Numerical analysis of an incremented statistical sampling procedure in MCNP

MCNP has stood so far as one of the main Monte Carlo radiation transport codes. Its use, as any other Monte Carlo based code, has increased as computers perform calculations faster and become more affordable along time. However, the use of Monte Carlo method to tally events in volumes which represent a small fraction of the whole system may turn to be unfeasible, if a straight analogue transport procedure (no use of variance reduction techniques) is employed and precise results are demanded. Calculations of reaction rates in activation foils placed in critical systems turn to be one of the mentioned cases. The present work takes advantage of the fixed source representation from MCNP to perform the above mentioned task in a more effective sampling way (characterizing neutron population in the vicinity of the tallying region and using it in a geometric reduced coupled simulation). An extended analysis of source dependent parameters is studied in order to understand their influence on simulation performance and on validity of results. Although discrepant results have been observed for small enveloping regions, the procedure presents itself as very efficient, giving adequate and precise results in shorter times than the standard analogue procedure. (C) 2007 Elsevier Ltd. All rights reserved.

Numerical test of Born-Oppenheimer approximation in chaotic systems

We study the validity of the Born-Oppenheimer approximation in chaotic dynamics. Using numerical solutions of autonomous Fermi accelerators. we show that the general adiabatic conditions can be interpreted as the narrowness of the chaotic region in phase space. (C) 2009 Elsevier B.V. All rights reserved.

Numerical simulation of magnetic interactions in polycrystalline YFeO3

The magnetic behavior of polycrystalline yttrium orthoferrite was studied from the experimental and theoretical points of view. Magnetization measurements up to 170 kOe were carried out on a single-phase YFeO3 sample synthesized from heterobimetallic alkoxides. The complex interplay between weak-ferromagnetic and antiferromagnetic interactions, observed in the experimental M(H) curves, was successfully simulated by locally minimizing the magnetic energy of two interacting Fe sublattices. The resulting values of exchange field (H-E = 5590 kOe), anisotropy field (H-A = 0.5 kOe) and Dzyaloshinsky-Moriya antisymmetric field (H-D = 149 kOe) are in good agreement with previous reports on this system. (C) 2007 Elsevier B.V. All rights reserved.

A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

Simulation and optimisation techniques for sawmill yard operation : A literature review

Increasing costs and competitive business strategies are pushing sawmill enterprises to make an effort for optimization of their process management. Organizational decisions mainly concentrate on performance and reduction of operational costs in order to maintain profit margins. Although many efforts have been made, effective utilization of resources, optimal planning and maximum productivity in sawmill are still challenging to sawmill industries. Many researchers proposed the simulation models in combination with optimization techniques to address problems of integrated logistics optimization. The combination of simulation and optimization technique identifies the optimal strategy by simulating all complex behaviours of the system under consideration including objectives and constraints. During the past decade, an enormous number of studies were conducted to simulate operational inefficiencies in order to find optimal solutions. This paper gives a review on recent developments and challenges associated with simulation and optimization techniques. It was believed that the review would provide a perfect ground to the authors in pursuing further work in optimizing sawmill yard operations.

Numerical Simulation Of Sediment Transport And Bedmorphology Around A Hydraulic Structure On A River

Scour around hydraulic structures is a critical problem in hydraulic engineering. Under prediction of scour depth may lead to costly failures of the structure, while over prediction might result in unnecessary costs. Unfortunately, up-to-date empirical scour prediction formulas are based on laboratory experiments that are not always able to reproduce field conditions due to complicated geometry of rivers and temporal and spatial scales of a physical model. However, computational fluid dynamics (CFD) tools can perform using real field dimensions and operating conditions to predict sediment scour around hydraulic structures. In Korea, after completing the Four Major Rivers Restoration Project, several new weirs have been built across Han, Nakdong, Geum and Yeongsan Rivers. Consequently, sediment deposition and bed erosion around such structures have became a major issue in these four rivers. In this study, an application of an open source CFD software package, the TELEMAC-MASCARET, to simulate sediment transport and bed morphology around Gangjeong weir, which is the largest multipurpose weir built on Nakdong River. A real bathymetry of the river and a geometry of the weir have been implemented into the numerical model. The numerical simulation is carried out with a real hydrograph at the upstream boundary. The bedmorphology obtained from the numerical results has been validated against field observation data, and a maximum of simulated scour depth is compared with the results obtained by empirical formulas of Hoffmans. Agreement between numerical computations, observed data and empirical formulas is judged to be satisfactory on all major comparisons. The outcome of this study does not only point out the locations where deposition and erosion might take place depending on the weir gate operation, but also analyzes the mechanism of formation and evolution of scour holes after the weir gates.

Combined Vertical And Lateral Channel Evolution Numerical Modeling

Vertical stream bed erosion has been studied routinely and its modeling is getting widespread acceptance. The same cannot be said with lateral stream bank erosion since its measurement or numerical modeling is very challenging. Bank erosion, however, can be important to channel morphology. It may contribute significantly to the overall sediment budget of a stream, is a leading cause of channel migration, and is the cause of major channel maintenance. However, combined vertical and lateral channel evolution is seldom addressed. In this study, a new geofluival numerical model is developed to simulate combined vertical and lateral channel evolution. Vertical erosion is predicted with a 2D depth-averaged model SRH-2D, while lateral erosion is simulated with a linear retreat bank erosion model developed in this study. SRH-2D and the bank erosion model are coupled together both spatially and temporally through a common mesh and the same time advancement. The new geofluvial model is first tested and verified using laboratory meander channels; good agreement are obtained between predicted bank retreat and measured data. The model is then applied to a 16-kilometer reach of Chosui River, Taiwan. Vertical and lateral channel evolution during a three-year period (2004 to 2007) is simulated and results are compared with the field data. It is shown that the geofluvial model correctly captures all major erosion and deposition patterns. The new model is shown to be useful for identifying potential erosion sites and providing information for river maintenance planning.

On certain geometric aspects of portfolio optimisation with higher moments

We discuss geometric properties related to the minimisation of a portfolio kurtosis given its first two odd moments, considering a risk-less asset and allowing for short sales. The findings are generalised for the minimisation of any given even portfolio moment with fixed excess return and skewness, and then for the case in which only excess return is constrained. An example with two risky assets provides a better insight on the problems related to the solutions. The importance of the geometric properties and their use in the higher moments portfolio choice context is highlighted.

A Numerical method for the semilinear stochastic transport equation

Trabalho apresentado no XXXV CNMAC, Natal-RN, 2014.

A Higher order and stable method for the numerical integration of Random Differential Equations

Trabalho apresentado no Congresso Nacional de Matemática Aplicada à Indústria, 18 a 21 de novembro de 2014, Caldas Novas - Goiás

Numerical integration of coupled stochastic oscillators driven by Random Forces

Trabalho apresentado no International Conference on Scientific Computation And Differential Equations 2015