, that is resistant to input data errors. Defects and magnetic transducers are located on opposite sides of the metal plate. The nonlinear properties of the ferromagnet are taken into account. The components of the magnetic field in the metal were reconstructed from the measured components of the magnetic field above the defect-free surface of the metal. As a result of numerical experiments, the limits of applicability of the method were obtained. The results of the technique have been verified experimentally.

scholarly journals Some numerical experiments on firn ventilation with heat transfer

1993 ◽  
Vol 18 ◽  
pp. 161-165 ◽  
Author(s):  
M.R. Albert
Keyword(s):  
Heat Transfer ◽  
Surface Pressure ◽  
Thermal Effects ◽  
Numerical Experiments ◽  
Temperature Gradients ◽  
Pressure Amplitude ◽  
Two Dimensional ◽  
One Dimensional ◽  
Thermal Signature ◽  
Spatially Varying

Preliminary estimates of the thermal signature of ventilation in polar firn are obtained from two-dimensional numerical calculations. The simulations show that spatially varying surface pressure can induce airflow velocities of 10−5m s−1at 1.5 m depth in uniform firn, and higher velocities closer to the surface. The two-dimensional heat-transfer results generally agree with our earlier one-dimensional conclusions that the thermal effects of ventilation tend to decrease the temperature gradient in the top portions of the pack. Field observations of ventilation through temperature measurements are most likely to be observed when the firn temperature at depths on the order of 10 m is close to the air temperature, since steep temperature gradients can mask the thermal effects of ventilation. Preliminary indications are that, as long as surface-pressure amplitude is sufficient to move the air about in the top tens of centimeters in the snow, the resulting temperature profile during ventilation is fairly insensitive to the frequency of the surface-pressure forcing for pressure frequencies in the range 0.1–10.0 Hz.

scholarly journals The Landau-Zener Transition and the Surface Hopping Method for the 2D Dirac Equation for Graphene

2017 ◽  
Vol 21 (2) ◽  
pp. 313-357 ◽  
Author(s):  
Ali Faraj ◽  
Shi Jin
Keyword(s):  
Dirac Equation ◽  
Electrostatic Potential ◽  
Numerical Experiments ◽  
Transition Probabilities ◽  
Energy Levels ◽  
Two Dimensional ◽  
Lagrangian Surface ◽  
Surface Hopping ◽  
Asymptotic Models ◽  
Semiclassical Regime

AbstractA Lagrangian surface hopping algorithm is implemented to study the two dimensional massless Dirac equation for Graphene with an electrostatic potential, in the semiclassical regime. In this problem, the crossing of the energy levels of the system at Dirac points requires a particular treatment in the algorithm in order to describe the quantum transition—characterized by the Landau-Zener probability— between different energy levels. We first derive the Landau-Zener probability for the underlying problem, then incorporate it into the surface hopping algorithm. We also show that different asymptotic models for this problem derived in [O. Morandi, F. Schurrer, J. Phys. A:Math. Theor. 44 (2011) 265301]may give different transition probabilities. We conduct numerical experiments to compare the solutions to the Dirac equation, the surface hopping algorithm, and the asymptotic models of [O. Morandi, F. Schurrer, J. Phys. A: Math. Theor. 44 (2011) 265301].

A systematic and efficient simulation scheme for the Greeks of financial derivatives

2019 ◽  
Vol 19 (7) ◽  
pp. 1199-1219
Author(s):  
Yuh-Dauh Lyuu ◽  
Huei-Wen Teng ◽  
Yao-Te Tseng ◽  
Sheng-Xiang Wang
Keyword(s):  
Financial Derivatives ◽  
Efficient Simulation ◽  
Simulation Scheme

Natural Convection With Non-Newtonian Shear-Thinning Power Law Fluids in Inclined Two Dimensional Rectangular Cavities

2009 ◽  
Author(s):  
Lyes Khezzar ◽  
Dennis Siginer
Keyword(s):  
Natural Convection ◽  
Numerical Experiments ◽  
Newtonian Fluids ◽  
Flow Mode ◽  
Mode Transition ◽  
Two Dimensional ◽  
Power Law Fluids ◽  
Side Walls ◽  
Differential Scheme ◽  
Boussinesq Fluid

Steady two-dimensional natural convection in rectangular cavities has been investigated numerically. The conservation equations of mass, momentum and energy under the assumption of a Newtonian Boussinesq fluid have been solved using the finite volume technique embedded in the Fluent code for a Newtonian (water) and three non Newtonian carbopol fluids. The highly accurate Quick differential scheme was used for discretization. The computations were performed for one Rayleigh number, based on cavity height, of 105 and a Prandtl number of 10 and 700, 6,000 and 1.2×104 for the Newtonian and the three non-Newtonian fluids respectively. In all of the numerical experiments, the channel is heated from below and cooled from the top with insulated side-walls and the inclination angle is varied. The simulations have been carried out for one aspect ratio of 6. Comparison between the Newtonian and the non-Newtonian cases is conducted based on the behaviour of the average Nusselt number with angle of inclination. Both Newtonian and non-Newtonian fluids exhibit similar behavior with a sudden drop around an angle of 50° associated with flow mode transition from multi-cell to single-cell mode.

Sign in / Sign up

Export Citation Format

Share Document