Monte Carlo simulations

This new and updated deals with all aspects of Monte Carlo simulation of complex physical systems encountered in condensedmatter physics and statistical mechanics as well as in related fields, for example polymer science, lattice gauge theory and protein folding. After briefly recalling essential background in statistical mechanics and probability theory, the authors give a succinct overview of simple sampling methods. The next several chapters develop the importance sampling method, both for lattice models and for systems in continuum space....
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At present, thickness measurement of materials based on effect of backscattering gammaray has been widely used in industry in our country. The report presented research in measuring thickness of some materials such as paper, plastic, aluminum and steel with using the dedicated system of MYO101, having scintillation detector of YAP(Ce) and gammaray of 60 keV of Am241 source, by MonteCarlo simulation using the code of MCNP. The simulation was checked by experimental measurements.
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Lecture Monte carlo simulations: Application to lattice models, part I  Basics. The main contents of this chapter include all of the following: Introduction, thermodynamics and statistical mechanics, phase transition, probability theory.
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Lecture Monte carlo simulations: Application to lattice models, part II  Monte carlo simulation methods. The main contents of this chapter include all of the following: The spin models, boundary conditions, simple sampling monte carlo methods, importance sampling monte carlo methods.
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Lecture Monte carlo simulations: Application to lattice models, part III  Finite size effects and reweighting methods. The main contents of this chapter include all of the following: Finite size effects, single histogram method, multiple histogram method, wangLandau method, the applications.
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The system is put under a source of external perturbation called “noise”, the individuals can freely move from one site to another site on a twodimension triangular lattice. We use the MonteCarlo simulation technique for studying the behavior of the model with varying noise. For simplicity, we consider the orientation of individuals which has q states as in the Potts model. We show that the system has three phases which correspond to the uncollected, flocking and runaway behaviors at very low, medium and high noise, respectively. These phases are separated by two firstorder transitions.
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The vaporliquid equilibria of pure fluid hydrogen were predicted by Gibbs ensemble Monte Carlo simulation techniques using our two different ab initio intermolecular pair potentials. The ab initio intermolecular interaction potentials were obtained from coupledcluster calculations.
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The virial coefficients of them described accurately by the ab initio LennardJones and Morsestyle potentials. These potentials were also used for prediction of thermodynamics properties of vaporliquid equilibria by Gibbs Ensemble Monte Carlo simulation (GEMC). The simulation results were also compared to those from equation of state. The obtained results turned out to be good agreement with experimental data.
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The objective of this book is to introduce recent advances and stateoftheart applications of Monte Carlo Simulation (MCS) in various fields. MCS is a class of statistical methods for performance analysis and decision making based on taking random samples from underly‐ ing systems or problems to draw inferences or estimations. Let us make an analogy by using the structure of an umbrella to define and exemplify the position of this book within the fields of science and engineering. Imagine that one can place MCS at the centerpoint of an umbrella and define the...
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The Texas Instrument TMS320VC5510 DSK’s calculation abilitiy with different program languages is investigated for minimum the DSP’s measurement time. The steps of Monte Carlo simulations embedded into the DSK’s flash through the DSK’s JTAG interface for optical parameters measurement including absorption coefficient µ a , scattering coefficient µ s and anisotropy g are presented. The obtained results for diluted milk standard samples are also reported.
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Topic 8  Multinat corp monte carlo simulations using excel and @risk. In this chapter, students will be able to understand: Apply Interest Rate Parity (IRP) and Unbiased Forward Rate (UFR) to forecast exchange rates; use Bloomberg forex quotes, forwards, volatilities and interest rates;...
21p shiwo_ding8 25062019 12 0 Download

The patient dose incurred from diagnostic procedures during advanced radiotherapy has become an important issue. Many researchers in medical physics are using computational simulations to calculate complex parameters in experiments. However, extended computation times make it difficult for personal computers to run the conventional Monte Carlo method to simulate radiological images with highflux photons such as images produced by computed tomography (CT).
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This paper applies Monte Carlo simulation method to estimate the reliability of bored pile for designing problem at “Tax Office of Phu Nhuan District”. Surveyed random variables are physicomechanical properties of soil and loads are assumed that they follow the normal distribution. Limit state functions developed from design requirements of Ultimate limit state (ULS) and Serviceability limit state (SLS).
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Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twentyfive years ago.
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This work aims to calculate the effective atomic number and electron density by Monte Carlo method. In previous studies, the most widely used solution is to use the transmission method with the narrow gammaray beam.
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This work aims to investigate the feasibility of application of gamma scattering technique for inspecting density variation in some construction objects by MonteCarlo simulation method. The gammaray sources of different energies and strengths have been used to extract the information of density variation for interior of sample by recording the backscattering gammarays with a gammaray detector. The results of our simulations confirm that the resolution for density variation in the inspected objects is quite good.
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Various phantoms were employed in the simulation to determine the main energy window using primarytoscatter ratios (PSRs). Imaging performance was evaluated using spatial resolution indices, imaging counts, scatter fractions, and contrasttonoise ratios. Collimator choice slightly affected energy spectrum shapes and improved PSRs.
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In this chapter student will understand how VaR measures the risk of a portfolio; compute static portfolio VaR using formulas and normal distribution functions, a Monte Carlo simulation of a random walk model of asset returns, and @Risk; write VBA Macros using “For Loops” and the “Cells” objects.
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Topic 13  Option contracts and hedging, monte carlo valuation, and blackscholes. After completing this unit, you should be able to: Compute the payoffs and profits of plain vanilla option contracts, value options using monte carlo simulation and blackscholes models, computed hedged and unhedged cashflows using options and forwards, value arithmetic asian options, use @Risk to value options and compute position risk.
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Topic 11  Monte carlo simulations using excel and @risk: Hoffman mines. The main contents of the chapter consist of the following: Financial simulation process, hoffman gold mine financial statement simulation, distributions and correlations,.....
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