scholarly journals Stochastic Methods in Risk Analysis

2017 ◽  
Vol 12 (1) ◽  
pp. 61-67 ◽  
Author(s):  
Vladimíra Osadská
Keyword(s):  
Monte Carlo ◽  
Risk Analysis ◽  
Analytical Methods ◽  
State Of The Art ◽  
Practical Experience ◽  
Monte Carlo Sampling ◽  
Stochastic Methods ◽  
Analysis Methods ◽  
The Impact

Abstract In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.

scholarly journals 3-D TCAD Monte Carlo Device Simulator: State-of-the-art FinFET Simulation

2021 ◽  
Vol 16 (2) ◽  
pp. 1-11
Author(s):  
Gabriela Firpo Furtado ◽  
Vinícius Valduga de Almeida Camargo ◽  
Dragica Vasileska ◽  
Gilson Inácio Wirth
Keyword(s):  
Monte Carlo ◽  
Phonon Scattering ◽  
State Of The Art ◽  
Real Space ◽  
Material System ◽  
Comprehensive Description ◽  
Pure Silicon ◽  
Ion Interactions ◽  
The Impact ◽  
Gate Work Function

This work presents a comprehensive description of an in-house 3D Monte Carlo device simulator for physical mod-eling of FinFETs. The simulator was developed to consider var-iability effects properly and to be able to study deeply scaled devices operating in the ballistic and quasi-ballistic regimes. The impact of random dopants and trapped charges in the die-lectric is considered by treating electron-electron and electron-ion interactions in real-space. Metal gate granularity is in-cluded through the gate work function variation. The capability to evaluate these effects in nanometer 3D devices makes the pre-sented simulator unique, thus advancing the state-of-the-art. The phonon scattering mechanisms, used to model the transport of electrons in pure silicon material system, were validated by comparing simulated drift velocities with available experi-mental data. The proper behavior of the device simulator is dis-played in a series of studies of the electric potential in the device, the electron density, the carrier's energy and velocity, and the Id-Vg and Id-Vd curves.

scholarly journals Jet angularities in Z+jet production at the LHC

2021 ◽  
Vol 2021 (7) ◽  
Author(s):  
Simone Caletti ◽  
Oleh Fedkevych ◽  
Simone Marzani ◽  
Daniel Reichelt ◽  
Steffen Schumann ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Transverse Momentum ◽  
Parton Shower ◽  
Phenomenological Study ◽  
State Of The Art ◽  
Leading Order ◽  
Associate Production ◽  
Fixed Order ◽  
The Impact ◽  
Logarithmic Accuracy

Abstract We present a phenomenological study of angularities measured on the highest transverse-momentum jet in LHC events that feature the associate production of a Z boson and one or more jets. In particular, we study angularity distributions that are measured on jets with and without the SoftDrop grooming procedure. We begin our analysis exploiting state-of-the-art Monte Carlo parton shower simulations and we quantitatively assess the impact of next-to-leading order (NLO) matching and merging procedures. We then move to analytic resummation and arrive at an all-order expression that features the resummation of large logarithms at next-to-leading logarithmic accuracy (NLL) and is matched to the exact NLO result. Our predictions include the effect of soft emissions at large angles, treated as a power expansion in the jet radius, and non-global logarithms. Furthermore, matching to fixed-order is performed in such a way to ensure what is usually referred to as NLL′ accuracy. Our results account for realistic experimental cuts and can be easily compared to upcoming measurements of jet angularities from the LHC collaborations.

scholarly journals Stage level, volume, and time-frequency information content of Lake Tana using stochastic and wavelet analysis methods

2010 ◽  
Vol 7 (4) ◽  
pp. 5525-5546
Author(s):  
Y. Chebud ◽  
A. Melesse
Keyword(s):  
Monte Carlo ◽  
Wavelet Analysis ◽  
Information Content ◽  
Lake Level ◽  
Stochastic Simulations ◽  
Stochastic Methods ◽  
Multiple Time Scales ◽  
Lake Tana ◽  
Time Frequency ◽  
Analysis Methods

Abstract. Lake Tana is the largest fresh water body situated in the north western highlands of Ethiopia. It serves for local transport, electric power generation, fishing, ecological restoration, recreational purposes, and dry season irrigation supply. Evidence show, the lake has dried at least once at about 15 000–17 000 BP (before present) due to a combination of high evaporation and low precipitation events. Past attempts to observe historical fluctuation of Lake Tana based on simplistic water balance approach of inflow, out-flow and storage have failed to capture well known events of drawdown and rise of the lake that have happened in the last 44 years. This study is aimed at simulating the lake level, specifically extreme events of the lake variation using stochastic approaches. Fourty-four years of daily, monthly and mean annual lake level data has showed a Gaussian variation with goodness of fit at 0.01 significant levels of the Konglomorov-Simrnov test. Three stochastic methods were employed, namely perturbations approach, Monte-Carlo methods and wavelet analysis, and the results were compared with the stage level measurements. The stochastic simulations predicted the lake stage level of the 1972, 1984 and 2002/2003 historical droughts 99% of the time. The information content (frequency) of fluctuation of Lake Tana for various periods was resolved using Wigner's Time-Frequency Decomposition method. The wavelet analysis agreed with the perturbations and Monte Carlo simulations resolving the time (1970s, 1980s and 2000s) in which low frequency and high spectral power fluctuation has occurred. In summary, the Monte-Carlo and perturbations methods have shown their superiority for risk analysis over deterministic methods while wavelet analysis has met reconstructing stage level historical record at multiple time scales. A further study is recommended on dynamic forecasting of the Lake Tana stage level using a combined approach of the perturbation and wavelet analysis methods.

Designing Risk Qualitative Assessment on Fiber Optic Instalation Project in Indonesia

2018 ◽  
Vol 2 (01) ◽  
Author(s):  
Devi Pratami
Keyword(s):  
Risk Assessment ◽  
Risk Analysis ◽  
Fiber Optic ◽  
Qualitative Assessment ◽  
Quality And Safety ◽  
Project Implementation ◽  
Cost Impact ◽  
Implementation Assessment ◽  
The Impact ◽  
Impact Cost

A project always has risks that can lead to project failure. In the project, a risk analysis is required to provide an evaluation for the project to proceed as planned. In the event of inadequate planning and ineffective control, it will result in irregularities identified as a risk to the project. This study aims to analyze the qualitative risk on Fiber Optic Installaion project in Sukabumi, West Java, Indonesia. In addition, risk assessment is undertaken on project implementation. Assessment of risk using the impact and probability to measure the impact of risk occurrence. The impacts are more detailed by classified by time impact, cost impact, quality impact, safety and security impact, proximity. The result is there are 36 risk that may occur and mostly risks are associaated by quality and safety&security impact.

Overseas Development Administration. A Guide to Social Analysis for Projects in Developing Countries. London: HMSO. 1995. viii+248 pages. Hardbound. £18.95.

1996 ◽  
Vol 35 (2) ◽  
pp. 189-190
Author(s):  
Mir Annice Mahmood
Keyword(s):  
Developing Countries ◽  
Social Change ◽  
Practical Experience ◽  
Development Projects ◽  
Social Analysis ◽  
Economic Perspective ◽  
Human Environment ◽  
The Past ◽  
The Impact ◽  
Overseas Development

This book, hereinafter referred to as the Guide, has been developed for those social analysts (e.g., anthropologists, sociologists, and human geographers) who have had little or no practical experience in applying their knowledge as development practitioners. In the past, development projects would be analysed from a narrow financial and economic perspective. But with the evolution of thinking on development, this narrow financial and economic aspect has now been broadened to include the impact on society as the very meaning of development has now come to symbolise social change. Thus, development is not restricted only to plans and figures; the human environment in its entirety is now considered for analysis while designing and implementing development projects.

Nappes d'huile: prediction de leurs deplacements comme agent efficace d'un plan de mesure d'urgence

1979 ◽  
Vol 14 (1) ◽  
pp. 89-109
Author(s):  
B. Coupal ◽  
M. de Broissia
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Finite Elements ◽  
Mass Balance ◽  
Stochastic Method ◽  
Stochastic Methods ◽  
Deterministic Approach ◽  
First Order ◽  
The Third ◽  
Comme Agent

Abstract The movement of oil slicks on open waters has been predicted, using both deterministic and stochastic methods. The first method, named slick rose, consists in locating an area specifying the position of the slick during the first hours after the spill. The second method combines a deterministic approach for the simulation of current parameters to a stochastic method simulating the wind parameters. A Markov chain of the first order followed by a Monte Carlo approach enables the simulation of both phenomena. The third method presented in this paper describes a mass balance on the spilt oil, solved by the method of finite elements. The three methods are complementary to each other and constitute an important point for a contingency plan.

Sign in / Sign up

Export Citation Format

Share Document