Searched for: subject%3A%22monte%255C+carlo%22
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Wintermans, Marten (author)
To align with the objective of the European Green Deal [46] policy of achieving net-zero greenhouse gas emissions by 2050, the construction sector must transition to a circular built environment. Most of the waste in the Netherlands is related to construction and demolition waste, with the industry accounting for approximately 35% of CO<sub>2<...
master thesis 2024
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Sarkisian, David (author)
This thesis explores how forecasts of Dutch government bond yields can be improved by extending the current Dynamic Nelson-Siegel (DNS) model, used by the Dutch State Treasury Agency (DSTA), with stochastic volatility modeling and a Bayesian approach to parameter estimation and forecasting. The primary goal was to determine if the model...
master thesis 2024
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van der Kraan, Frenk (author)
Gaining insights into anticipated future expenses is essential for both the planning and construction phases of a project. A significant factor in future costs, particularly over extended periods, is the variability of material and labor prices. the change in costs over time, known as ’cost escalation,’ has been the focus of numerous research...
master thesis 2024
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Ricci, Federica (author), Yang, M. (author), Reniers, G.L.L.M.E. (author), Cozzani, Valerio (author)
Emergency response is a procedural safety barrier of paramount importance for the mitigation of fire scenarios and the prevention of escalation. However, in Natech scenarios, emergency response may be affected by the natural event impacting the site. Indeed, when contrasting Natech accidents, emergency responders have to face both the natural...
journal article 2024
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Kirchner, K. (author), Schwab, Christoph (author)
We formulate standard and multilevel Monte Carlo methods for the kth moment M<sub>ε</sub><sup>k</sup>[ξ] of a Banach space valued random variable ξ:Ω→E, interpreted as an element of the k-fold injective tensor product space ⊗<sub>ε</sub><sup>k</sup>E. For the standard Monte Carlo estimator of M<sub>ε</sub><sup>k</sup>[ξ], we prove the k...
journal article 2024
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Wasik, Dominika O. (author), Vicent-Luna, José Manuel (author), Luna-Triguero, Azahara (author), Dubbeldam, David (author), Vlugt, T.J.H. (author), Calero, Sofía (author)
The series of metal–organic frameworks M-MOF-74 gained popularity in the field of capture and separation of CO<sub>2</sub> due to the presence of numerous, highly reactive open-metal sites. The description of effective interactions between guest molecules and open-metal sites without accounting for polarization effects is challenging but it...
journal article 2024
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Ferreira Filho, José Osvaldo (author), da Silva, Luís Simões (author), Tankova, T. (author), Carvalho, Hermes (author)
This paper aims to assess the influence of geometrical imperfections and residual stresses on the reliability of the stability design rules for steel columns in Eurocode 3 considering a full probabilistic approach and further validate the new buckling curves in the scope of the ongoing revision of the Structural Eurocodes. A reliability...
journal article 2024
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Lasala, Silvia (author), Samukov, Konstantin (author), Polat, H.M. (author), Lachet, Véronique (author), Herbinet, Olivier (author), Privat, Romain (author), Jaubert, Jean Noël (author), Moultos, O. (author), De Ras, Kevin (author), Vlugt, T.J.H. (author)
The use of reactive working fluids in thermodynamic cycles is currently being considered as an alternative to inert working fluids, because of the preliminarily attested higher energy-efficiency potential. The current needs to simulate their use in thermodynamic cycles, which may operate in liquid, vapour or vapour-liquid state, are an...
journal article 2024
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Tseremoglou, I. (author), Santos, Bruno F. (author)
In the Condition-Based Maintenance (CBM) context, the definition of optimal maintenance plans for an aircraft fleet depends on an efficient integration of : (i) the probabilistic predictions of the health condition of the components and (ii) the stochastic arrival of the corrective maintenance tasks, together with consideration of the...
journal article 2024
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Brown, Jason I. (author), Kolokolnikov, Theodore (author), Kooij, Robert (author)
We introduce two new methods for approximating the all-terminal reliability of undirected graphs. First, we introduce an edge removal process: remove edges at random, one at a time, until the graph becomes disconnected. We show that the expected number of edges thus removed is equal to (Formula presented.), where (Formula presented.) is the...
journal article 2024
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Yarveisy, R. (author), Khan, Faisal (author), Abbassi, Rouzbeh (author)
This paper presents a data-driven approach to predict the pipelines’ corrosion-induced Burst failure. In this approach, different aspects of pit growth progression and spatial distribution of pits are simulated. The proposed approach takes advantage of population characteristics to model these aspects of the degradation paths for each pipe...
journal article 2024
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Polat, H.M. (author), Lasala, Silvia (author), De Meyer, Frédérick (author), Houriez, Céline (author), Moultos, O. (author), Vlugt, T.J.H. (author)
We explore the impact of force field parameters and reaction equilibrium on the scaling behavior towards the critical point in reactive binary systems, focusing on NO <sub>2</sub>/N <sub>2</sub>O <sub>4</sub>. This system can be considered as a special single-component system since NO <sub>2</sub> and N <sub>2</sub>O <sub>4</sub> are in...
journal article 2024
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Saji, Tijin H.G. (author), Vicent-Luna, José Manuel (author), Vlugt, T.J.H. (author), Calero, Sofía (author), Bagheri, Behnaz (author)
Hydrogen peroxide plays a key role in many environmental and industrial chemical processes. We performed classical Molecular Dynamics and Continuous Fractional Component Monte Carlo simulations to calculate thermodynamic properties of H<sub>2</sub>O<sub>2</sub> in aqueous solutions. The quality of the available force fields for H<sub>2</sub>O...
journal article 2024
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Kok, M. (author), Solin, Arno (author), Schön, Thomas B. (author)
Simultaneous localization and mapping (SLAM) is the task of building a map representation of an unknown environment while at the same time using it for positioning. A probabilistic interpretation of the SLAM task allows for incorporating prior knowledge and for operation under uncertainty. Contrary to the common practice of computing point...
journal article 2024
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Trevisan, E. (author), Alonso-Mora, J. (author)
Motion planning for autonomous robots in dynamic environments poses numerous challenges due to uncertainties in the robot&amp;#x0027;s dynamics and interaction with other agents. Sampling-based MPC approaches, such as Model Predictive Path Integral (MPPI) control, have shown promise in addressing these complex motion planning problems....
journal article 2024
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Meppelink, Geert jan (author)
The growing demand for electricity, driven by widespread adoption of heat pumps, electric vehicles, and industrial electrification, strains power grids and introduces challenges for a reliable and secure supply amidst intermittent renewable energy integration. Network topology control offers flexibility, altering connections to redirect power...
master thesis 2023
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Buis, Kilian (author)
After the financial crisis, the standards for the valuation of financial derivatives were reviewed and several adjustments were made to these valuations, of which Credit Value Adjustment (CVA) is the most important one. CVA represents the price of counterparty credit risk that should be added to the default-free fair price of a financial...
master thesis 2023
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Moreno León, C. (author)
Radar-tracking of low-observable targets such as drones suffers from low detection performance. In these type of applications, it is desirable to avoid data thresholding in order to preserve the weak target signal in the raw sensor data. This thesis considers the Multiple Object Tracking (MOT) problem in the context of radar Track-before-Detect ...
doctoral thesis 2023
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Oza, Jimeet (author)
Atrial fibrillation is a cardiac arrhythmia resulting from abnormal electrical conduction and impulse formation within the atria. To address this condition, a minimally invasive procedure called cardiac ablation is performed. Real-time visual feedback during this procedure plays a critical role in determining its success.<br/><br/>Photoacoustic...
master thesis 2023
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Marques da Rocha Feliciano Pereira, Sofia (author)
Barrier options, although highly liquid financial derivatives, present notable pricing challenges. In this thesis, we present a novel pricing approach for valuing continuously-monitored knock-out barrier options within the framework of stochastic volatility models.<br/><br/>The underlying process is firstly modelled under geometric Brownian...
master thesis 2023
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