scholarly journals A New Algorithm for the Monte Carlo Simulation to Capture the Aggregate Structures of Fine Particles. Cluster-moving Monte Carlo Algorithm.

1991 ◽  
Vol 57 (540) ◽  
pp. 2690-2695
Author(s):  
Akira SATOH
2018 ◽  
Vol 22 (4) ◽  
pp. 597-610
Author(s):  
David Torres ◽  
Jorge Crichigno ◽  
Carmella Sanchez

A Monte Carlo algorithm is designed to predict the average time to graduate by enrolling virtual students in a degree plan. The algorithm can be used to improve graduation rates by identifying bottlenecks in a degree plan (e.g., low pass rate courses and prerequisites). Random numbers are used to determine whether students pass or fail classes by comparing them to institutional pass rates. Courses cannot be taken unless prerequisites and corequisites are satisfied. The output of the algorithm generates a relative frequency distribution which plots the number of students who graduate by semester. Pass rates of courses can be changed to determine the courses that have the greatest impact on the time to graduate. Prerequisites can also be removed to determine whether certain prerequisites significantly affect the time to graduate.


2008 ◽  
Vol 40 (1) ◽  
pp. 273-291 ◽  
Author(s):  
Bruno Casella ◽  
Gareth O. Roberts

We describe and implement a novel methodology for Monte Carlo simulation of one-dimensional killed diffusions. The proposed estimators represent an unbiased and efficient alternative to current Monte Carlo estimators based on discretization methods for the cases when the finite-dimensional distributions of the process are unknown. For barrier option pricing in finance, we design a suitable Monte Carlo algorithm both for the single barrier case and the double barrier case. Results from numerical investigations are in excellent agreement with the theoretical predictions.


1996 ◽  
Vol 07 (03) ◽  
pp. 449-456 ◽  
Author(s):  
NAOMICHI HATANO

A Monte Carlo algorithm for the random Boson Hubbard model is reported. The analytic expression of the matrix elements is presented, and the ergodicity of the Monte Carlo flips is discussed. The results in one dimension supports a previously proposed perturbational scaling argument.


2015 ◽  
Vol 123 (1) ◽  
pp. 27-33 ◽  
Author(s):  
Michela Baccini ◽  
Laura Grisotto ◽  
Dolores Catelan ◽  
Dario Consonni ◽  
Pier Alberto Bertazzi ◽  
...  

2008 ◽  
Vol 40 (01) ◽  
pp. 273-291 ◽  
Author(s):  
Bruno Casella ◽  
Gareth O. Roberts

We describe and implement a novel methodology for Monte Carlo simulation of one-dimensional killed diffusions. The proposed estimators represent an unbiased and efficient alternative to current Monte Carlo estimators based on discretization methods for the cases when the finite-dimensional distributions of the process are unknown. For barrier option pricing in finance, we design a suitable Monte Carlo algorithm both for the single barrier case and the double barrier case. Results from numerical investigations are in excellent agreement with the theoretical predictions.


Author(s):  
Dmitry Zav'yalov ◽  
Vitaliy Egunov ◽  
Vladimir Konchenkov

The vectorization of calculations in the Monte Carlo simulation algorithm of kinetic coefficients of solids under the influence of homogeneous external fields on the sample is discussed. It is shown that the vectorization of calculations related to the solution of the equations of motion of particles allows to obtain an acceleration from 10 to 30 %.


2021 ◽  
Vol 2133 (1) ◽  
pp. 012014
Author(s):  
Zijie Wang

Abstract This paper is produced after writing code for doing Monte Carlo simulations of a single type and use the model to study the self-assembly of co-polymers confined to a surface. A great interest has been aroused in the field of Monte Carlo simulation in material science since then. The Monte Carlo algorithm for single-phase normal grain growth is realized which can simulate and observe the current development of the microstructure of large grains in three dimensions. And this study will go through both two- and three-dimension Monte Carlo simulation in grain growth with a brief introduction of the methodology about this. At last, an enormous potential of the Monte Carlo simulation could be spotted in material field and the future material analysis will rely more on computational science due to the powerful computing power.


2007 ◽  
Vol 8 (3) ◽  
pp. 165-168 ◽  
Author(s):  
Alexander Suhobokov

The paper deals with Monte Carlo simulation method and its application in Risk Management. The author with the help of MATLAB 7.0 introduces new modification of Monte Carlo algorithm aimed at fast and effective calculation of financial organization's Value at Risk (VaR) by the example of Parex Bank's FOREX exposure.


Aerospace ◽  
2005 ◽  
Author(s):  
Xingxi He ◽  
Donald J. Leo

The transport of charge due to electric stimulus is the primary mechanism of actuation for a class of polymeric active materials known as ionomeric polymer transducers. Continuum-based models of ion transport have been developed for the purpose of understanding charge transport due to diffusion and migration. In this work a two dimensional ion hopping model has been built to describe ion transport in ionomeric polymer transducer (IPT) with Monte-Carlo simulation. In the simulation, cations are distributed on 50nm × 50nm × 1nm (or 50nm × 10 nm × 1nm) lattice cells of IPT while the same number of negative charges are uniformly scattered and fixed as background. In the simulation, thermally activated cations are hopping between multiwell energy structures by overcoming energy barriers around with a hopping distance of 1nm during each time step. A step voltage is applied between the electrodes of the IPT. In one single simulation step, coulomb energy, external electric potential energy and intrinsic energy of the material are calculated and added up for the energy wells around the cations. And then hopping rates in every potential hopping direction are obtained. Due to the random nature of the ion transitions, a weighting function from Monte-Carlo algorithm is added in to calculate the ion hopping time. Finally hopping time is compared, the minimum hopping time is chosen and one hopping event is completed. Both system time and ions distribution are updated before the next simulation loop. Periodic boundary conditions are applied when ions hop in the direction perpendicular to the electric field. The influence of the electrodes on both faces of IPT is presented by the method of image charges. The charge density at equilibrium state is compared with the result from a continuum-based model. The property of charge density has charge neutrality over the central part of the membrane and the charge imbalance over boundary layers close to the anode and cathode. Electric field distribution is obtained after charge distribution. After it is demonstrated that ion hopping model leads to the results qualitatively matching the property of IPT, the paper uses the model to analyze the polymer-metal interface when the electrode shape inside transducer varies.


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