Results 11 to 20 of about 12,230 (257)

NEUTRONIC MODELING STRATEGIES FOR A LIQUID FUEL TRANSIENT CALCULATION [PDF]

open access: yesEPJ Web of Conferences, 2021
Framework • A detailed and highly flexible numerical tool to study criticality accidents has been developed • The tool implements a Multi-Physics coupling using neutronics, thermal-hydraulics and thermal-mechanics models based on Open FOAM and SERPENT ...
Blanco J.A., Rubiolo P., Dumonteil E.
doaj   +1 more source

Density Estimation by Randomized Quasi-Monte Carlo [PDF]

open access: yesSIAM/ASA Journal on Uncertainty Quantification, 2021
22 pages, 6 figures, 4 tables; We are thankful to the anonymous referees, whose comments were considered in this ...
Amal Ben Abdellah   +3 more
openaire   +2 more sources

Application of quasi-Monte Carlo and importance sampling to Monte Carlo-based fault tree quantification for seismic probabilistic risk assessment of nuclear power plants

open access: yesMechanical Engineering Journal, 2023
The significance of probabilistic risk assessments (PRAs) of nuclear power plants against external events was re-recognized after the Fukushima Daiichi Nuclear Power Plant accident.
Kotaro KUBO   +5 more
doaj   +1 more source

PRICING OF CALL OPTIONS USING THE QUASI MONTE CARLO METHOD

open access: yesBarekeng, 2023
A call option is a type of option that grants the option holder the right to buy an asset at a specified price within a specified period of time. Determining the option price period of time within a certain period of time is the most important part of ...
Indah Oktaviani   +2 more
doaj   +1 more source

Modelling of Electron and Thermal Transport in Quasi-Fractal Carbon Nitride Nanoribbons

open access: yesFractal and Fractional, 2022
In this work, using calculations based on the density functional theory, molecular dynamics, non-equilibrium Green functions method, and Monte Carlo simulation, we study electronic and phonon transport in a device based on quasi-fractal carbon nitride ...
Renat T. Sibatov   +4 more
doaj   +1 more source

Quasi-Monte Carlo Software

open access: yes, 2022
25 pages, 7 figures, to be published in the MCQMC2020 ...
Sou-Cheng T. Choi   +4 more
openaire   +2 more sources

Monte Carlo and Quasi Monte Carlo Approach to Ulam's Method for Position Dependent Random Maps

open access: yesCommunications in Advanced Mathematical Sciences, 2020
We consider position random maps $T=\{\tau_1(x),\tau_2(x),\ldots, \tau_K(x); p_1(x),p_2(x),\ldots,p_K(x)\}$ on $I=[0, 1],$ where $\tau_k, k=1, 2, \dots, K$ is non-singular map on $[0,1]$ into $[0, 1]$ and $\{p_1(x),p_2(x),\ldots,p_K(x)\}$ is a set of
Md Shafiqul Islam
doaj   +1 more source

Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods

open access: yesJournal of Management Science and Engineering, 2022
The generalized likelihood ratio (GLR) method is a recently introduced gradient estimation method for handling discontinuities in a wide range of sample performances.
Yijie Peng   +4 more
doaj   +1 more source

Pricing of Arithmetic Average Asian Option by Combining Variance Reduction and Quasi-Monte Carlo Method

open access: yesMathematics, 2023
Financial derivatives have developed rapidly over the past few decades due to their risk-averse nature, with options being the preferred financial derivatives due to their flexible contractual mechanisms, particularly Asian options.
Lingling Xu, Hongjie Zhang, Fu Lee Wang
doaj   +1 more source

Lepton–Nucleus Interactions within Microscopic Approaches

open access: yesUniverse, 2023
This review paper emphasizes the significance of microscopic calculations with quantified theoretical error estimates in studying lepton–nucleus interactions and their implications for electron scattering and accelerator neutrino oscillation measurements.
Alessandro Lovato   +3 more
doaj   +1 more source

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