monte carlo simulation matlab source code

... scintillation detector of YAP(Ce) and gamma-ray of 60 keV of Am-241 source, by Monte- Carlo simulation using the code of MCNP. The simulation was checked by experimental measurements. The results ... activities with a view of human resources development in the field of application of nuclear technique in industry in Vietnam. Keywords: Monte- Carlo simulation, Monte Carlo N-Particle, Backscattering ... to support and compare them with experimental results, research method of Monte Carlo simulation by code of MCNP (Monte Carlo N-Particles) for thickness measurement based on the effect of backscattering...

Ngày tải lên: 22/03/2014, 11:20

... scintillation detector of YAP(Ce) and gamma-ray of 60 keV of Am-241 source, by Monte- Carlo simulation using the code of MCNP. The simulation was checked by experimental measurements. The results ... activities with a view of human resources development in the field of application of nuclear technique in industry in Vietnam. Keywords: Monte- Carlo simulation, Monte Carlo N-Particle, Backscattering ... to support and compare them with experimental results, research method of Monte Carlo simulation by code of MCNP (Monte Carlo N-Particles) for thickness measurement based on the effect of backscattering...

Ngày tải lên: 21/07/2014, 16:21

... arachidonate (10–65 lm). Concluding remarks: advantages of progress curve analysis combined with Monte Carlo simulation Our findings illustrate the general possibility for a modulator to change the kinetic ... implementation of the experimental error. The application of error models P k i;j in the Monte Carlo simulations has the advantage over the real error in that it reflects the trend in the error ... from the experiment is indi- cated by a red asterisk, whereas the best estimate from the Monte- Carlo simulation is indicated by a red circle. Numbers follow- ing the abbreviation of the respective...

Ngày tải lên: 18/02/2014, 17:20

... benefi t to the organization when Monte Carlo simulation was implemented heavily. Monte Carlo simulation applications in various disciplines Monte Carlo simulation has been successful in ... retirement has begun. Application of Monte Carlo simulation in project management Review of Monte Carlo simulation applications in project management Monte Carlo simulation, while not yet widely ... events. Risk Management Exploring Monte Carlo Simulation Applications 55 project managers ’ reluctance to use Monte Carlo simulation, once the Monte Carlo simulation technique is thoroughly...

Ngày tải lên: 23/03/2014, 04:21

... available simulation add-in for Excel is Crystal Ball 2000, which will be used in this example. How did Monte Carlo simulation get its name? Monte Carlo simulation was named for Monte Carlo, Monaco, ... you can analyze. This is where Monte Carlo simulation comes in handy. WHAT IS MONTE CARLO SIMULATION? What do we mean by " ;simulation? " When we use the word simulation, we refer to any ... difficult to reproduce. Monte Carlo simulation is a form of simulation that randomly generates values for uncertain variables over and over to simulate a model. Without the aid of simulation, a spreadsheet...

Ngày tải lên: 08/04/2014, 12:08

Ngày tải lên: 14/11/2014, 08:17

... the algorithm for simulation of skip hires can be programmed as a Maple procedure. Before considering the procedure we will start with 10 Introduction to simulation and Monte Carlo Then the following ... when the integrand can be written down. The words Monte Carlo and simulation tend to be used interchangeably in the literature. Here a simulation is defined as a controlled experiment, usually ... proc p Kx0n local x, i, y, r, hire; randomize(5691443); b 21 2006 il /S i ffi Simulation and Monte Carlo b 21 2006 il /S ii ffi Evaluating a definite integral 3 Firstly, we need to know...

Ngày tải lên: 07/03/2014, 15:20

... Characteristic of Dalat Reactor Using MCNP4A code, JAERI-Research 98-057, pp 3-7. X-5 Monte Carlo Team (2003), MCNP - A General Monte Carlo N-Particle Transport Code, the University of California, ... nên được gọi là kênh chiếu xạ 1-4; nó là một kênh 1 X-5 Monte Carlo Team (2003), MCNP - A General Monte Carlo N-Particle Transport Code, the University of California, Los Alamos National Laboratory ... bằng MCNP4C2 Ta cần phải mô tả chi tiết cấu trúc vùng hoạt của lò trong ngõ vào tính toán của code MCNP 1 . Lò phản ứng hạt nhân Đà Lạt là dạng lò bể bơi, nước cất được dùng làm chất làm chậm,...

Ngày tải lên: 11/03/2014, 04:21

... symbol Multiple Description Codes over OFDM 143 S(j) Quantizer q(·) l( j) Assignment α(·) I 1 ( j) I 2 ( j) Side decoder 1 Central decoder Side decoder 2 MDSQ encoder MDSQ decoder Figure 2: Conventional ... Monte Carlo method for numerical evaluation of the above multidimen- sional integration. 4.2. SMC-based blind MAP detector Sequential Monte Carlo (SMC) is a family of methodologies that use Monte ... Freitas, and N. Gordon, Sequenti al Monte Carlo in Practice, Springer-Verlag, New York, NY, USA, 2001. [12] A. Doucet, S. Godsill, and C. Andrieu, “On sequential Monte Carlo sampling methods for Bayesian...

Ngày tải lên: 23/06/2014, 00:20

... with variance reduction techniques in Monte Carlo simulation, such as antithetic and common random numbers, control random variables, conditional Monte Carlo, stratified sampling, and importance ... sensitivity analysis and Monte Carlo optimization of simulated systems. Because of their complexity, the performance evaluation of discrete-event sys- tems is usually studied by simulation, and it ... Perfect Sampling Problems References 7 Sensitivity Analysis and Monte Carlo Optimization 7.1 Introduction 7.2 7.3 Simulation- Based Optimization of DESS The Score Function Method for...

Ngày tải lên: 27/06/2014, 08:20

... sequence appear random. Simulation and Monte Carlo: With applications in finance and MCMC J. S. Dagpunar â 2007 John Wiley & Sons, Ltd 6 Introduction to simulation and Monte Carlo Since X n+1 depends ... xi Glossary xiii 1 Introduction to simulation and Monte Carlo 1 1.1 Evaluating a definite integral 2 1.2 Monte Carlo is integral estimation 4 1.3 An example 5 1.4 A simulation using Maple 7 1.5 Problems ... decreasing in K. In that case Z  K  will have a unique maximum. 2 Introduction to simulation and Monte Carlo Since simulations provide an estimate of a parameter of interest, there is always some error,...

Ngày tải lên: 09/08/2014, 16:21

... generating variates from a distribution with density f  x  = e −x on support  0   . Simulation and Monte Carlo: With applications in finance and MCMC J. S. Dagpunar â 2007 John Wiley & Sons, ... defined as those forms of dependence (or nonuniformity) that are detrimental to a particular Monte Carlo application. For example, in a k-dimensional definite integration, it is the uniformity of ... random sequence U n n= 0 1is 0.69 0.79 0.10 0.02 0.43 0.61 0.76 0.66 0.58 …. The pseudo -code below gives a method for shuffling the order of numbers in a sequence, where the first five...

Ngày tải lên: 09/08/2014, 16:21

... given   n, and a, a simulation sampled   j j = 15000  . Table 5.1 shows the resulting   and e.s.e.     . The standard error for a naive Monte Carlo simulation is    1 −  /5000 ... X 1 and X 2 . The joint density is f X 1 X 2  x 1 x 2  = 1 2 e −  x 2 1 +x 2 2  /2 Simulation and Monte Carlo: With applications in finance and MCMC J. S. Dagpunar â 2007 John Wiley & Sons, ... answers to those obtained using naive Monte Carlo in approximately one-sixth of the time. How effective is the method of antithetic variates in more complicated simulations? To answer, we should...

Ngày tải lên: 09/08/2014, 16:21

... lost in using a control variate in preference to stratification. 5.5 Conditional Monte Carlo Conditional Monte Carlo works by performing as much as possible of a multivariate integration by analytical ... queue simulation in Problem 1. Write a Maple program and investigate the variance reduction achieved for different parameter values. 8. Write procedures for naive and conditional Monte Carlo simulations ... O  h 2  = O  1/m 2/d  . However, using Monte Carlo, the error is still O  1/ √ m  . Therefore, for d>4 and for sufficiently large m, Monte Carlo will be better than the trapezium rule....

Ngày tải lên: 09/08/2014, 16:21

... aspects of building discrete event simulation models include those by Banks et al. (2005), Fishman (1978), Law and Kelton (2000), and Pidd (1998). Simulation and Monte Carlo: With applications in finance ... probabilities  i / i + i  and  i / i + i  respectively. 8 Markov chain Monte Carlo Markov chain Monte Carlo (MCMC) refers to a class of methods for sampling random vectors X  0  X  1  (generally, ... bond was purchased, interest on £1 equal to one-half of 126 Simulation and finance Table 6.3 Results for basket option, using naive Monte Carlo (basket) and importance sampling with post stratification...

Ngày tải lên: 09/08/2014, 16:21

Ngày tải lên: 09/08/2014, 16:21

Ngày tải lên: 09/08/2014, 16:21

Ngày tải lên: 09/08/2014, 16:21

Ngày tải lên: 09/08/2014, 16:21