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....
449p chuyenphimbuon 21072012 75 20 Download

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 this work is to calculate the VaR of portfolios via GARCH family models with normal and tstudent distribution and via Monte Carlo Simulation. We used three portfolios composite with preferential stocks of five Ibovespa companies. The results show that the t distribution adjusts better to data, because the violation ratio of the VaR calculated with t distribution is less than the violation ratio estimated with normal distribution.
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This method should be used in teaching probability to high school students because it increases their practical experience and it teaches students how to apply probability when attempting to solve real world problems. This paper explains what Monte Carlo simulation is and why and how teachers should teach Monte Carlo simulation to high school students.
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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 20 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).
7p minhxaminhyeu5 30062019 4 0 Download

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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A Grandcanonical MonteCarlo simulation method is investigated. Due to charge neutrality requirement of electrolyte solutions, ions must be added to or removed from the system in groups. It is then implemented to simulate solution of 1:1, 2:1 and 2:2 salts at different concentrations using the primitive ion model.
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While construction of the Aswan High Dam (AHD) has stopped concurrent flooding events, River Nile is still subject to low intensity flood waves resulting from controlled release of water from the dam reservoir. Analysis of flow released from New NagaHammadi Barrage, which is located at 3460 km downstream AHD indicated an increase in magnitude of flood released from the barrage in the past 10 years. A 2D numerical mobile bed model is utilized to investigate the possible morphological changes in the downstream of NagaHammadi Barrage from possible higher flood releases.
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This paper presents vaporliquid equilibria of pure fluid fluorine which were predicted by Gibbs Ensemble Monte Carlo (GEMC) simulation techniques using our two new 5site intermolecular pair potentials ab initio. The ab initio pair potentials were established from coupledcluster calculations, using the CCSD(T) level of theory and Dunning's correlation consistent basis sets augccpVmZ (m =2, 3) [8]. The coexistence phase diagram, and the resulting critical properties, thermodynamic properties, vapor pressures and orthobaric densities are found to correspond well with the experimental data.
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In this work, we investigate the phase diagram of a threedimensional LennardJones (LJ) and squarewell (SQW) system by means of both standard Monte Carlo simulation (SPMC) and “virtualmove” Monte Carlo simulations (VMMC). We find that the phase diagrams obtained by both SPMC and VMMC are very similar.
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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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