Methods of Monte Carlo Simulation
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چکیده
منابع مشابه
Applying Point Estimation and Monte Carlo Simulation Methods in Solving Probabilistic Optimal Power Flow Considering Renewable Energy Uncertainties
The increasing penetration of renewable energy results in changing the traditional power system planning and operation tools. As the generated power by the renewable energy resources are probabilistically changed, the certain power system analysis tolls cannot be applied in this case. Probabilistic optimal power flow is one of the most useful tools regarding the power system analysis in presen...
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In this paper, the pricing of a European call option on the underlying asset is performed by using a Monte Carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. The proposed approach, applied in Monte Carlo simulation, is based on the Black-Scholes equation which generally def...
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Monte Carlo method is the most accurate method for simulation of radiation therapy equipment. The linear accelerators (linac) are currently the most widely used machines in radiation therapy centers. Monte Carlo modeling of the Siemens Primus linear accelerator in 6 MeV beams was used. Square field size of 10 × 10 cm2 produced by the jaws was compared with TLD. Head simulation of Siemens accele...
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Kinetic Monte Carlo simulation was applied to investigation of kinetics and mechanism of oxalic acid degradation by direct and heterogeneous catalytic ozonation. La-containing perovskites including LaFeO3, LaNiO3, LaCoO3 and LaMnO3 was studied as catalyst for oxalic acid ozonation. The reaction kinetic mechanisms of each abovementioned catalytic systems has been achieved. The rate constants val...
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Serum Albumin is the most aboundant protein in blood plasma. Its two major roles aremaintaining osmotic pressure and depositing and transporting compounds. In this paper,Albumin-methanol solution simulation is carried out by three techniques including MonteCarlo (MC), Molecular Dynamic (MD) and Langevin Dynamic (LD) simulations. Byinvestigating energy changes by time and temperature (between 27...
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Each system has its own definition of reliability. Reliability in mobile ad-hoc networks (MANET) could be interpreted as, the probability of reaching a message from a source node to destination, successfully. The variability and volatility of the MANET configuration makes typical reliability methods (e.g. reliability block diagram) inappropriate. It is because, no single structure or configurat...
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