Radiation Damage in Electronic Memory Devices
International Journal of Photoenergy, 2013 This paper investigates the behavior of semiconductor memories exposed to radiation in order to establish their applicability in a radiation environment.
Irfan Fetahović +2 more
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COMPUTER MODELING OF MUTUAL DIFFUSION OF TWO-COMPONENT MEDIUM
RUDN Journal of Engineering Research, 2017 The article presents the results of computer simulation of the process of mutual diffusion of two- component medium. We developed and tested an algorithm simulation of diffusion in a two coextensive medium by cellular automaton and algorithm modeling ...
Aleksandr V Nazarov
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Improved sampling techniques for the direct simulation Monte Carlo method
, 2009 The direct simulation Monte Carlo (DSMC) method is a widely used approach for flow simulations having rarefied or nonequilibrium effects. It involves heavily to sample instantaneous values from prescribed distributions using random numbers. In this note,
孙泉华, 樊菁, Boyd ID
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Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions [PDF]
, 2014 Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo
Livingstone, Samuel +5 more
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Rheology of dilute granular gases with hard-core and inverse power-law potentials [PDF]
EPJ Web of ConferencesThe kinetic theory of dilute granular gases with hard-core and inverse power-law potentials is developed. The scattering process is studied theoretically, which yields the relative speed and the impact parameter dependence of the scattering angle.
Kobayashi Yuria +2 more
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Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model) [PDF]
We consider a generic framework for generating likelihood ratio weighted Monte Carlo simulation paths, where we use one simulation scheme K° (proxy scheme) to generate realizations and then reinterpret them as realizations of another scheme K* (target ...
Joerg Kampen, Christian P. Fries
core
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff [PDF]
, 2009 Giles (Multilevel Monte Carlo path simulation Operations Research, 2008; 56:607-617) introduced a multi-level Monte Carlo method for approximating the expected value of a function of a stochastic differential equation solution.
Higham, Desmond J. +2 more
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Generating VaR Scenarios under Solvency II with Product Beta Distributions
Risks, 2018 We propose a Monte Carlo simulation method to generate stress tests by VaR scenarios under Solvency II for dependent risks on the basis of observed data. This is of particular interest for the construction of Internal Models.
Dietmar Pfeifer, Olena Ragulina
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Synthesis of diamond structures from the coaxial flows of Н2 and Н2+СН4 mixture
MATEC Web of Conferences, 2017 The work presents the results of experiments on the diamond gas-jet synthesis from methane and hydrogen mixture, flowing from coaxial channels under the following conditions: temperature of the hydrogen activating surface of 2400 K, pressure in the ...
Emel’yanov Alexey +2 more
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Statistical Error Analysis for the Direct Simulation Monte Carlo Technique
Journal of Computational Physics, 1996 The ways of analyzing and the minimization of statistical errors of the direct simulation Monte Carlo method are studied. The dependence of the statistical error on the execution time, the particle number per cell, and the memory usage is discussed. Simulations for three kinds of flow (low Mach number supersonic flow, hypersonic flow, and expansion ...
Chen, Gang, Boyd, Iain D.
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