- document
-
Azimullah, Joshua (author)A novel approach for determining the optimal location of a sound source within an acoustic environment is proposed. This approach involves the application of Importance Sampling to improve the efficiency of the existing method of acoustic ray-tracing for finding the frequency response at various listening locations. The results of this study do...bachelor thesis 2023
- document
-
Tavasszy, Matthias (author)Global Illumination provides natural and more realistic illumination of a scene by simulating the bouncing of light between surfaces. Due to its complex nature, it still remains a challenge to simulate this effect with real-time frame rates even on modern-day hardware. Existing methods are noisy and either require extensive filtering or long...master thesis 2021
- document
-
Buijsrogge, A. (author), de Boer, Pieter-Tjerk (author), Scheinhardt, Werner R.W. (author)We consider importance sampling simulation for estimating the probability of reaching large total number of customers in an (Formula presented.) tandem queue, during a busy cycle of the system. Our main result is a procedure for obtaining a family of asymptotically efficient changes of measure based on subsolutions. We explicitly show these...journal article 2021
- document
-
Betge, J.N. (author), Droste, Barbera (author), Heres, Jacco (author), Tindemans, Simon H. (author)Identifying future congestion points in electricity distribution networks is an important challenge distribution system operators face. A proven approach for addressing this challenge is to assess distribution grid adequacy using probabilistic models of future demand. However, computational cost can become a severe challenge when evaluating...conference paper 2021
- document
-
Betge, Julian (author)The Distribution System Operator (DSO) Alliander has the ambition to explore possibilities of improving its predictive demand modelling applications. This research aims to contribute to one of these, the Advanced Net DEcision Support (ANDES) model, which provides detailed predictions for long-term capacity planning. This thesis pursues two main...master thesis 2020
- document
-
van de Ruit, Mark (author)Spectral Monte Carlo renderers are capable of reproducing several advanced phenomena of light, such as chromatic dispersion and fluorescence. As spectral renderers must sample the spectral domain, they are typically hampered by a multitude of sampling issues leading to notably poor convergence rates, which are reinforced when realistic emission...master thesis 2019
- document
-
Richa, Eduardo (author)The detection of unusual behavior plays a crucial role in the prevention of illegal and harmful activities such as smuggling, piracy, arms trading, human trafficking and illegal immigration. Also for military applications, it is useful to detect anomalous behavior to provide an alert for potential threats, especially with the more recent...master thesis 2018
- document
-
Butter, Sjoerd (author)Pipe laying projects are getting more challenging due to increasing operational depth of pipeline. The increasing depth requires more of the strength and load bearing capability of the pipeline and its girth welds. The assessment method used for checking the integrity of flaws in girth welds is called Engineering Critical Assessment (ECA) and is...master thesis 2018
- document
-
Fearnhead, Paul (author), Bierkens, G.N.J.C. (author), Pollock, Murray (author), Roberts, Gareth O. (author)Recently, there have been conceptually new developments in Monte Carlo methods through the introduction of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has led to some fundamentally new Monte Carlo algorithms which can be used to sample from, say, a...journal article 2018
- document
-
Roest, Raoul (author)In tegenstelling tot een Europese optie, is de prijs van een Amerikaanse optie vaak niet te berekenen met behulp van standaard analysemethoden. Om toch een optieprijs te kunnen bepalen, wordt er gebruik gemaakt van simulatiemethoden. In stochastische modellen, gebaseerd op zogenoemde arbitragevrije prijsbepalingen, is de optieprijs gelijk aan de...bachelor thesis 2017
- document
-
Rhomberg, Matthieu (author)Optimization of structures in a domain with large uncertainties is rather difficult. This also applies for the offshore wind energy sector. For current offshore wind energy development locations with monopile-based support structures the fatigue limit state is the driving design criteria. These analyses are connected with long time domain...master thesis 2017
- document
-
Bos, R. (author)Wind turbines are the largest rotating machines on the planet, operating in some of the most remote and hostile areas. During a lifespan of several decades, they have to withstand storms, waves, and gusts (and preferably produce electricity in the process). Yet, designers cannot make them too strong. Every additional kilogram of mass has to be...doctoral thesis 2017
- document
-
Volpi, Elena (author), Schoups, G.H.W. (author), Firmani, Giovanni (author), Vrugt, Jasper A. (author)What is the “best” model? The answer to this question lies in part in the eyes of the beholder, nevertheless a good model must blend rigorous theory with redeeming qualities such as parsimony and quality of fit. Model selection is used to make inferences, via weighted averaging, from a set of K candidate models, (Formula presented.), and help...journal article 2017
- document
-
Thély, Maxime (author), Sutter, Tobias (author), Mohajerin Esfahani, P. (author), Lygeros, John (author)We present an approximation method to a class of parametric integration problems that naturally appear when solving the dual of the maximum entropy estimation problem. Our method builds up on a recent generalization of Gauss quadratures via an infinite-dimensional linear program, and utilizes a convex clustering algorithm to compute an...conference paper 2017
- document
-
Oosterlo, P. (author)In this thesis, a method was developed, with which the infragravity waves and morphological changes of a sandy foreshore are included in the calculation of the probability of dike failure due to wave overtopping. Constructing a natural foreshore in front of the dike can be an attractive and innovative method to decrease the failure probability....master thesis 2015
- document
-
Bos, R. (author), Bierbooms, W.A.A.M. (author), Van Bussel, G.J.W. (author)An important problem that arises during the design of wind turbines is estimating extreme loads with sufficient accuracy. This is especially difficult during iterative design phases when computational resources are scarce. Over the years, many methods have been proposed to extrapolate extreme load distributions from relatively short time series...conference paper 2015
- document
-
Scholten, F.J.M. (author)Toepassing importance sampling op credit risk probleem met onafhankelijke schuldenaren.bachelor thesis 2015
- document
-
Cox, P.B. (author)Verification of rare cascading events in interconnected Markov processes are of high interest in energy grids, computer networks, and banking systems. Small defaults may lead to a global cascade of failures in the network. In this work, the rare events of contagious bankruptcies of the interconnected banking system are verified by three adaptive...master thesis 2013
- document
-
Anitori, L. (author)In most modern high-resolution multi-channel radar systems one of the major problems to deal with is the huge amount of data to be acquired, processed and/or stored. But why do we need all these data? According to the well known Nyquist-Shannon sampling theorem, real signals have to be sampled at at least twice the signal bandwidth to prevent...doctoral thesis 2012
- document
-
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