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Huyskens, R.B.H. (author)In this study research is performed into the accuracy of flood estimation. In particular the rivers on the island of Java are considered. For these distinctive rivers, the GAMA I unit hydrograph theory was developed (Sri Harto 1985) for flood estimation. The GAMA theory defines 3 basic characteristics to represent a unit hydrograph; time of rise...master thesis 1991
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- Singor, S.N. (author) master thesis 2009
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Nolet, L.O.F. (author)KLM’s Components Services is responsible for availability of repairable aircraft components for KLM and third party airliners; on behalf of planned and unplanned maintenance. Repairable aircraft components are interchangeable. Hence the realization of components availability includes monitoring components flowing through a continuous cycle that...master thesis 2009
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Stolwijk, J.J. (author)Three different models of single-server queues with adaptable service speed are discussed and Monte Carlo simulations of these models are presented. Moreover, some results are given and some stochastic orderings between steady-state workload distributions are proven.bachelor thesis 2010
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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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Hartog, J. (author)A more efficient method for the estimation of failure probabilities using monotonicity, a common feature of reliability problems, is presented and evaluted. The method is based on Monte Carlo simulation.bachelor 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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Brouwer, J. (author)Een studie naar Sequentiele Monte Carlo Methods toegepast op Hidden Markov Models. De Sequential Importance Sampling en Sequential Importance Resampling filters worden bestudeerd en de gebreken zoals weight degeneration en sample impoverishment worden aangetoond en bestreden. Afsluitend een model geconstrueerd voor Stochastische Volatiliteit.bachelor thesis 2011
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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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Mendes, A.S. (author)The development of systems that allow unmanned aerial vehicles, known as UAVs, to perform tasks autonomously is a current trend in aerospace research. The specific aim of this thesis is to study and achieve vision-based automatic landing of a quadrotor UAV on a floating platform, a known target that possesses oscillatory behavior. The research...master thesis 2012
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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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Vrouenraets, J.M.R. (author)Procter & Gamble is an international producer and distributor of FMCG. The current inventory management practices at P&G, and for the Babycare category in particular, do not result in the target service and inventory levels. This thesis questions how the inventory management practices for the Babycare category should operate in order to achieve...master thesis 2013
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Van Adrichem, H.L.A. (author)Large-scale river projects are executed on the Dutch rivers to meet increased flood conveyance standards. Because the projects bring variation to the standardised river profile, they are expected to induce increased river dynamics. The consequences are higher dredging costs and more disruption to inland navigation. All river intervention plans...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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Dietz, J.J. (author)Europe’s transport sector is predominantly fuelled by oil products, fuels which are finite and emit large amounts of greenhouse gasses (i.e. CO2 and NOx) upon combustion. Therefore the sector is faced with stricter emission control regulations in the coming decade. The use of liquefied natural gas (LNG) as a fuel has shown prosperous results for...master thesis 2014
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Nguyen Hoang Kien, N.H.K. (author)In the regularization of ill-posed problems from image restoration, where we want to recover an image from blurred and noisy data, there are many methods that can be useful. Among those, the TRUSTmu method proposed in Rojas and Steihaug, 2002, is an efficient method for solving large-scale regularization problems with additional non-negativity...master thesis 2014
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- Van der Zwaard, T. (author) bachelor thesis 2014
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De Jong, M.D. (author)This thesis describes FPGA-accelerated Monte-Carlo integration using adaptive stratified sampling. Monte-Carlo integration can be used to determine the value of integrals that have no closed form solution. In this work, the FPGA-accelerated design is used to determine the price of different types of financial options. The considered options are...master thesis 2014