COMS GTO Injection Propellant Estimation using Monte-Carlo Method

Estimation of penetration rate of tunnel boring machines using Monte-Carlo simulation method

One of the most important parameters used for determining the performance of tunnel boring machines (TBMs) is their penetration rate. The parameters affecting the penetration rate can be divided in two categories. The first category is the controllable parameters such as the TBM technical characteristics, and type and geometry of the tunnel, and the second one is the uncontrollable parameters s...

Structural Estimation Using Sequential Monte Carlo Methods

0501, 0463) Structural Estimation Using Sequential Monte Carlo Methods

Method of Moments Using Monte Carlo Simulation

We present a computational approach to the method of moments using Monte Carlo simulation. Simple algebraic identities are used so that all computations can be performed directly using simulation draws and computation of the derivative of the log-likelihood. We present a simple implementation using the Newton-Raphson algorithm, with the understanding that other optimization methods may be used ...

The Monte-Carlo Method

The Monte Carlo Method

The Monte Carlo method is often referred to as a ‘computer experiment’. One might think of this as a way of conveying the fact that the output of simulations is not an equation, as in conventional theory. Instead, numbers appear on the computer screen in somewhat the same way that numbers appear on a measuring device in the laboratory. Thus there is the implication that somehow simulations are ...