983 resultados para Monte-Carlo method
Resumo:
Techniques of evaluation of risks coming from inherent uncertainties to the agricultural activity should accompany planning studies. The risk analysis should be carried out by risk simulation using techniques as the Monte Carlo method. This study was carried out to develop a computer program so-called P-RISCO for the application of risky simulations on linear programming models, to apply to a case study, as well to test the results comparatively to the @RISK program. In the risk analysis it was observed that the average of the output variable total net present value, U, was considerably lower than the maximum U value obtained from the linear programming model. It was also verified that the enterprise will be front to expressive risk of shortage of water in the month of April, what doesn't happen for the cropping pattern obtained by the minimization of the irrigation requirement in the months of April in the four years. The scenario analysis indicated that the sale price of the passion fruit crop exercises expressive influence on the financial performance of the enterprise. In the comparative analysis it was verified the equivalence of P-RISCO and @RISK programs in the execution of the risk simulation for the considered scenario.
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Tässä työssä on tutkittu OL1/OL2-ydinvoimalaitosten käytetyn polttoaineen siirrossa aiheutuvaa altistusta neutronisäteilylle. Käytetty polttoaine siirretään vedellä täytetyssä käytetyn polttoaineen siirtosäiliössä Castor TVO:ssa OL1/OL2-laitoksilta käytetyn polttoaineen varastolle. Siirtotyön aikana useat eri ammattiryhmiin kuuluvat henkilöt työskentelevät siirtosäiliön välittömässä läheisyydessä, altistuen käytetystä polttoaineesta emittoituvalle fotoni- ja neutronisäteilylle. Aikaisemmista neutronisäteilyannosten mittauksista on todettu, ettei jatkuvalle altistuksen seurannalle ole ollut tarvetta. Tämän työn tarkoitus on selvittää teoreettisilla laskelmilla siirtotyöhön osallistuvan henkilön mahdollisuus saada kirjausrajan ylittävä annos neutronisäteilyä. Neutronisäteilyn annosnopeudet siirtosäiliötä ympäröivässä tilassa on laskettu yhdysvaltalaisella Monte Carlo-menetelmään perustuvalla MCNP-ohjelmalla. MCNP:llä mallinnettiin siirtosäiliö, siirtosäiliön sisältämä polttoaine ja ympäröivä tila kolmella jäähtymisajalla ja kolmella keskimääräisellä maksimipoistopalamalla. Polttoainenippujen isotooppikonsentraatiot ja säteilylähteiden voimakkuudet on laskettu Studsvik SNF-ohjelmalla. Simuloinnin perusteella voidaan todeta, ettei neutronisäteilyannosten jatkuvalle seurannalle ole tarvetta käytetyn polttoaineen siirrossa. Vaikka neutronisäteilyn annosnopeudet voivat nousta siirtosäiliön läheisyydessä suhteellisen suuriksi, ovat siirtosäiliön lähellä tehtävät työt niin lyhytaikaisia, että kirjausrajan ylitystä voidaan pitää hyvin epätodennäköisenä. Johtopäätökset varmistetaan työssä suunnitellulla mittausjärjestelyllä.
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The aim of this work is to invert the ionospheric electron density profile from Riometer (Relative Ionospheric opacity meter) measurement. The newly Riometer instrument KAIRA (Kilpisjärvi Atmospheric Imaging Receiver Array) is used to measure the cosmic HF radio noise absorption that taking place in the D-region ionosphere between 50 to 90 km. In order to invert the electron density profile synthetic data is used to feed the unknown parameter Neq using spline height method, which works by taking electron density profile at different altitude. Moreover, smoothing prior method also used to sample from the posterior distribution by truncating the prior covariance matrix. The smoothing profile approach makes the problem easier to find the posterior using MCMC (Markov Chain Monte Carlo) method.
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According to the International Atomic Energy Agency (IAEA), a relatively significant number of radiological accidents have occurred in recent years mainly because of the practices referred to as potentially high-risk activities, such as radiotherapy, large irradiators and industrial radiography, especially in gammagraphy assays. In some instances, severe injuries have occurred in exposed persons due to high radiation doses. In industrial radiography, 80 cases involving a total of 120 radiation workers, 110 members of the public including 12 deaths have been recorded up to 2014. Radiological accidents in industrial practices in Brazil have mainly resulted in development of cutaneous radiation syndrome (CRS) in hands and fingers. Brazilian data include 5 serious cases related to industrial gammagraphy, affecting 7 radiation workers and 19 members of the public; however, none of them were fatal. Some methods of reconstructive dosimetry have been used to estimate the radiation dose to assist in prescribing medical treatment. The type and development of cutaneous manifestations in the exposed areas of a person is the first achievable gross dose estimation. This review article presents the state-of-the-art reconstructive dosimetry methods enabling estimation of local radiation doses and provides guidelines for medical handling of the exposed individuals. The review also presents the Chilean and Brazilian radiological accident cases to highlight the importance of reconstructive dosimetry.
Resumo:
The investments have always been considered as an essential backbone and so-called ‘locomotive’ for the competitive economies. However, in various countries, the state has been put under tight budget constraints for the investments in capital intensive projects. In response to this situation, the cooperation between public and private sector has grown based on public-private mechanism. The promotion of favorable arrangement for collaboration between public and private sectors for the provision of policies, services, and infrastructure in Russia can help to address the problems of dry ports development that neither municipalities nor the private sector can solve alone. Especially, the stimulation of public-private collaboration is significant under the exposure to externalities that affect the magnitude of the risks during all phases of project realization. In these circumstances, the risk in the projects also is becoming increasingly a part of joint research and risk management practice, which is viewed as a key approach, aiming to take active actions on existing global and specific factors of uncertainties. Meanwhile, a relatively little progress has been made on the inclusion of the resilience aspects into the planning process of a dry ports construction that would instruct the capacity planner, on how to mitigate the occurrence of disruptions that may lead to million dollars of losses due to the deviation of the future cash flows from the expected financial flows on the project. The current experience shows that the existing methodological base is developed fragmentary within separate steps of supply chain risk management (SCRM) processes: risk identification, risk evaluation, risk mitigation, risk monitoring and control phases. The lack of the systematic approach hinders the solution of the problem of risk management processes of dry port implementation. Therefore, management of various risks during the investments phases of dry port projects still presents a considerable challenge from the practical and theoretical points of view. In this regard, the given research became a logical continuation of fundamental research, existing in the financial models and theories (e.g., capital asset pricing model and real option theory), as well as provided a complementation for the portfolio theory. The goal of the current study is in the design of methods and models for the facilitation of dry port implementation through the mechanism of public-private partnership on the national market that implies the necessity to mitigate, first and foremost, the shortage of the investments and consequences of risks. The problem of the research was formulated on the ground of the identified contradictions. They rose as a continuation of the trade-off between the opportunities that the investors can gain from the development of terminal business in Russia (i.e. dry port implementation) and risks. As a rule, the higher the investment risk, the greater should be their expected return. However, investors have a different tolerance for the risks. That is why it would be advisable to find an optimum investment. In the given study, the optimum relates to the search for the efficient portfolio, which can provide satisfaction to the investor, depending on its degree of risk aversion. There are many theories and methods in finance, concerning investment choices. Nevertheless, the appropriateness and effectiveness of particular methods should be considered with the allowance of the specifics of the investment projects. For example, the investments in dry ports imply not only the lump sum of financial inflows, but also the long-term payback periods. As a result, capital intensity and longevity of their construction determine the necessity from investors to ensure the return on investment (profitability), along with the rapid return on investment (liquidity), without precluding the fact that the stochastic nature of the project environment is hardly described by the formula-based approach. The current theoretical base for the economic appraisals of the dry port projects more often perceives net present value (NPV) as a technique superior to other decision-making criteria. For example, the portfolio theory, which considers different risk preference of an investor and structures of utility, defines net present value as a better criterion of project appraisal than discounted payback period (DPP). Meanwhile, in business practice, the DPP is more popular. Knowing that the NPV is based on the assumptions of certainty of project life, it cannot be an accurate appraisal approach alone to determine whether or not the project should be accepted for the approval in the environment that is not without of uncertainties. In order to reflect the period or the project’s useful life that is exposed to risks due to changes in political, operational, and financial factors, the second capital budgeting criterion – discounted payback period is profoundly important, particularly for the Russian environment. Those statements represent contradictions that exist in the theory and practice of the applied science. Therefore, it would be desirable to relax the assumptions of portfolio theory and regard DPP as not fewer relevant appraisal approach for the assessment of the investment and risk measure. At the same time, the rationality of the use of both project performance criteria depends on the methods and models, with the help of which these appraisal approaches are calculated in feasibility studies. The deterministic methods cannot ensure the required precision of the results, while the stochastic models guarantee the sufficient level of the accuracy and reliability of the obtained results, providing that the risks are properly identified, evaluated, and mitigated. Otherwise, the project performance indicators may not be confirmed during the phase of project realization. For instance, the economic and political instability can result in the undoing of hard-earned gains, leading to the need for the attraction of the additional finances for the project. The sources of the alternative investments, as well as supportive mitigation strategies, can be studied during the initial phases of project development. During this period, the effectiveness of the investments undertakings can also be improved by the inclusion of the various investors, e.g. Russian Railways’ enterprises and other private companies in the dry port projects. However, the evaluation of the effectiveness of the participation of different investors in the project lack the methods and models that would permit doing the particular feasibility study, foreseeing the quantitative characteristics of risks and their mitigation strategies, which can meet the tolerance of the investors to the risks. For this reason, the research proposes a combination of Monte Carlo method, discounted cash flow technique, the theory of real options, and portfolio theory via a system dynamics simulation approach. The use of this methodology allows for comprehensive risk management process of dry port development to cover all aspects of risk identification, risk evaluation, risk mitigation, risk monitoring, and control phases. A designed system dynamics model can be recommended for the decision-makers on the dry port projects that are financed via a public-private partnership. It permits investors to make a decision appraisal based on random variables of net present value and discounted payback period, depending on different risks factors, e.g. revenue risks, land acquisition risks, traffic volume risks, construction hazards, and political risks. In this case, the statistical mean is used for the explication of the expected value of the DPP and NPV; the standard deviation is proposed as a characteristic of risks, while the elasticity coefficient is applied for rating of risks. Additionally, the risk of failure of project investments and guaranteed recoupment of capital investment can be considered with the help of the model. On the whole, the application of these modern methods of simulation creates preconditions for the controlling of the process of dry port development, i.e. making managerial changes and identifying the most stable parameters that contribute to the optimal alternative scenarios of the project realization in the uncertain environment. System dynamics model allows analyzing the interactions in the most complex mechanism of risk management process of the dry ports development and making proposals for the improvement of the effectiveness of the investments via an estimation of different risk management strategies. For the comparison and ranking of these alternatives in their order of preference to the investor, the proposed indicators of the efficiency of the investments, concerning the NPV, DPP, and coefficient of variation, can be used. Thus, rational investors, who averse to taking increased risks unless they are compensated by the commensurate increase in the expected utility of a risky prospect of dry port development, can be guided by the deduced marginal utility of investments. It is computed on the ground of the results from the system dynamics model. In conclusion, the outlined theoretical and practical implications for the management of risks, which are the key characteristics of public-private partnerships, can help analysts and planning managers in budget decision-making, substantially alleviating the effect from various risks and avoiding unnecessary cost overruns in dry port projects.
Resumo:
A new method for sampling the exact (within the nodal error) ground state distribution and nondiflPerential properties of multielectron systems is developed and applied to firstrow atoms. Calculated properties are the distribution moments and the electronic density at the nucleus (the 6 operator). For this purpose, new simple trial functions are developed and optimized. First, using Hydrogen as a test case, we demonstrate the accuracy of our algorithm and its sensitivity to error in the trial function. Applications to first row atoms are then described. We obtain results which are more satisfactory than the ones obtained previously using Monte Carlo methods, despite the relative crudeness of our trial functions. Also, a comparison is made with results of highly accurate post-Hartree Fock calculations, thereby illuminating the nodal error in our estimates. Taking into account the CPU time spent, our results, particularly for the 8 operator, have a relatively large variance. Several ways of improving the eflSciency together with some extensions of the algorithm are suggested.
Resumo:
Exch~nge energy of the He-He system is calculated using the one-density matrix which has been modified according to the supermolecular density formula quoted by Kolos. The exchange energy integrals are computed analytically and by the Monte Carlo method. The results obtained from both ways compared favourably,with the results obtained from the SCF program HONDO
Resumo:
We developed the concept of split-'t to deal with the large molecules (in terms of the number of electrons and nuclear charge Z). This naturally leads to partitioning the local energy into components due to each electron shell. The minimization of the variation of the valence shell local energy is used to optimize a simple two parameter CuH wave function. Molecular properties (spectroscopic constants and the dipole moment) are calculated for the optimized and nearly optimized wave functions using the Variational Quantum Monte Carlo method. Our best results are comparable to those from the single and double configuration interaction (SDCI) method.
Resumo:
Durant la dernière décennie, les développements technologiques en radiothérapie ont transformé considérablement les techniques de traitement. Les nouveaux faisceaux non standard améliorent la conformité de la dose aux volumes cibles, mais également complexifient les procédures dosimétriques. Puisque des études récentes ont démontré l’invalidité de ces protocoles actuels avec les faisceaux non standard, un nouveau protocole applicable à la dosimétrie de référence de ces faisceaux est en préparation par l’IAEA-AAPM. Le but premier de cette étude est de caractériser les facteurs responsables des corrections non unitaires en dosimétrie des faisceaux non standard, et ainsi fournir des solutions conceptuelles afin de minimiser l’ordre de grandeur des corrections proposées dans le nouveau formalisme de l’IAEA-AAPM. Le deuxième but de l’étude est de construire des méthodes servant à estimer les incertitudes d’une manière exacte en dosimétrie non standard, et d’évaluer les niveaux d’incertitudes réalistes pouvant être obtenus dans des situations cliniques. Les résultats de l’étude démontrent que de rapporter la dose au volume sensible de la chambre remplie d’eau réduit la correction d’environ la moitié sous de hauts gradients de dose. Une relation théorique entre le facteur de correction de champs non standard idéaux et le facteur de gradient du champ de référence est obtenue. En dosimétrie par film radiochromique, des niveaux d’incertitude de l’ordre de 0.3% sont obtenus par l’application d’une procédure stricte, ce qui démontre un intérêt potentiel pour les mesures de faisceaux non standard. Les résultats suggèrent également que les incertitudes expérimentales des faisceaux non standard doivent être considérées sérieusement, que ce soit durant les procédures quotidiennes de vérification ou durant les procédures de calibration. De plus, ces incertitudes pourraient être un facteur limitatif dans la nouvelle génération de protocoles.
Resumo:
Cette thèse présente à la fois des résultats de simulations numériques en plus de ré- sultats expérimentaux obtenus en laboratoire sur le rôle joué par les défauts de structure dans le silicium amorphe. Nos travaux de simulation numérique furent réalisés avec une nouvelle méthode de simulation Monte-Carlo cinétique pour décrire l’évolution tempo- relle de modèles de silicium amorphe endommagés sur plusieurs échelles de temps jus- qu’à une seconde à la température pièce. Ces simulations montrent que les lacunes dans le silicium amorphe sont instables et ne diffusent pas sans être détruites. Nous montrons également que l’évolution d’un modèle de silicium amorphe endommagé par une colli- sion ionique lors d’un recuit peut être divisée en deux phases : la première est dominée exclusivement par la diffusion et la création/destruction de défauts de liaison, alors que la deuxième voit les créations/destructions de liens remplacées par des échanges de liens entre atomes parfaitement coordonnés. Les défauts ont aussi un effet sur la viscosité du silicium amorphe. Afin d’approfondir cette question, nous avons mesuré la viscosité du silicium amorphe et du silicium amorphe hydrogéné sous l’effet d’un faisceau d’ions. Nous montrons que la variation de la viscosité dans les deux matériaux est différente : le silicium amorphe hydrogéné a une viscosité constante en fonction de la fluence des ions alors que le silicium amorphe pur a une viscosité qui augmente de façon linéaire. Pour de faibles fluences, la viscosité du silicium hydrogéné est plus grande que la viscosité sans hydrogène. La présence d’hydrogène diminue également l’amplitude de la variation logarithmique de la contrainte observée lors de la relaxation à la température de la pièce.
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Ce mémoire porte sur la simulation d'intervalles de crédibilité simultanés dans un contexte bayésien. Dans un premier temps, nous nous intéresserons à des données de précipitations et des fonctions basées sur ces données : la fonction de répartition empirique et la période de retour, une fonction non linéaire de la fonction de répartition. Nous exposerons différentes méthodes déjà connues pour obtenir des intervalles de confiance simultanés sur ces fonctions à l'aide d'une base polynomiale et nous présenterons une méthode de simulation d'intervalles de crédibilité simultanés. Nous nous placerons ensuite dans un contexte bayésien en explorant différents modèles de densité a priori. Pour le modèle le plus complexe, nous aurons besoin d'utiliser la simulation Monte-Carlo pour obtenir les intervalles de crédibilité simultanés a posteriori. Finalement, nous utiliserons une base non linéaire faisant appel à la transformation angulaire et aux splines monotones pour obtenir un intervalle de crédibilité simultané valide pour la période de retour.
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We present a lattice model to study the equilibrium phase diagram of ordered alloys with one magnetic component that exhibits a low temperature phase separation between paramagnetic and ferromagnetic phases. The model is constructed from the experimental facts observed in Cu3-xAlMnx and it includes coupling between configurational and magnetic degrees of freedom that are appropriate for reproducing the low temperature miscibility gap. The essential ingredient for the occurrence of such a coexistence region is the development of ferromagnetic order induced by the long-range atomic order of the magnetic component. A comparative study of both mean-field and Monte Carlo solutions is presented. Moreover, the model may enable the study of the structure of ferromagnetic domains embedded in the nonmagnetic matrix. This is relevant in relation to phenomena such as magnetoresistance and paramagnetism
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The binding energies of two-dimensional clusters (puddles) of¿4He are calculated in the framework of the diffusion Monte Carlo method. The results are well fitted by a mass formula in powers of x=N-1/2, where N is the number of particles. The analysis of the mass formula allows for the extraction of the line tension, which turns out to be 0.121 K/Å. Sizes and density profiles of the puddles are also reported.