Searched for: subject:"Monte%5C+Carlo%5C+methods"
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Tindemans, S.H. (author), Strbac, Goran (author)
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed models are used. Previously published methods to speed up computations may severely constrain model complexity...
journal article 2020
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van Kessel, L.C.P.M. (author), Huisman, T. (author), Hagen, C.W. (author)
Line-edge roughness (LER) is often measured from top-down critical dimension scanning electron microscope (CD-SEM) images. The true three-dimensional roughness profile of the sidewall is typically ignored in such analyses. We study the response of a CD-SEM to sidewall roughness (SWR) by simulation. We generate random rough lines and spaces,...
conference paper 2020
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Bierkens, G.N.J.C. (author), van der Meulen, F.H. (author), Schauer, M.R. (author)
Suppose X is a multidimensional diffusion process. Assume that at time zero the state of X is fully observed, but at time 0$ ]]> only linear combinations of its components are observed. That is, one only observes the vector for a given matrix L. In this paper we show how samples from the conditioned process can be generated. The main...
journal article 2020
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van Kessel, L.C.P.M. (author), Huisman, T.A. (author), Hagen, Cornelis W. (author)
Background: Line-edge roughness (LER) is often measured from top-down critical dimension scanning electron microscope (CD-SEM) images. The true three-dimensional roughness profile of the sidewall is typically ignored in such analyses. Aim: We study the response of a CD-SEM to sidewall roughness (SWR) by simulation. Approach: We generate...
journal article 2020
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Xu, Lei (author), Zhai, Wanming (author), Li, Z. (author)
Due to random characteristics of system parameters and excitations, the dynamic assessment and prediction for the train-track-bridge interaction systems become rather complex issues needing to be addressed, especially considering the longitudinal inhomogeneity and uncertainty of dynamic properties in physics and correspondingly their temporal...
journal article 2018
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Mirebeau, I. (author), Martin, N (author), Deutsch, M. (author), Bannenberg, L.J. (author), Pappas, C. (author), Chaboussant, G. (author), Cubitt, R (author), Decorse, C. (author), Leonov, A.O. (author)
journal article 2018
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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
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Leitao Rodriguez, A. (author), Grzelak, L.A. (author), Oosterlee, C.W. (author)
In this paper, we will present a multiple time step Monte Carlo simulation technique for pricing options under the Stochastic Alpha Beta Rho model. The proposed method is an extension of the one time step Monte Carlo method that we proposed in an accompanying paper Leitao et al. [Appl. Math. Comput. 2017, 293, 461–479], for pricing European...
journal article 2017
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Verduin, T. (author), Lokhorst, S.R. (author), Hagen, C.W. (author), Kruit, P. (author)
We have developed a fast three dimensional Monte-Carlo framework for the investigation of shotnoise induced side-wall roughness (SWR) formation. The calculation outline is demonstrated by an example for an exposure of a 100nm thick layer of negative tone resist (NTR) resist on top of an infinitely thick silicon substrate. We use our home...
conference paper 2016
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Tanttu, K. (author), Korkiala-Tanttu, L. (author), Häkkinen, I. (author), Liukas, J. (author)
In Finnish ground investigation methods percussion drilling has an important role as a mean to define the rock surface. Ground conditions in Finland vary a lot, however, it is quite common that the soil layers are relatively thin and the rock surface lies in around 3...5 meters depth. Besides that the rock is usually very hard, so it has to be...
conference paper 2015
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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
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Salari, H. (author), Eslami-Mossallam, B. (author), Nederi, S. (author), Ejtehadi, M.R. (author)
Experimental data of the DNA cyclization (J-factor) at short length scales exceed the theoretical expectation based on the wormlike chain (WLC) model by several orders of magnitude. Here, we propose that asymmetric bending rigidity of the double helix in the groove direction can be responsible for extreme bendability of DNA at short length...
journal article 2015
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Van Westen, T. (author), Oyarzun Rivera, B.A. (author), Vlugt, T.J.H. (author), Gross, J. (author)
We develop an equation of state (EoS) for describing isotropic-nematic (IN) phase equilibria of Lennard-Jones (LJ) chain fluids. The EoS is developed by applying a second order Barker-Henderson perturbation theory to a reference fluid of hard chain molecules. The chain molecules consist of tangentially bonded spherical segments and are allowed...
journal article 2015
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Biljecki, F. (author), Ledoux, H. (author), Stoter, J. (author)
This paper describes the analysis of the propagation of positional uncertainty in 3D city models to the uncertainty in the computation of their volumes. Current work related to error propagation in GIS is limited to 2D data and 2D GIS operations, especially of rasters. In this research we have (1) developed two engines, one that generates random...
conference paper 2014
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Li, F. (author)
Coastal erosion has gained global attention and has been studied for many decades. As a soft sea defence structure, coastal sandy dunes protect coastal zones all over the world, which usually are densely populated areas with tremendous economic value. The coastal zone of the Netherlands, one of the most well-known vulnerable areas to coastal...
doctoral thesis 2014
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Jain, S. (author)
This thesis discusses the role of flexibility of decisions when investing in projects that are affected by economic uncertainties. It uses the theory of real options to value such investment decisions. The thesis focuses on investment decisions related to nuclear power plants, which usually are affected by several sources of economic...
doctoral thesis 2014
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Van Westen, T. (author), Oyarzun, B. (author), Vlugt, T.J.H. (author), Gross, J. (author)
An extension of Onsager's second virial theory is developed to describe the isotropic-nematic phase transition of tangent hard-sphere chain fluids. Flexibility is introduced by the rod-coil model. The effect of chain-flexibility on the second virial coefficient is described using an accurate, analytical approximation for the orientation...
journal article 2013
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Oyarzun, B.A. (author), Van Westen, T. (author), Vlugt, T.J.H. (author)
he liquid crystal phase behavior of linear and partially flexible hard-sphere chain fluids and the solubility of hard spheres in hard-sphere chain fluids are studied by constant pressure Monte Carlo simulations. An extensive study on the phase behavior of linear fluids with a length of 7, 8, 9, 10, 11, 12, 13, 14, 15, and 20 beads is carried out...
journal article 2013
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Shen, Y. (author), Van der Weide, J.A.M. (author), Anderluh, J.H.M. (author)
An advanced method, which we call Monte Carlo-COS method, is proposed for computing the counterparty credit exposure profile of Bermudan options under Lévy process. The different exposure profiles and exercise intensity under different mea- sures, P and Q, are discussed. Since the COS method [1] delivers accurate Bermudan prices, and no change...
journal article 2013
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Van Westen, T. (author), Vlugt, T.J.H. (author), Gross, J. (author)
Onsager-like theories are commonly used to describe the phase behavior of nematic (only orientationally ordered) liquid crystals. A key ingredient in such theories is the orientation-dependent excluded volume of two molecules. Although for hard convex molecular models this is generally known in analytical form, for more realistic molecular...
journal article 2012
Searched for: subject:"Monte%5C+Carlo%5C+methods"
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