In this paper source-detector solid angle calculation has been studied by Monte Carlo method, and a computer program is represented. Since most experimental works in nuclear physics are done by using of cylindrical detectors, the solid angle of this type of detector is calculated for various sources. The source in various shapes of a point, cylinder, sphere, or rectangle, may be located in any ...

This paper deals with the optimization of trial states for the computation of dominant eigenvalues of operators and very large matrices. In addition to preliminary results for the energy spectrum of van der Waals clusters, we review results of the application of this method to the computation of relaxation times of independent relaxation modes at the Ising critical point in two dimensions.

Many post-secondary academic institutions in the United States have a First-Year Seminar Program. These seminars are designed to support the success of new incoming first-year students by combining writing, research and active discussion among small groups of students. At Dickinson College, students are required to select six seminars they find interesting from a list of approximately 42 semina...

In this article we present the Bayesian decision theoretic setup for design of accelerated life tests. We review some of the key contributions to the Bayesian design of accelerated life tests. In so doing, we discuss approximate Bayesian designs based on linear Bayesian methods and Monte Carlo based methods. We consider computational issues regarding the evaluation of expectation and optimizati...

As is typical of stochastic-optimization problems, the multivariate integration of the probability-density function is the most difficult task in the optimal allotment of tolerances. In this paper, a truncated Monte Carlo simulation and a genetic algorithm are used as analysis (i.e. multivariate-integration) and synthesis (i.e. optimization) tools, respectively. The new method has performed rob...

A new efficient technique to impose the statistical correlation when using Monte Carlo type method for statistical analysis of computational problems is proposed. The technique is based on stochastic optimization method called Simulated Annealing. The comparison with other techniques presently used and intensive numerical testing showed the superiority and robustness of the method. No significa...

By applying the option pricing theory ideas, this paper models the estimation of ̄rm value distribution function as an entropy optimization problem, subject to correlation constraints. It is shown that the problem can be converted to a dual of a computationally attractive primal geometric programming (GP) problem and easily solved using publicly available software. A numerical example involving...

This paper describes the implementation of the Eidolon Monte Carlo program designed to simulate fully three-dimensional (3-D) cylindrical positron tomographs on a MIMD parallel architecture. The original code was written in Objective-C and developed under the NeXTSTEP development environment. Di€erent steps involved in porting the software on a parallel architecture based on PowerPC 604 process...

In this paper, we revisit the recently established theoretical guarantees for the convergence of the Langevin Monte Carlo algorithm of sampling from a smooth and (strongly) log-concave density. We improve, in terms of constants, the existing results when the accuracy of sampling is measured in the Wasserstein distance and provide further insights on relations between, on the one hand, the Lange...

The cross-entropy method is a recent versatile Monte Carlo technique. This article provides a brief introduction to the cross-entropy method and discusses how it can be used for rare-event probability estimation and for solving combinatorial, continuous, constrained and noisy optimization problems. A comprehensive list of references on cross-entropy methods and applications is included.