scholarly journals A Estimation Methods of Lower Weight Bound on Neutron Deep Penetration Problem with Monte Carlo Method

2005 ◽  
Vol 4 (2) ◽  
pp. 172-176
Author(s):  
Kiyoshi SAKURAI ◽  
Toshihiro YAMAMOTO
Author(s):  
Leysen Yunusova

Currently, the market of financial instruments is quite developed. Traditional financial instruments prevail on the Russian market, while derivatives of these financial instruments (options, futures, forwards, bills, etc.) are faintly developed. The reason for this situation is that few participants in the financial market can correctly evaluate financial products. Scientific researchers and large companies use different methods of estimating the value of financial instruments in making strategic investment decisions, since incorrect calculations can be irreparable. Therefore, it is important to apply the appropriate pricing methodology to various derivative financial instruments. The topic of derivative financial instruments in terms of scientific and theoretical aspects has been worked out in sufficient volume, but as for the pricing of these instruments, there are some gaps. There is still no method for pricing derivatives that would allow you to accurately assess the value of financial instruments for subsequent effective investment decisions. In this article considers the methodology of pricing of derivative financial instruments using the Black-Scholes model and the Monte Carlo method. The presented estimation methods allow us to calculate the range of price values that allows us to provide the most accurate expected results.


Author(s):  
Han Jingru ◽  
Liu Qiaofeng ◽  
Chen Haiying ◽  
Zhang Chunming

The cavity streaming is the neutron beam from the reactor core through the tunnel, which is between the external surface of the pressure vessel and the shield inner surface. Reactor cavity streaming calculation is a typical deep penetration problem with complex geometry. The accurate calculation of neutron radiation streaming is a key problem to the reactor shielding calculation, for which the Monte Carlo method and the discrete ordinate method are two popular methods. The speed of discrete ordinate method calculation is fast, but it is hard to describe the complex pile of cavity; the Monte Carlo method can accurately describe the complex geometry, it has a high calculation precision, but with a low direct simulation efficiency. Based on a pressurized water reactor nuclear power plant, this paper presents a detailed model realized by Monte Carlo code, with continuous energy points cross section libraries. The neutron flux density distribution of PWR reactor cavity streaming can directly be calculated by a three-dimensional simulation. For such an actual deep penetration problem, a variety of variance reduction techniques are studied, an effective variance reduction technique is used to obtain results with small statistic errors for a Monte Carlo simulation, which effectively solves the problem of large-scale deep penetrating convergence difficulty, the cavity radiation streaming calculation and analysis are completed. The result shows that the Monte Carlo method can be used as a powerful tool to solve the problem of cavity streaming leakage.


2018 ◽  
Vol 38 ◽  
pp. 04013
Author(s):  
Jingfang Shen ◽  
Yuqi Gong ◽  
Hang Meng ◽  
Jiajun Yang

The analysis of rough surface morphology plays an important role in the functional characteristics of the contact surface of mechanical parts. Fractal geometry method is more accurate and sensitive than classical statistics model. For fractal representation of rough surface, it is necessary to determine the proper fractal dimension calculation method. In this research, the effect of power spectral density method is studied based on Monte-Carlo method. The fractal dimensions are calculated, the theoretical and the calculated values are compared with paired samples. And the results are compared by non-parametric test. The result shows that power spectral density method has good characterization effect on fractal simulation contour curve. In addition, the precision of fractal dimension of power spectral density is related to fractal dimension of contour theory. The estimation methods of classical power spectral density have different application range.


1974 ◽  
Vol 22 ◽  
pp. 307 ◽  
Author(s):  
Zdenek Sekanina

AbstractIt is suggested that the outbursts of Periodic Comet Schwassmann-Wachmann 1 are triggered by impacts of interplanetary boulders on the surface of the comet’s nucleus. The existence of a cloud of such boulders in interplanetary space was predicted by Harwit (1967). We have used the hypothesis to calculate the characteristics of the outbursts – such as their mean rate, optically important dimensions of ejected debris, expansion velocity of the ejecta, maximum diameter of the expanding cloud before it fades out, and the magnitude of the accompanying orbital impulse – and found them reasonably consistent with observations, if the solid constituent of the comet is assumed in the form of a porous matrix of lowstrength meteoric material. A Monte Carlo method was applied to simulate the distributions of impacts, their directions and impact velocities.


Author(s):  
Makoto Shiojiri ◽  
Toshiyuki Isshiki ◽  
Tetsuya Fudaba ◽  
Yoshihiro Hirota

In hexagonal Se crystal each atom is covalently bound to two others to form an endless spiral chain, and in Sb crystal each atom to three others to form an extended puckered sheet. Such chains and sheets may be regarded as one- and two- dimensional molecules, respectively. In this paper we investigate the structures in amorphous state of these elements and the crystallization.HRTEM and ED images of vacuum-deposited amorphous Se and Sb films were taken with a JEM-200CX electron microscope (Cs=1.2 mm). The structure models of amorphous films were constructed on a computer by Monte Carlo method. Generated atoms were subsequently deposited on a space of 2 nm×2 nm as they fulfiled the binding condition, to form a film 5 nm thick (Fig. 1a-1c). An improvement on a previous computer program has been made as to realize the actual film formation. Radial distribution fuction (RDF) curves, ED intensities and HRTEM images for the constructed structure models were calculated, and compared with the observed ones.


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