Strategisten reaalioptioiden mallintaminen Monte Carlo -simulointimenetelmällä, case Voest Alpine Stahl Ag

Tutkielman päätavoitteena oli selvittää, miten Monte Carlo –simulointi soveltuu strategisten reaalioptioiden arvonmääritykseen. Tutkielman teoriaosuudessa käytiin läpi reaalioptioteoriaa ja Monte Carlo –simulointimenetelmää toiminta-analyyttisella tutkimusotteella. Tuloksena todettiin, että simulointimenetelmää on reaalioptioiden yhteydessä yleensä käytetty, kun muu menetelmä ei ole ollut mahdollinen. Tutkielman pääpaino on tapaustutkimukseen pohjautuvassa empiriaosuudessa, jossa rakennettiin päätöksentekometodologista tutkimusotetta seuraten simulointimalli, jolla tutkittiin Voest Alpine Stahl Ag:n vaihtoehtoisten hinnoittelustrategioiden taloudellista vaikutusta. Mallin rakentaminen perustui yrityksen tilinpäätösaineistoon. Havaittiin, ettei yritys ole valitsemansa strategian vuoksi juurikaan menettänyt tuottoja, mutta toisaalta pelkkä tilinpäätösaineisto ei riitä kovin luotettavaan tarkasteluun. Vuosikertomusten antaman tiedon pohjalta analysoitiin lisäksi yrityksen toiminnassa havaittuja reaalioptioita. Monte Carlo –simulointimenetelmä sopii reaalioptioiden arvonmääritykseen, mutta kriittisiä tekijöitä ovat mallin rakentaminen ja lähtötietojen oikeellisuus. Numeerisen mallin rinnalla on siksi aiheellista suorittaa myös laadullista reaalioptioanalyysia.

Aportació a la flora micològica del Parc Nacional d'Ordesa i Monte Perdido (Prineus Centrals)

Present em un catàleg florístic de les espècies recol.lectades en el curs d'una exploració del Parc Nacional d'Ordesa i Monte Perdido (Pirineus centrals) a la tardor de 1989. en el qual comentem i il.lustrem les que considerem més interessants. com són Lentinus adhaerens (A. et S. : Fr.) Fr.. Naucoria permixta P. D. Orton, Tephrocybe baeosperma (Romagn.) Moser i Xeromphalina cornuí (Quél.) Favre.

Les Contes du Monte-Cristo. Alexandre Dumas and His "Tales for Old and Young Children"

Between 1857 and 1859 Alexandre Dumas published eleven tales from the Brothers Grimm and Hans Christian Andersen's collections in his magazine Le Monte-Cristo. The texts have a particular status, between translation and rewriting. Dumas includes them in a causerie (chat) with the readers of his magazine, and they are framed in a story where an adult tells tales to children. This results in several modifications of the originals-such as the addition of explicative comments-which I study through a comparison of "Petit-Jean et Gros-Jean" and Andersen's "Little Claus and Big Claus." Underrated and forgotten, Dumas's tales are nonetheless representative of his particular style and bear witness to his storytelling skills. They also show similarities between Dumas and Andersen, who actually became acquainted in Paris in 1843.

Effect of the surface charge discretization on electric double layers. A Monte Carlo simulation study

The structure of the electric double layer in contact with discrete and continuously charged planar surfaces is studied within the framework of the primitive model through Monte Carlo simulations. Three different discretization models are considered together with the case of uniform distribution. The effect of discreteness is analyzed in terms of charge density profiles. For point surface groups,a complete equivalence with the situation of uniformly distributed charge is found if profiles are exclusively analyzed as a function of the distance to the charged surface. However, some differences are observed moving parallel to the surface. Significant discrepancies with approaches that do not account for discreteness are reported if charge sites of finite size placed on the surface are considered.

Radioterapia adjuvante no tratamento do câncer de endométrio: experiência com a associação de radio-terapia externa e braquiterapia de alta taxa de dose

OBJETIVO: Analisar, retrospectivamente, os resultados da radioterapia externa (RT) combinada a braquiterapia de alta taxa de dose (BATD), adjuvantes à cirurgia para o carcinoma de endométrio. MATERIAIS E MÉTODOS: Avaliamos 141 pacientes tratados com RT e BATD adjuvantes à cirurgia, no período de janeiro de 1993 a janeiro de 2001. RT pélvica foi realizada com dose mediana de 45 Gy, e BATD realizada na dose mediana de 24 Gy, em quatro inserções semanais de 6 Gy. A idade mediana das pacientes foi de 63 anos e a distribuição por estádio clínico (EC) foi: EC I (FIGO), 52,4%; EC II, 13,5%; EC III, 29,8%; EC IV, 4,3%. RESULTADOS: Com seguimento mediano de 53,7 meses, a sobrevida livre de doença (SLD) em cinco anos foi: EC I, 88,0%; EC II, 70,8%; EC III, 55,1%; EC IV, 50,0% (p = 0,0003). A sobrevida global em cinco anos foi: EC I, 79,6%; EC II, 74,0%; EC III, 53,6%; EC IV, 100,0% (p = 0,0062). Fatores que influíram na SLD foram grau histológico e histologia seropapilífera. Dos 33 casos que apresentaram recidiva da doença, em 13 (9,2%) esta ocorreu na pelve, vagina ou cúpula vaginal. RT + BATD do fundo vaginal permitiram o controle da doença em 90,8% dos casos. CONCLUSÃO: A RT exerce papel fundamental no controle loco-regional do câncer de endométrio e permite excelentes taxas de cura nos estádios iniciais. Para os estádios mais avançados, a falha terapêutica tende a ser a distância, sugerindo a necessidade de complementação terapêutica sistêmica, com introdução de novas modalidades de tratamento, em particular a quimioterapia.

Uncertainty associated with Monte Carlo radiation transport in radionuclide metrology

In radionuclide metrology, Monte Carlo (MC) simulation is widely used to compute parameters associated with primary measurements or calibration factors. Although MC methods are used to estimate uncertainties, the uncertainty associated with radiation transport in MC calculations is usually difficult to estimate. Counting statistics is the most obvious component of MC uncertainty and has to be checked carefully, particularly when variance reduction is used. However, in most cases fluctuations associated with counting statistics can be reduced using sufficient computing power. Cross-section data have intrinsic uncertainties that induce correlations when apparently independent codes are compared. Their effect on the uncertainty of the estimated parameter is difficult to determine and varies widely from case to case. Finally, the most significant uncertainty component for radionuclide applications is usually that associated with the detector geometry. Recent 2D and 3D x-ray imaging tools may be utilized, but comparison with experimental data as well as adjustments of parameters are usually inevitable.

Example of Monte Carlo uncertainty assessment in the field of radionuclide metrology

This chapter presents possible uses and examples of Monte Carlo methods for the evaluation of uncertainties in the field of radionuclide metrology. The method is already well documented in GUM supplement 1, but here we present a more restrictive approach, where the quantities of interest calculated by the Monte Carlo method are estimators of the expectation and standard deviation of the measurand, and the Monte Carlo method is used to propagate the uncertainties of the input parameters through the measurement model. This approach is illustrated by an example of the activity calibration of a 103Pd source by liquid scintillation counting and the calculation of a linear regression on experimental data points. An electronic supplement presents some algorithms which may be used to generate random numbers with various statistical distributions, for the implementation of this Monte Carlo calculation method.

Dosimetria em folículos tireoidianos devido aos elétrons de baixa energia do iodo usando o método Monte Carlo

OBJETIVO: Avaliar a dose absorvida em folículos tireoidianos devido aos elétrons de baixa energia, como os elétrons Auger e os de conversão interna, além das partículas beta, para os radioisótopos de iodo (131I, 132I, 133I, 134I e 135I) usando o método Monte Carlo. MATERIAIS E MÉTODOS: O cálculo da dose foi feito ao nível folicular, simulando elétrons Auger, conversão interna e partículas beta, com o código MCNP4C. Os folículos (colóide e células foliculares) foram modelados como esferas, com diâmetros do colóide variando de 30 a 500 mm. A densidade considerada para os folículos foi a da água (1,0 g.cm-³). RESULTADOS: Considerando partículas de baixa energia, o percentual de contribuição do 131I na dose total absorvida pelo colóide é de aproximadamente 25%, enquanto os isótopos de meia-vida física curta apresentaram contribuição de 75%. Para as células foliculares, esse percentual é ainda maior, chegando a 87% para os iodos de meia-vida curta e 13% para o 131I. CONCLUSÃO: Com base nos resultados obtidos, pode-se mostrar a importância de se considerar partículas de baixa energia na contribuição para a dose total absorvida ao nível folicular (colóide e células foliculares) devido aos radioisótopos de iodo (131I, 132I, 133I, 134I e 135I).

Redução de incertezas em radioterapia utilizando simulação Monte Carlo: análise espectral aplicada à correção de dose absorvida

OBJETIVO: Determinar, por simulação Monte Carlo, os espectros de feixes de cobaltoterapia em profundidade na água e fatores de correção para doses absorvidas em dosímetros termoluminescentes de fluoreto de lítio. MATERIAIS E MÉTODOS: As simulações dos espectros secundários da fonte clínica de cobalto-60 foram realizadas com o código Monte Carlo PENELOPE, em diversas profundidades na água. Medidas experimentais de dose profunda foram obtidas com dosímetros termoluminescentes e câmara de ionização em condições de referência em radioterapia. Os fatores de correção para os dosímetros termoluminescentes foram obtidos através da razão entre as absorções relativas ao espectro de baixa energia e ao espectro total. RESULTADOS: A análise espectral em profundidade revelou a existência de espectros secundários de baixa energia responsáveis por uma parcela significativa da deposição de dose. Foram observadas discrepâncias de 3,2% nas doses medidas experimentalmente com a câmara de ionização e com os dosímetros termoluminescentes. O uso dos fatores de correção nessas medidas permitiu diminuir a discrepância entre as doses absorvidas para, no máximo, 0,3%. CONCLUSÃO: Os espectros simulados permitem o cálculo de fatores de correção para as leituras de dosímetros termoluminescentes utilizados em medidas de dose profunda, contribuindo para a redução das incertezas associadas ao controle de qualidade de feixes clínicos em radioterapia.

Monte Carlo derivation of filtered tungsten anode X-ray spectra for dose computation in digital mammography

Abstract Objective: Derive filtered tungsten X-ray spectra used in digital mammography systems by means of Monte Carlo simulations. Materials and Methods: Filtered spectra for rhodium filter were obtained for tube potentials between 26 and 32 kV. The half-value layer (HVL) of simulated filtered spectra were compared with those obtained experimentally with a solid state detector Unfors model 8202031-H Xi R/F & MAM Detector Platinum and 8201023-C Xi Base unit Platinum Plus w mAs in a Hologic Selenia Dimensions system using a direct radiography mode. Results: Calculated HVL values showed good agreement as compared with those obtained experimentally. The greatest relative difference between the Monte Carlo calculated HVL values and experimental HVL values was 4%. Conclusion: The results show that the filtered tungsten anode X-ray spectra and the EGSnrc Monte Carlo code can be used for mean glandular dose determination in mammography.

Monte Carlo thermodynamic and structural properties of the TIP4P water model: dependence on the computational conditions

Classical Monte Carlo simulations were carried out on the NPT ensemble at 25°C and 1 atm, aiming to investigate the ability of the TIP4P water model [Jorgensen, Chandrasekhar, Madura, Impey and Klein; J. Chem. Phys., 79 (1983) 926] to reproduce the newest structural picture of liquid water. The results were compared with recent neutron diffraction data [Soper; Bruni and Ricci; J. Chem. Phys., 106 (1997) 247]. The influence of the computational conditions on the thermodynamic and structural results obtained with this model was also analyzed. The findings were compared with the original ones from Jorgensen et al [above-cited reference plus Mol. Phys., 56 (1985) 1381]. It is notice that the thermodynamic results are dependent on the boundary conditions used, whereas the usual radial distribution functions g(O/O(r)) and g(O/H(r)) do not depend on them.

Termodinâmica estatística de líquidos com o método de Monte Carlo. I. Metodologia

Statistical mechanics Monte Carlo simulation is reviewed as a formalism to study thermodynamic properties of liquids. Considering the importance of free energy changes in chemical processes, the thermodynamic perturbation theory implemented in the Monte Carlo method is discussed. The representation of molecular interaction by the Lennard-Jones and Coulomb potential functions is also discussed. Charges derived from quantum molecular electrostatic potential are also discussed as an useful methodology to generate an adequate set of partial charges to be used in liquid simulation.

Termodinâmica estatística de líquidos com o método de Monte Carlo. II. O líquido clorofórmio

Thermodynamic properties and radial distribution functions for liquid chloroform were calculated using the Monte Carlo method implemented with Metropolis algorithm in the NpT ensemble at 298 K and 1 atm. A five site model was developed to represent the chloroform molecules. A force field composed by Lennard-Jones and Coulomb potential functions was used to calculate the intermolecular energy. The partial charges needed to represent the Coulombic interactions were obtained from quantum chemical ab initio calculations. The Lennard-Jones parameters were adjusted to reproduce experimental values for density and enthalpy of vaporization for pure liquid. All thermodynamic results are in excelent agreement with experimental data. The correlation functions calculated are in good accordance with theoretical results avaliable in the literature. The free energy for solvating one chloroform molecule into its own liquid at 298 K and 1 atm was computed as an additional test of the potential model. The result obtained compares well with the experimental value. The medium effects on cis/trans convertion of a hypotetical solute in water TIP4P and chloroform solvents were also accomplished. The results obtained from this investigation are in agreement with estimates of the continuous theory of solvation.