mcnp and the monte carlo method

... general idea of the method The Monte Carlo method is a numerical method of solving mathematical problems by the simulation of random variables T h e Origin of the Monte Carlo Method The generally ... often the only numerical method useful in solving the problem Two Distinctive Features of the Monte Carlo Method One advantageous feature of the Monte Carlo method is the simple structure of the ... birth date of the Monte Carlo method is 1949, when an article entitled 'The Monte Carlo method" by Metropolis and Ulaml ap- peared The American mathematicians John von Neu- mann and Stanislav

Ngày tải lên: 01/02/2018, 15:58

... relative loss and the averageVaR The first one measures the cover efficiency, the second the cover in theworst scenario and the third the cover cost The paper conclusion is that thebetter models ... this introduction and conclusion the paper have three more sections Thesecond one review the literature about VaR and the third discuss the methods.The fourth section show the research results ... Heildelberger and Sha-habuddin (2000); Taylor (2005) among others The works above disscus theVaR of several ways, like the CAViaR of Manganelli and Engle (2001) and theVQR backtesting of Gaglione, Lima and

Ngày tải lên: 26/03/2020, 04:15

... 2014) Furthermore, to the authors’ knowledge, little work has been reported in the literature on optimization through integration of ANN models and the Monte Carlo method Hence in this paper the near ... Chakraborty, 2011) There are numerous methods and algorithms Trang 8can be difficult to use for engineers who are not experts in optimization theory and artificial intelligence The Monte Carlo method is ... procedure The first step in the optimization procedure is the generation of random numbers r i,j uniformly distributed in the range [0,1] using the function rand To satisfy the limitations of the laser

Ngày tải lên: 14/05/2020, 22:08

... 2.3 and then deduce Theorem 2.2 from it If, in addition, the k-tuples (A1, , Ak) and (B1, , Bk) are commuting, then we have the following result, which follows immediately from Theorem 1.1, Theorem ... convenience of the reader, we restate the main results of [7] as the following theorem Theorem 1.1 Let (A1, , Ak) and (B1, , Bk) be commuting k-tuples of m × m and n× n matrices, respectively The following ... SYLVESTER EQUATIONS AND THE PARLETT’S METHOD SANG-GU LEE AND QUOC-PHONG VU ∗ Abstract For given k-tuples of commuting matrices (A 1 , , A k ) and (B 1 , , B k ) of dimensions m × m and n × n, respectively,

Ngày tải lên: 16/10/2015, 09:33

... solution for the benchmark at the steady-state conditions based on the modern MCNP6 Monte Carlo code [5] and the ENDF/B-VII.1 evaluated nuclear data library [6] Therefore, in this study, the steady-state ... 6%, and 175 pcm, respectively, with the available benchmark data The discrepancies between the MCNP6 results and the benchmark data were also discussed Consequently, the results obtained with MCNP6 ... of the OECD/NEA and U.S NRC PWR MOX/UO2 Core Transient Benchmark were performed using the modern MCNP6 code and the up-to-date ENDF/B-VII.1 library The goal of the study was to verify an MCNP6

Ngày tải lên: 29/05/2022, 02:43

... wavefunction [1,2] Theactual Monte Carlo methodology used for this is almost identical to the usual classicalMonte Carlo methods, particularly those of statistical mechanics Nevertheless, quantumbehavior ... withsparse matrix techniques for the wavefunction computation) The term “variational” Monte Carlo derives from the use of this type of Monte Carlo in conjunction with the variational principle; this ... parametrically The bestfunction in the family is selected by solving the problem In most standard ab initio approaches, the parameters to minimize are the linear coefficients of the expansion of the wavefunction

Ngày tải lên: 19/10/2022, 00:15

... Caterpillars CHAPTER VI Monte Carlo—In the Concert-room—The Gambling saloons—The Tables—The moth and the candle—The true story of Monte Carlo—An International grievance and disgrace 72 CHAPTER VIII ... form the staple of the weather about the festive time of Christmas and the opening of the new year, for the bright clear skies and sunny days of the south of France and Italy, is so pleasant, and ... 1FAIR ITALY THE RIVIERA AND MONTE CARLO FAIR ITALY THE RIVIERA AND MONTE CARLO COMPRISING A TOUR THROUGH NORTH AND SOUTH ITALY AND SICILY WITH A SHORT ACCOUNT OF MALTA 1884 Trang 2(The rights

Ngày tải lên: 15/03/2014, 12:20

... acknowledgement of the work of others and have made reference to work carried out in collaboration with other persons 3) the thesis is the correct version of the thesis for submission and is the same ... “more efficient and provides good approximations method-of the SCR” This article does warn, however, method-of the significance method-of the choice method-of theregression model on the success of ... compared to the estimate using the standard MC estimator? Well, thevariance of the antithetic estimator is given by where Cov(A, B), denotes the covariance of the random variables A and B Now,

Ngày tải lên: 01/01/2017, 08:57

... in the test data set, the lig-and was extracted from the native complex lig-and re-docked into the binding pocket The Lrmsd value was calculated between the predicted positions C α of the ligand ... ligand and the ligand C α in the experimental crystal structure, and Lrmsd≤2Å was used as the criterion for success Using the classic MC sampling method, the protein included backbone translation and ... using the four sampling methods (see the dock-ing results obtained usdock-ing the REMC, MO-REMC, and HMO-REMC sampling methods in the figure) The aim of REMC sampling methods is to increase the

Ngày tải lên: 25/11/2020, 17:04

... will create the whole picture about the ideas and help the users easy to follow and link them to each other to figure out the potential relationship between cost accounting methods and managerial ... absorption costing method, they can show the internal financial statements using the variable or ABC costing method By this way, they can show the investors how they run a business, whether the performance ... variable method and ABC costing methods and how could these methods can help them improve their performance in the eyes of Board of directors as well as investors 2.2.4.1 SWOTs analysis and why managers

Ngày tải lên: 13/03/2014, 14:20

... value, j fit and meanP value, j fit , and the minimal values for AICj and BICj across the datasets for each distribution type The bold and the italic values are the best one and the worst one ... compared to the GUM approach 5 Monte Carlo simulation applied to metrology The Monte Carlo methodology as presented by the GUM Supplement 1 involves the propa‐gation of the distributions of the input ... statistical hypothesis test, where the null hypothesis H0 is that the theoretical distribution CDF j(x, p→ i1 j) and CDF j(x, p→ i2 j) fitted to the datasets χ i1 and χ i2 are identical, and the alternative

Ngày tải lên: 16/03/2014, 12:20

... techniques in Monte Carlo simulation, such as antithetic and common random numbers, control random variables, conditional Monte Carlo, stratified sampling, and importance sampling The last is the most ... enabling the flow of information and understanding necessary to meet their needs and fulfill their aspirations Today, bold new technologies are changing the way we live and learn Wiley will be there, ... analysis and optimization of both static and dynamic models We introduce the celebrated score function method for sensitivity analysis, and two alternative methods for Monte Carlo optimization, the...

Ngày tải lên: 27/06/2014, 08:20

... generate X from the cdf Gi 2.3.4 Acceptance-Rejection Method The inverse-transform and composition methods are direct methods in the sense that they deal directly with the cdf of the random variable ... from the pdf (2.20) and then assign to X a random sign The validity of this procedure follows from the symmetry of the standard normal distribution about zero 60 RANDOM NUMBER RANDOM VARIABLE, AND ... one-dimensional random variables from a prescribed distribution We consider the inverse-transform method, the alias method, the composition method, and the acceptance-rejection method 2.3.1 Inverse-Transform...

Ngày tải lên: 12/08/2014, 07:22

... approximation to the real system and incorporate most of the important aspects of the real system On the other hand, the model must not be so complex as to preclude its understanding and manipulation There ... namely, the simulation clock and the event list Finally, in Section 3.3 we further explain the ideas behind discrete-event simulation via a number of worked examples Simulation and the Monte Carlo Method, ... Programming, and Analysis SpringerVerlag, New York, 2001 J M Hammersley and D C Handscomb Monte Carlo Methods John Wiley & Sons, New York, 1964 M H Kalos and P A Whitlock Monte Carlo Methods, Volume...

Ngày tải lên: 12/08/2014, 07:22

... Sample paths for the two inventory processes Let D , and A, be the size of the i-th demand and the length of the i-th interdemand time, respectively We assume that both { D,} and { A , } are iid ... of the standard deviation of H , that is, the square root of ’ (4.29) In the percentile method, the upper and lower bounds of the (1- a ) 100%confidence interval fore are given by the - a / and ... further reduce the variance 5.5 STRATIFIED SAMPLING Stratified sampling is closely related to both the composition method of Section 2.3.3 and the conditional Monte Carlo method discussed in the...

Ngày tải lên: 12/08/2014, 07:22

... multiplying and dividing the integrand by f(x;w) We now replace the expected value in (5.57)by its sample (stochastic) counterpart and then take the optimal solution of the associated Monte Carlo program ... on a and H ( X ) is ignored In the special case of equal weights ( p , = l / m and N, = N / m ) , the estimator (5.34) reduces to (5.38) and the method is known as the systematic sampling method ... represents the original values u, and the reference values vi obtained by using (5.65) The numbers 1-32 correspond to the generators and the numbers 33-70 correspond to the lines Note that the data...

Ngày tải lên: 12/08/2014, 07:22

... adaptively, as with the CE and TLR methods THE HIT -AND- RUN SAMPLER 173 6.3 THE HIT -AND- RUN SAMPLER The hit -and- run sampler, pioneered by Robert Smith [24], is among the first MCMC samplers in the category ... independent nearest neighbor random walks in 9thatstart at X t andend when they step out o f One random walk is called the forward walk and the other is called the backward walk The bidirectional walk ... sense, the C E and VM methods are similar, because the C E method minimizes the Kullback-Leibler distance between g* and g 5.16 Repeat Problem 5.2 using importance sampling, where the lengths of the...

Ngày tải lên: 12/08/2014, 07:22

... Hessians, etc.) of the response function ! u) ( with respect to parameter vector u, and it is based on the score function and the Fisher inforSimulation and the Monte Carlo Method, Second Edition ... iterations Plot the histograms of j ( p x) and f ( 2I x) and find the sample means of these posteriors Compare them with the classical estimates d) Show that the true posterior pdf of p given the data ... SENSITIVITY ANALYSIS AND MONTE CARL0 OPTIMIZATION and then solve the latter by standard mathematical programming techniques The resultant optimal solution provides an estimator of the corresponding...

Ngày tải lên: 12/08/2014, 07:22

... of the CE method to several such problems, such as the max-cut problem and the TSP, and provide supportive numerical results on the performance of the algorithm Simulation and the Monte Carlo Method ... in 1990 and independently in 1989 by Reiman and Weiss [ 121, who called it the likelihoodratio method Since then, both the IPA and S F methods have evolved over the past decade or so and have ... solve the optimization problem (PN)by standard methods of mathematical programming The resultant optimal function value and the optimal decision vector of the program (PN)provide estimators of the...

Ngày tải lên: 12/08/2014, 07:22