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An introduction to Monte Carlo methods [PDF]
Physica A: Statistical Mechanics and its Applications, 2015 Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform an exact enumeration. The main principles of Monte Carlo simulations are ergodicity and detailed balance.
Gerard T. Barkema +2 more
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Methods of workspace generation for parallel kinematic manipulators [PDF]
MATEC Web of Conferences, 2023 This paper presents the geometric, discretization and Monte Carlo method to generate the workspace for Parallel Kinematic Manipulators (PKMs). The geometric method does not require the solution to the inverse kinematics as opposed to the Monte Carlo and ...
Dharmalingum Wesley, Padaychee Jared
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Clock Monte Carlo methods [PDF]
Physical Review E, 2019 We propose the clock Monte Carlo technique for sampling each successive chain step in constant time. It is built on a recently proposed factorized transition filter and its core features include its O(1) computational complexity and its generality.
Michel, Manon +2 more
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TwoDimensional IsingModel ApplicationWith MONTE CARLO Method [PDF]
مجلة جامعة الانبار للعلوم الصرفة, 2014 The location of the phase transition in the two dimensional Ising model were determined using Monte Carlo simulation with importance sampling. The magnetization persite ,energy per site , magnetic susceptibility , specific heat of a Ferromagnetic ...
Dhia K. Khudier, Nabeil A. Fawaz
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Journal of Nuclear Engineering, 2023 The Monte Carlo neutron transport method is used to accurately estimate various quantities, such as k-eigenvalue and integral neutron flux. However, in the case of estimating a distribution of a desired quantity, the Monte Carlo method does not typically
Delgersaikhan Tuya, Yasunobu Nagaya
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EFFECT OF THE UNIFORM FISSION SOURCE METHOD ON LOCAL POWER VARIANCE IN FULL CORE SERPENT CALCULATION [PDF]
EPJ Web of Conferences, 2021 One of challenges of the Monte Carlo full core simulations is to obtain acceptable statistical variance of local parameters throughout the whole reactor core at a reasonable computation cost.
Bilodid Yurii, Leppänen Jaakko
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E-Jurnal Matematika, 2017 Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date.
DEWA AYU AGUNG PUTRI RATNASARI +2 more
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PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO
E-Jurnal Matematika, 2012 Value at Risk (VaR) is the maximum potential loss on a portfolio based on the probability at a certain time. In this research, portfolio VaR values calculated from historical data and Monte Carlo simulation data.
WAYAN ARTHINI +2 more
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Self-Learning Monte Carlo Method [PDF]
, 2016 Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with strong ...
Fu, Liang +3 more
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International Astronomical Union Colloquium, 1971 AbstractWe give here a detailed technical description of a Monte Carlo scheme for the dynamical evolution of spherical stellar systems. The philosophy of the method, as well as a few illustrative results, are given elsewhere (Hénon, 1971, hereafter called I).
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