the paper presents simulation results for the propagation of lightning surges along a transmission line and the overvoltages generated in a transformer at the end of the line. it is shown that the monte carlo simulation method provides more realistic assessments than the deterministic methods. it has also been shown that increasing capacitance in transformers results in reduced levels of overvo...

Monte Carlo and quasi Monte Carlo methods are simulation techniques that have been de signed to e ciently estimate integrals for instance Quasi Monte Carlo asymptotically outperforms Monte Carlo but the error can hardly be estimated We propose here to recall how hybrid Monte Carlo Quasi Monte Carlo have been developed to easily get error estimations with a special em phasis on the so called ran...

This paper will try to look into the two important methods for the calculation of Value at Risk (VaR) for non linear portfolio using Monte Carlo Simulation method. The two techniques Closed form VaR and Multilevel Monte Carlo VaR for valuing the derivative portfolio are explained in details. In case of multilevel Monte Carlo simulation, it has been found that with decrease in the number of inne...

Algorithms developed to enable the use of atornistic molecular simulation methods with parallel computers are reviewed. Methods appropriate for bonded as well as non-bonded (and charged) interactions are included. While strategies for obtaining parallel molecukir simulations have been developed for the full variety of atomistic simulation methods, molecular dynamics and Monte Carlo have receive...

This paper presents a new formulation for warehouse inventory management in a stochastic situation. The primary source of this formulation is derived from FP model, which has been proposed by Fletcher and Ponnambalam for reservoir management. The new proposed mathematical model is based on the first and the second moments of storage as a stochastic variable. Using this model, the expected value...

background: to enhance the dose to tumor, the use of high atomic number elements has been proposed. objective: the aim of this study is to investigate the effect of gold nanoparticle distribution on dose enhancement in tumor when the tumor is irradiated by typical monoenergetic x-ray beams by considering homogeneous and inhomogeneous distributions of gold nanoparticles (gnps) in the tumor. meth...

in recent research on modelling road collisions very little attention has been paid  to rear-end chain reaction collisions, which is characterized by more than two vehicles involved in a collision at the same time. the core aim of the present research is to develop a methodology to estimate such potential collision probabilities based on a proactive perspective, where deceleration rate to avoid...

this paper presents an analytical view of variance reduction by control variate technique for pricing arithmetic asian options as a financial derivatives. in this paper, the effect of correlation between two random variables is shown. we propose an efficient method for choose suitable control in pricing arithmetic asian options based on the control variates (cv). the numerical experiment shows ...

A description of Monte Carlo methods for simulation of proteins is given. Advantages and disadvantages of the Monte Carlo approach are presented. The theoretical basis for calculating equilibrium properties of biological molecules by the Monte Carlo method is presented. Some of the standard and some of the more recent ways of performing Monte Carlo on proteins are presented. A discussion of the...