Results 41 to 50 of about 1,208,874 (255)

Crossed source-detector geometry for a novel spray diagnostic: Monte Carlo simulation and analytical results [PDF]

, 2005
Sprays and other industrially relevant turbid media can be quantitatively characterized by light scattering. However, current optical diagnostic techniques generate errors in the intermediate scattering regime where the average number of light ...
Churmakov, D. Y., Meglinski, I. V., Jermy, Mark C., Romanov, V. P., Berrocal, Edouard   +4 more
core   +2 more sources

A methodology for uncertainty quantification and sensitivity analysis for responses subject to Monte Carlo uncertainty with application to fuel plate characteristics in the ATRC

Nuclear Engineering and Technology, 2022
Large-scale reactor simulation often requires the use of Monte Carlo calculation techniques to estimate important reactor parameters. One drawback of these Monte Carlo calculation techniques is they inevitably result in some uncertainty in calculated ...
Dean Price, Andrew Maile, Joshua Peterson-Droogh, Derreck Blight   +3 more
doaj   +1 more source

Some comments on Monte Carlo and molecular dynamics methods [PDF]

, 2013
We highlight some links between molecular dynamics and Monte Carlo algorithms used to simulate condensed matter systems.
Quigley, David, Allen, Michael P., Allen, M. P.   +2 more
core   +1 more source

Digital Cognitive Phenotyping for Differential Diagnosis and Monitoring in Neurological Conditions

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To assess the utility, accessibility, and equivalence to supervised scales of online cognitive assessment in older individuals with cognitive impairment. Methods Patients with Alzheimer's disease (AD, n = 31), idiopathic normal pressure hydrocephalus (iNPH, n = 26), and traumatic brain injury (TBI, n = 23) completed online cognitive ...
Martina Del Giovane, Valentina Giunchiglia, Michael C. B. David, Magdalena A. Kolanko, William R. Trender, Peter J. Hellyer, Harmeena Kaur, David J. Sharp, Christopher Carswell, Paresh A. Malhotra, Adam Hampshire   +10 more
wiley   +1 more source

Monte Carlo Option Princing [PDF]

Lecturas de Economía, 2004
El método Monte Carlo se aplica a varios casos de valoración de opciones financieras. El método genera una buena aproximación al comparar su precisión con la de otros métodos numéricos.
Cecilia Maya
doaj   +1 more source

dynoGP: Deep Gaussian Processes for Dynamic System Identification

International Journal of Adaptive Control and Signal Processing, EarlyView.
This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli, Marco Forgione, Dario Piga, Marco Zaffalon   +3 more
wiley   +1 more source

Maximum likelihood parameter estimation for latent variable models using sequential Monte Carlo [PDF]

, 2006
We present a sequential Monte Carlo (SMC) method for maximum likelihood (ML) parameter estimation in latent variable models. Standard methods rely on gradient algorithms such as the ExpectationMaximization (EM) algorithm and its Monte Carlo variants. Our
Davy, Manuel, Doucet, Arnaud, Doucet, A, Johansen, Adam, Adam Johansen, Arnaud Doucet, Manuel Davy, Johansen, AM, Davy, M, A. Johansen, A. Doucet, Johansen, Adam M., M. Davy   +12 more
core   +2 more sources

Definition of Maintenance Policies in Power Systems Using a Sequential Monte Carlo

U.Porto Journal of Engineering, 2015
This paper reports an application of a simulationmethod called chronological Monte Carlo to evaluate power systems reliability. The Monte Carlo methods are, nowadays, the most widely used method for the estimation of reliability indices.
João Silva
doaj   +1 more source

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., Mao, Xuerong, Giles, Michael B.   +2 more
core   +1 more source

A Workflow to Accelerate Microstructure‐Sensitive Fatigue Life Predictions

Advanced Engineering Materials, EarlyView.
This study introduces a workflow to accelerate predictions of microstructure‐sensitive fatigue life. Results from frameworks with varying levels of simplification are benchmarked against published reference results. The analysis reveals a trade‐off between accuracy and model complexity, offering researchers a practical guide for selecting the optimal ...
Luca Loiodice, Krzysztof S. Stopka, Michael D. Sangid   +2 more
wiley   +1 more source