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Singor, S.N. (author)
master thesis 2009
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Nigam, A. (author)
As we are moving toward nanometre technology, the variability in the circuit parameters and operating environment (Process, Voltage and Temperature (PVT)) are increasing, causing uncertainty in the circuit performance. Statistical Static Timing Analysis (SSTA) is a category of methodologies to analyse the variations in delay due to PVT...
master thesis 2010
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Wadman, W.S. (author)
In this thesis, an extension of the Heston model to the multi-dimensional case will be investigated. Most attention will be given to design a multi-asset Monte Carlo method, which can efficiently simulate multivariate random variables with almost no bias. The prevention of negative variance in the discretization method will be a challenge, as...
master thesis 2010
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Kool, J.J. (author)
Jetties are designed by the guidance of the deterministic standards. These standards are based on the standardized values of safety factors (semi-probabilistic) and use the load and the capacity of every element as a standard value. The interaction of every separate element as a part of a whole is not taken in to account. The use of...
master thesis 2011
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Boks, A. (author)
Nowadays, Monte Carlo integration is a popular tool for estimating high-dimensional, complex integrals. Its scope of application can be widened if ways can be found to produce estimates with smaller variance at the same computational cost. Variance reduction techniques aim to accomplish this. In particular, using importance sampling with the so...
master thesis 2012
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De Jong, S.D. (author)
Pricing American options using a sophisticated technique combining Monte Carlo simulations and least squares regressions. This way an approximation for the option price can be derived with little computational effort.
master thesis 2012
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Versteegt, G. (author)
Structural design of these marine facilities is not implicitly covered in EN1990 (European Norm), and the types of loads and load combinations that are to be considered are different from those for buildings and bridges, since they concern operational loadings from vessels berthing and mooring, and also loads from vessels moored acting...
master thesis 2013
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Vásconez, P.A. (author)
Reliability-based design is an approach currently gaining more popularity for geotechnical engineering. Neverthless, its implementation poses several challenges, one being the additional time (usually significant) in order to perform it. An important portion of this additional time comes from the need to perform many scenarios to compute the...
master thesis 2013
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Hellebrandt, L. (author)
This thesis investigates and presents the practical applicability of Monte Carlo analysis for the structural reliability assessment of existing city bridges. A probabilistic traffic load model for short span bridges is developed to serve as input for reliability calculations. A traffic loading model for short-span bridges is proposed, which is...
master thesis 2014
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Mavroeidis, N. (author)
The electricity transmission system, lynchpin of the power system chain, has been recognized to play a significant role in fulfilling policy targets such as high integration levels of renewable energy sources, reduction of CO2 emissions, lower electricity costs and increased security of supply. In the European context, cross-border transmission...
master thesis 2015
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D' Hulst, M.S. (author)
master thesis 2016
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Gianolio, A. (author)
The aim of this research is to extend the classical LMM to a multi-curve framework and to analyze the impact of this extended model on the most liquid exotic interest rate derivatives. A possible parametrization for the instantaneous volatility and correlation structure is presented and the (log-)normal dynamics of the OIS rates under different...
master thesis 2016
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Pieper, J.T. (author)
A meshed North Sea offshore electricity grid with high renewable energy penetration, as envisioned by the European Commission, is still at its infancy. Currently, point-to-point high-voltage DC interconnections across borders are already being implemented successfully, but the next steps of expanding these interconnectors with additional...
master thesis 2016
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Droutsas, Athanasios (author)
This report, which from now and onwards will be called the main body of the thesis, covers the core of the<br/>problem that has to be solved. Generally, the aim of this thesis is to investigate a laminated composite’s<br/>structural response, made of FRP, when its material properties are assumed stochastic instead of<br/>deterministic. The...
master thesis 2018
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Dagalaki, Vasiliki (author)
Evolution of coastline position under the influence of natural and anthropogenic processes is directly linked to the development of seaside societies. In the context of coastal zone management, process-based morphodynamic models are often used topredict coastline evolution and support the decision-making process...
master thesis 2018
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Bakker, Floor (author)
To exploit its socio-economic functions, engineering measures are regularly applied in estuaries. Estuaries are, however, known to be very complex systems. Stemming from this complexity is the generation of a so-called estuarine turbidity maximum (ETM), which poses great siltation problems to the engineering measures. An engineering measure,...
master thesis 2020
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Mazaris, S. (author)
In this report we demonstrate the outcomes of the research performed in the Air Transport Safety Institute of the Royal Netherlands Aerospace Centre (NLR). This research project constitutes the MSc Thesis of the writer, towards the graduation of the MSc Aerospace Engineering at Delft University of Technology (Air Transport &amp; Operations). The...
master thesis 2020
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Brchnelová, Michaela (author)
Although usually neglected in aerodynamics, radiation can present the main heat transfer mechanism in some aerodynamic applications and cause significant changes in the behaviour of the flow. Such applications typically include very high-temperature conditions such as hypersonic flow during reentry and hot gas in combustion systems. In these...
master thesis 2020
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Rituerto Prieto, Henar (author)
The main challenge of radiotherapy, used for treating cancer, is to deposit the prescribed dose in the tumor volume while sparing the surrounding tissue.The depth-dose distribution of protons makes proton therapy an alternative to conventional radiotherapy for some tumor sites. A better knowledge of the proton radiobiological mechanisms can...
master thesis 2020
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Pirani, Aleem (author)
The crystallographic texture of a material has a direct impact on its mechanical and functional properties. As a result, texture control is an imperative part of manufacturing processes, especially those involving plastic deformation, such as rolling, which significantly impact crystallographic texture. The exact mechanisms and underlying causes...
master thesis 2021
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