Searched for: subject%3A%22Monte%255C%2BCarlo%22
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Ticheler, Annouk (author)
In the global energy transition where the shift from fossil fuels to renewable energy is needed, wind energy is a growing industry. In the offshore wind industry, Service Operation Vessels (SOVs) are needed to operate and maintain wind farms. To reduce the environmental footprint of SOVs at offshore wind farms, the possibility of battery...
master thesis 2023
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van Dulken, Floris (author)
With the current focus on climate change, the shipping industry is forced to decarbonise its fleet. The need for decarbonisation is not only fuelled by the aspirations of the sector but also by laws and regulations from countries and organisations. As these laws are gradually tightening and there is not one clear technical or operational...
master thesis 2023
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Heijnders, Tom (author)
The EAD metric is widely used in the calculations for the capital requirements concerning Counterparty Credit Risk (CCR). In this thesis we compare several methods for calculating this EAD. Basel III gives us two methods, the Standardized Approach for CCR (SA-CCR) and the Internal Model Method (IMM). Furthermore, we introduce an integrated...
master thesis 2023
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Chen, Qianqian (author)
American option pricing has been an active research area in financial engineering over the past few decades. Since no analytic closed-form solution exists, various numerical approaches have been developed. Among all proposed methods, the least square Monte Carlo(LSMC) approach is the most successful and popular. The LSMC utilizes linear...
master thesis 2023
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Shariati, Vahid (author), Roohi, Ehsan (author), Ebrahimi, Amin (author)
The direct simulation Monte Carlo (DSMC) method, which is a probabilistic particle-based gas kinetic simulation approach, is employed in the present work to describe the physics of rarefied gas flow in super nanoporous materials (also known as mesoporous). The simulations are performed for different material porosities (0.5≤ϕ≤0.9), Knudsen...
journal article 2023
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Yuan, Yiping (author), Liu, Zhou (author), Chen, Zhe (author), Hoej Jensen, Kim (author), Popov, M. (author)
With the increasing penetration of converter-interfaced generators, the frequency containment reserve (FCR) from conventional generators keeps going down, leading to a potential risk of frequency instability under contingencies. Consequently, Converter-interfaced generators are required to provide FCR and participate in the corrective...
journal article 2023
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Postma, J.I. (author), Ferrari, A. (author), Bottger, A.J. (author)
Surface compositions play a predominant role in the efficiency and lifetime of membranes and catalysts. The surface composition can change during operation due to segregation, thus controlling and predicting the surface composition is essential. Computational modelling can aid in predicting alloy stability, along with designing surface alloys...
journal article 2023
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Tseremoglou, I. (author), van Kessel, Paul J. (author), Santos, Bruno F. (author)
Condition-based maintenance (CBM) scheduling of an aircraft fleet in a disruptive environment while considering health prognostics for a set of systems is a very complex combinatorial problem, which is becoming more challenging in light of the uncertainty included in health prognostics. This type of problem falls under the broad category of...
journal article 2023
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Sakata, Dousatsu (author), Hirayama, Ryoichi (author), Shin, Wook Geun (author), Belli, Mauro (author), Tabocchini, Maria A. (author), Stewart, Robert D. (author), Brown, J.M.C. (author), Kyriakou, G.I. (author), Tran, Hoang N. (author)
Purpose: Track structure Monte Carlo (MC) codes have achieved successful outcomes in the quantitative investigation of radiation-induced initial DNA damage. The aim of the present study is to extend a Geant4-DNA radiobiological application by incorporating a feature allowing for the prediction of DNA rejoining kinetics and corresponding cell...
journal article 2023
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Bierkens, G.N.J.C. (author), Grazzi, S. (author), van der Meulen, F.H. (author), Schauer, M.R. (author)
We construct a new class of efficient Monte Carlo methods based on continuous-time piecewise deterministic Markov processes (PDMPs) suitable for inference in high dimensional sparse models, i.e. models for which there is prior knowledge that many coordinates are likely to be exactly 0. This is achieved with the fairly simple idea of endowing...
journal article 2023
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Guo, Jerry Jinfeng (author)
Realism has always been a major goal in visual content creation - from oil painting to motion pictures, from graphic arts to scientific data visualization. Computer graphics creates a virtual reality with digital representations. Trading between accuracy and speed, realistic rendering either creates photorealistic renders that follow strict...
doctoral thesis 2022
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Maćkowiak, Marlena (author)
The detrimental influence of nitric oxides (NOx) on humans and the environment has been widely discussed by researchers.<br/>The dominant part of nitic oxides emissions comes from combustion - majority of NOx is being produced by reaction of nitrogen and oxygen at high temperatures.<br/><br/>This thesis project is carried out in cooperation with...
master thesis 2022
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Bierkens, G.N.J.C. (author), Kamatani, Kengo (author), Roberts, Gareth O. (author)
Piecewise deterministic Markov processes are an important new tool in the design of Markov chain Monte Carlo algorithms. Two examples of fundamental importance are the bouncy particle sampler (BPS) and the zig–zag process (ZZ). In this paper scaling limits for both algorithms are determined. Here the dimensionality of the space tends towards...
journal article 2022
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Mignacco, Chiara (author)
Since their introduction in 1993, particle filters are amongst the most popular algorithms for performing Bayesian inference on state space models that do not admit an analytical solution. In this thesis, we will present several particle filtering algorithms adapted to a class of models known as Piecewise Deterministic Markov Processes (PDMP), i...
master thesis 2022
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Mast, Gijs (author)
To fulfil the need in the industry for fast and accurate PFE calculations in practice, a new, semi-analytical method of calculating the PFE metric for CCR has been developed, tested and analyzed in this thesis. Herewith we focus on the calculation of PFEs for liquid IR and FX portfolios involving up to three correlated risk-factors: a domestic...
master thesis 2022
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Kaneko, Kei (author)
Flight envelope prediction is a challenging task where one of the difficulties is that widely used methods, like the level set methods, are impractical for systems with more than four coupled state dimensions due to the “curse of dimensionality”. Monte-Carlo simulation based approach suffers less from this, however a large number of simulations...
master thesis 2022
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van Dijk, Raymond (author)
The microscope is an essential tool for biologists. Since the late 16th century, it has given researchers a better understanding of cell processes and greatly advanced healthcare. In this century, Single molecule localization microscopy (SMLM) has revolutionized optical microscopy by breaking the optical diffraction limit. Sparsely activating...
master thesis 2022
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Manoj Philip, Adhil (author)
The purpose of this graduation thesis entitled "Probabilistic restructuring of complex construction project activity linking using GERT: an alternate network distribution in mitigation controller" is to analyse the effect of project network structures when the duration of the project activities is distributed stochastically and its following...
master thesis 2022
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Lok, Pieter (author)
The performance of hydrostatic bearings is in part decided by their lubrication-film height shape. Imaging the shape can be done by dissolving fluorescent dyes in the layer. However, current imaging techniques are rooted in heuristics, and as such, their physics, design parameters, and error sources are not quantitively understood. To fully...
master thesis 2022
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van Dam, Teus (author)
Geophysical subsurface characterization techniques could, due to their non-invasive nature, play a crucial role in the design and subsequent construction of infrastructure in urban &amp; industrial environments. Geo-data specialist company Fugro sees potential in upgrading their current ambient-seismic- noise-tomography workflow, to make use of...
master thesis 2022
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