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Wyszukujesz frazę "Monte Carlo Simulation" wg kryterium: Temat


Tytuł:
Ising Model Phase Transition Calculation for Ferro-Paramagnetic Lattice
Autorzy:
Khudier, D. K.
Fawaz, N. I.
Tematy:
Monte Carlo simulation
magnetic
Ferromagnetic materials
Pokaż więcej
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Powiązania:
https://bibliotekanauki.pl/articles/412615.pdf  Link otwiera się w nowym oknie
Opis:
The position of the phase transition in the two dimensional Ising model were determined by using Monte Carlo simulation in a quadratic for area of variable length with external magnetic field switched off (B = 0). The magnetization per site , magnetic susceptibility of a ferromagnetic and paramagnetic materials were calculated as a function of temperature for , spin lattice interactions. Nearest neighbor interaction is assumed (i.e. each spin has 4 neighbors); uses periodic boundary conditions. The Curie temperature is determined by measuring the magnetic susceptibility at which the ferromagnetic and paramagnetic undergoes a phase change from order to disorder. There is thus a phase transition defined by the Curie temperature. The Monte Carlo method were used to check these results and to confirm the phase transition. The data are analyzed using the Curie-Weiss law which contains the Curie temperature as a parameter.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Raport Badawczy = Research Report ; RB/32/2009
Simulating failure-repair process and evaluating reliability parameters for single-source multiple-sink commodity transportation network with stochastically components
Autorzy:
Malinowski, Jacek
Wydawca:
Instytut Badań Systemowych. Polska Akademia Nauk
Systems Research Institute. Polish Academy of Sciences
Powiązania:
Raport Badawczy = Research Report
Opis:
29 stron ; 21 cm
Bibliography p. 29
Bibliografia s. 29
In this paper a commodity transfer system composed of nodes and links arranged in a tree structure is considered. Its task is to transfer a commodity (electric power, radio signal, electronic data, water, gas, etc.) from the source (root) node to all destination (leaf) nodes.
29 pages ; 21 cm
Dostawca treści:
RCIN - Repozytorium Cyfrowe Instytutów Naukowych
Książka
Artykuł
Tytuł:
Monte Carlo valuation of the option to expand with application in multi-storey car parking
Autorzy:
Pawlak, Marcin
Tematy:
Real Options
Monte Carlo Simulation
project valuation
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Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Powiązania:
https://bibliotekanauki.pl/articles/582687.pdf  Link otwiera się w nowym oknie
Opis:
The aim of this paper is to present the application of Double Monte Carlo Simulation (2MC) in the valuation of investments containing the growth option. Paper presents a procedure for constructing a valuation model along with methods of identifying input and key-decision variables. Presented methodology is applied to valuation of expansion option in a multi-storey car park at Bluewater mall. Paper finishes with an interpretation of the valuation results and is summarized with conclusions on used methodology.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Several sets of assumptions for the Monte Carlo simulation for a more precise analysis of enterprise risk
Autorzy:
Kaczmarzyk, Jan
Tematy:
corporate finance
risk analysis
Monte Carlo simulation
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Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Powiązania:
https://bibliotekanauki.pl/articles/425026.pdf  Link otwiera się w nowym oknie
Opis:
The traditional methods of risk quantification include a sensitivity analysis, a scenario analysis and a historical simulation. The true nature of risk factors changes is ignored in the traditional ‘ceteris paribus’ approach to a sensitivity analysis, hence it can be reflected in a scenario analysis and a historical simulation. The most significant disadvantage of a scenario analysis is the limited number of scenarios, whereas a historical simulation depends on historical data availability and adequacy. The Monte Carlo simulation is a clear answer to the limitations of traditional methods. The changes of risk factors reflected in the Monte Carlo simulation are simultaneous, non-linear and interdependent. The most important aspect of this method is the stage of taking up the assumptions. The purpose of the paper is to indicate that considering several reasonable sets of assumptions for the Monte Carlo simulation simultaneously can bring even more comprehensive information about enterprise risk.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Model of spatial dependence of the transport coefficient of photons scattered in a tissue
Autorzy:
Kosobutskyy, P.
Kovalchuk, A.
Tematy:
Monte Carlo simulation
turbid medium
transport photon
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Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Powiązania:
https://bibliotekanauki.pl/articles/173558.pdf  Link otwiera się w nowym oknie
Opis:
The paper presents the modeling of scattering of light photons in turbid medium, in which the relative change in light intensity by an elementary plane-parallel layer is proportional to the superposition of spatially homogeneous and spatially inhomogeneous summands. Taking into account the light intensity attenuation by a plane-parallel layer of the spatial nonlinearity transport coefficient of photons, the interaction with the scattering centers in the integral law does not significantly affect the anisotropy scattering regularity and statistical regularities, in which the transport coefficient is spatially inhomogeneous.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An efficient Monte Carlo Potts method for the grain growth simulation of single-phase systems
Autorzy:
Maazi, Noureddine
Lezzar, Balahouane
Tematy:
alloys
crystal growth
Monte Carlo simulation
microstructure
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Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Powiązania:
https://bibliotekanauki.pl/articles/29520251.pdf  Link otwiera się w nowym oknie
Opis:
The choice of the lattice sites to be reoriented in the Monte Carlo Potts algorithm for grain growth simulation is repeated in a non-homogeneous way. Therefore, some grains are favorably growing than others. This fact may seriously affect the simulation results. So a modified MC method is presented. Lattice sites are selected for reorientation one by one following their positions in the matrix in each Monte Carlo step (mcs). This approach ensures that the various selections of one lattice site within every mcs are eliminated, and no favorable growth of grains at the expense of others. The calculation time considerably decreases. The effect of real-time and physical temperature on the grain growth kinetics is discussed.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of selected tests for univariate normality based on measures of moments
Autorzy:
Domański, Czesław
Szczepocki, Piotr
Tematy:
normality tests
Monte Carlo simulation
power of test
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Wydawca:
Główny Urząd Statystyczny
Powiązania:
https://bibliotekanauki.pl/articles/1059001.pdf  Link otwiera się w nowym oknie
Opis:
Univariate normality tests are typically classified into tests based on empirical distribution, moments, regression and correlation, and other. In this paper, power comparisons of nine normality tests based on measures of moments via the Monte Carlo simulations is extensively examined. The effects on power of the sample size, significance level, and on a number of alternative distributions are investigated. None of the considered tests proved uniformly most powerful for all types of alternative distributions. However, the most powerful tests for different shape departures from normality (symmetric short-tailed, symmetric long-tailed or asymmetric) are indicated.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
O porównywaniu dwóch populacji wielowymiarowych z wykorzystaniem objętości elipsoid ufności
On the Comparison of Two Multidimensional Populations Using the Confidence Ellipsoid Volumes
Autorzy:
Stelmach, Jacek
Kończak, Grzegorz
Tematy:
Statystyka
Symulacja Monte Carlo
Testy statystyczne
Monte Carlo simulation
Statistics
Statistical tests
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Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Powiązania:
https://bibliotekanauki.pl/articles/593348.pdf  Link otwiera się w nowym oknie
Opis:
A comparison of two populations seems to be interesting and very common statistical problem. The most often way is to verify the hypothesis concerned the equality of certain, characteristic parameter i.e. mean, standard deviation or fraction with parametric or non-parametric tests. The authors propose to compare the distribution of two populations - comparing the confidence ellipsoid volumes. Since their distribution is unknown - permutation tests were applied. A Monte-Carlo simulation let to compare power of these tests with T2 Hotelling tests. Proposed methods can be used, when the assumptions for parametric tests couldn't be verified.
Dostawca treści:
Biblioteka Nauki
Artykuł

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