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1.
Sun, Xihao.
Pricing Options with Monte Carlo and Binomial Tree Methods.
Degree: MS, 2011, Worcester Polytechnic Institute
URL: etd-050311-184136
;
https://digitalcommons.wpi.edu/etd-theses/687
► This report describes our work in pricing options using computational methods. First, I collected the historical asset prices for assets in four economic sectors…
(more)
▼ This report describes our work in pricing options using computational
methods. First, I collected the historical asset prices for assets in four economic sectors to estimate model parameters, such as asset returns and covariances. Then I used these parameters to model asset prices using multiple geometric Brownian motion and simulate new asset prices. Using the generated prices, I used
Monte Carlo methods and control variates to price call options. Next I used the binomial tree model to price put options, which I was introduced to in the course Math 571: Financial Mathematics I. Using the estimated put and call option prices together with some stocks, I formed a portfolio in an Interactive Brokers paper account . This project was done a part of the masters capstone course Math 573: Computational
Methods of Financial Mathematics.
Advisors/Committee Members: Marcel Y. Blais, Advisor, ;.
Subjects/Keywords: The Monte Carlo Methods
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APA (6th Edition):
Sun, X. (2011). Pricing Options with Monte Carlo and Binomial Tree Methods. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-050311-184136 ; https://digitalcommons.wpi.edu/etd-theses/687
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Sun, Xihao. “Pricing Options with Monte Carlo and Binomial Tree Methods.” 2011. Thesis, Worcester Polytechnic Institute. Accessed January 23, 2021.
etd-050311-184136 ; https://digitalcommons.wpi.edu/etd-theses/687.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Sun, Xihao. “Pricing Options with Monte Carlo and Binomial Tree Methods.” 2011. Web. 23 Jan 2021.
Vancouver:
Sun X. Pricing Options with Monte Carlo and Binomial Tree Methods. [Internet] [Thesis]. Worcester Polytechnic Institute; 2011. [cited 2021 Jan 23].
Available from: etd-050311-184136 ; https://digitalcommons.wpi.edu/etd-theses/687.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Sun X. Pricing Options with Monte Carlo and Binomial Tree Methods. [Thesis]. Worcester Polytechnic Institute; 2011. Available from: etd-050311-184136 ; https://digitalcommons.wpi.edu/etd-theses/687
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
2.
Doran, Alexander.
Advancements in Monte Carlo many body methods.
Degree: PhD, Chemistry, 2019, University of Illinois – Urbana-Champaign
URL: http://hdl.handle.net/2142/106213
► Many-body methods are one of the most powerful tools that may be brought to bear to solve the electronic structure problem. While both of the…
(more)
▼ Many-body
methods are one of the most powerful tools that may be brought to bear to solve the electronic structure problem. While both of the following theories provide a complete path to obtain any quantity, many-body perturbation theory is principally used to provide molecular energies, while many-body Green's function provides electron binding energies. Importantly, these
methods are systematically improvable, which means there is a prescribed route to increase the accuracy of their results. They are also size consistent. Many-body
methods are not without weakness, though, the chief of which is their considerable expense. For example, the operational cost to compute the k-order energy correction with many-body perturbation theory (MBPT) is O (n k+3 ), with n being proportional to the molecular size. Additionally, many-body
methods are typically cast into complex series of dense matrix-matrix multiplications, which is difficult to parallelize to millions of processors. Because of this, their enormous expense is difficult to mitigate with the highly parallel architecture of modern supercomputing resources. Recently, the Hirata lab has pioneered stochastic versions of MBPT and many-body Green's functions (MBGF), known as MC-MP and MC-GF, collectively MC-MB, respectively, wherein the correlation energy or electron binding energies are obtained through
Monte Carlo integration. The motivation to create stochastic implementations of MBPT and MBGF was to prioritize parallelizability, as
Monte Carlo integration is trivially parallel, so that modern supercomputer may be used effectively in the challenge of applying many-body
methods to chemical relevance. Here, an overview of the current state of the MC-MP and MC-GF
methods, including the pioneering work, advancements that I have completed, and several new developments, is archived.
Second- and third-order
Monte Carlo perturbation theory (MC-MP2 and MC-MP3) are two of the earliest MC-MB
methods to have been developed. The algorithmic details of these
methods are considered due to their relevance within the MC-MB family of
methods. One significant methodological development for the MC-MP
methods, the implementation of fourth-order
Monte Carlo perturbation theory (MC-MP4), is presented. The development of MC-MP4 represents a major milestone in the MC-MB family of
methods timeline, as MP4 is the lowest level of perturbation theory capable of producing benchmark quality energies. Two essential studies on the computational characterization of MC-MP2 and MC-MP3 are presented. In these studies, the cost of the
methods is established by numerical experiments. The cost to obtain a result with a specified target relative statistical uncertainty is established to be O(n
3) and O(n 4) for MC-MP2 and MC-MP3, respectively. These cost functions are both two ranks lower than the cost functions of their conventional counterparts and establish the long term viability of MB-MB
methods.
Second-order
Monte Carlo Green's function (MC-GF2) was one of the
methods pioneered during…
Advisors/Committee Members: Hirata, So (advisor), Hirata, So (Committee Chair), Gruebele, Martin (committee member), Makri, Nancy (committee member), Schweizer, Kenneth S (committee member).
Subjects/Keywords: Many-body methods; Monte Carlo
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Doran, A. (2019). Advancements in Monte Carlo many body methods. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/106213
Chicago Manual of Style (16th Edition):
Doran, Alexander. “Advancements in Monte Carlo many body methods.” 2019. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 23, 2021.
http://hdl.handle.net/2142/106213.
MLA Handbook (7th Edition):
Doran, Alexander. “Advancements in Monte Carlo many body methods.” 2019. Web. 23 Jan 2021.
Vancouver:
Doran A. Advancements in Monte Carlo many body methods. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2019. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/2142/106213.
Council of Science Editors:
Doran A. Advancements in Monte Carlo many body methods. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2019. Available from: http://hdl.handle.net/2142/106213

Penn State University
3.
Sohn, Ilyoup.
Modeling and Simulation of Radiation from Hypersonic Flows using Monte Carlo Methods.
Degree: 2011, Penn State University
URL: https://submit-etda.libraries.psu.edu/catalog/11737
► During extreme-Mach number reentry into Earth's atmosphere, spacecraft experience hypersonic non-equilibrium flow conditions that dissociate molecules and ionize atoms. Such situations occur behind a shock…
(more)
▼ During extreme-Mach number reentry into Earth's atmosphere, spacecraft experience hypersonic
non-equilibrium flow conditions that dissociate molecules and ionize atoms.
Such situations occur behind a shock wave leading to high temperatures, which have an adverse effect
on the thermal protection system and radar communications.
Since the electronic energy levels of gaseous species are strongly excited for high Mach number
conditions, the radiative contribution to the total heat load can be significant.
In addition, radiative heat source within the shock layer may affect the internal energy distribution of dissociated
and weakly ionized gas species and the number density of ablative species released from the surface of vehicles.
Due to the radiation total heat load to the heat shield surface of the vehicle may be altered beyond mission tolerances.
Therefore, in the design process of spacecrafts
the effect of radiation must be considered and radiation analyses coupled with flow solvers
have to be implemented to improve the reliability during the vehicle design stage.
To perform the first stage for radiation analyses coupled with gas-dynamics,
efficient databasing schemes for emission and absorption coefficients were
developed to
model radiation from hypersonic, non-equilibrium flows.
For bound-bound transitions, spectral information including the line-center
wavelength and assembled parameters for efficient calculations of emission and absorption coefficients
are stored for typical air plasma species. Since the flow is non-equilibrium, a rate
equation approach including both collisional and
radiatively induced transitions was used to calculate
the electronic state populations,
assuming quasi-steady-state (QSS). The Voigt line shape function was
assumed for modeling the line broadening effect.
The accuracy and efficiency of the databasing scheme
was examined by comparing results of the databasing scheme with those of NEQAIR
for the Stardust flowfield.
An accuracy of approximately 1 % was achieved with an efficiency
about three times faster than the NEQAIR code.
To perform accurate and efficient analyses of chemically reacting flowfield - radiation interactions,
the direct simulation
Monte Carlo (DSMC) and the photon
Monte Carlo (PMC) radiative transport
methods are used to
simulate flowfield - radiation coupling from transitional to peak heating freestream conditions.
The non-catalytic and fully catalytic surface conditions were modeled and good agreement of the stagnation-point
convective heating between DSMC and continuum fluid dynamics (CFD) calculation under the assumption of fully catalytic surface
was achieved. Stagnation-point radiative heating, however, was found to be very different.
To simulate three-dimensional radiative transport, the finite-volume based PMC (FV-PMC) method was employed.
DSMC - FV-PMC simulations with the goal of understanding
the effect of radiation on the flow structure for different degrees of hypersonic non-equilibrium are presented.
It is found that except for the highest altitudes,…
Advisors/Committee Members: Deborah A Levin, Dissertation Advisor/Co-Advisor, Deborah A Levin, Committee Chair/Co-Chair, Cengiz Camci, Committee Member, Michael Matthew Micci, Committee Member, Michael F Modest, Committee Member.
Subjects/Keywords: Radiation; Hypersonic; Monte Carlo Methods; Nonequilibrium
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Sohn, I. (2011). Modeling and Simulation of Radiation from Hypersonic Flows using Monte Carlo Methods. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/11737
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Sohn, Ilyoup. “Modeling and Simulation of Radiation from Hypersonic Flows using Monte Carlo Methods.” 2011. Thesis, Penn State University. Accessed January 23, 2021.
https://submit-etda.libraries.psu.edu/catalog/11737.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Sohn, Ilyoup. “Modeling and Simulation of Radiation from Hypersonic Flows using Monte Carlo Methods.” 2011. Web. 23 Jan 2021.
Vancouver:
Sohn I. Modeling and Simulation of Radiation from Hypersonic Flows using Monte Carlo Methods. [Internet] [Thesis]. Penn State University; 2011. [cited 2021 Jan 23].
Available from: https://submit-etda.libraries.psu.edu/catalog/11737.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Sohn I. Modeling and Simulation of Radiation from Hypersonic Flows using Monte Carlo Methods. [Thesis]. Penn State University; 2011. Available from: https://submit-etda.libraries.psu.edu/catalog/11737
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Adelaide
4.
El Bakry Mahmoud, Ahmed Saad.
Gluonic profile and confining string in static mesons and baryons at finite temperature.
Degree: 2011, University of Adelaide
URL: http://hdl.handle.net/2440/76102
► The distribution of the gluon action density in mesonic systems is investigated at finite temperature. The simulations are performed in pure SU(3) Yang-Mills gauge theory…
(more)
▼ The distribution of the gluon action density in mesonic systems is investigated at finite temperature. The simulations are performed in pure SU(3) Yang-Mills gauge theory for two temperatures below the deconfinement phase. The action-density isosurfaces display a prolate-spheroid-like shape. The curved width profile of the flux tube is found to be consistent with the prediction of the free bosonic string model at large distances. In the intermediate source separation distance, where the free string picture poorly describes the flux tube width profile, we find the topological characteristics of the flux tube converge and compare favourably with the predictions of the free bosonic string upon reducing the vacuum action towards the classical instanton vacuum. As a byproduct of these calculations, we find the broadening of the QCD flux tube to be independent of the UV filtering at large distances. Our results exhibit a linearly divergent pattern in agreement with the string picture predictions. We investigate the overlap of the ground state meson potential with sets of mesonic-trial wave functions. We construct trial states with non-uniform smearing
profiles in the Wilson loop operator at T = 0. The non-uniformly UV-regulated flux-tube operators are found to optimize the overlap with the ground state. The gluon flux distribution of a static three quark system has been revealed at temperatures near the end of the QCD plateau, T/Tc ≈ 0.8, and another just before the deconfinement point, T/Tc ≈ 0.9. The flux distributions at short distance separations between the quarks display an action-density profile consistent with a rounded filled Δ shape iso-surface. However the Δ shape action iso-surface distributions are found to persist even at large inter-quark separations. The action density distribution in the quark plane exhibits a nonuniform pattern for all quark separations considered. We systematically measure and compare the main aspects of the profile of the flux distribution at the two considered temperature scales for three sets of isosceles triangle quark configurations. The radii, amplitudes and rate of change of the width of the flux distribution are found to reverse their behavior as the temperature increases from the end of the QCD plateau towards the deconfinement point. Remarkably, we find the mean square width of the flux distribution shrinks and localizes for quark separations larger than 1.0 fm at T/Tc ≈ 0.8 which
results in an identifiable Y-shaped radius profile. Near the deconfinement point, the action-density delocalizes and the width broadens linearly with the quark separation at large quark separations. We present a method to include the thermal effects into the junction width of the baryonic string model. The profile of the baryonic gluonic distribution is compared with the width of the string picture’s junction fluctuations. The comparison reveals that the best fits to the junction fluctuations of the baryonic string are near the Fermat point of the triangle made up by the quarks. This result supports…
Advisors/Committee Members: Leinweber, Derek Bruce (advisor), Williams, Anthony Gordon (advisor), School of Chemistry and Physics (school).
Subjects/Keywords: flux tubes; finite temperature; Monte Carlo methods
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
El Bakry Mahmoud, A. S. (2011). Gluonic profile and confining string in static mesons and baryons at finite temperature. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/76102
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
El Bakry Mahmoud, Ahmed Saad. “Gluonic profile and confining string in static mesons and baryons at finite temperature.” 2011. Thesis, University of Adelaide. Accessed January 23, 2021.
http://hdl.handle.net/2440/76102.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
El Bakry Mahmoud, Ahmed Saad. “Gluonic profile and confining string in static mesons and baryons at finite temperature.” 2011. Web. 23 Jan 2021.
Vancouver:
El Bakry Mahmoud AS. Gluonic profile and confining string in static mesons and baryons at finite temperature. [Internet] [Thesis]. University of Adelaide; 2011. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/2440/76102.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
El Bakry Mahmoud AS. Gluonic profile and confining string in static mesons and baryons at finite temperature. [Thesis]. University of Adelaide; 2011. Available from: http://hdl.handle.net/2440/76102
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Università della Svizzera italiana
5.
Ravanelli, Claudia.
An option pricing formula for the GARCH diffusion
model.
Degree: 2003, Università della Svizzera italiana
URL: http://doc.rero.ch/record/4229
► In this thesis, we derive an analytical closed-form approximation for European option prices under the GARCH diffusion model, where the price is driven by a…
(more)
▼ In this thesis, we derive an analytical closed-form
approximation for European option prices under the GARCH diffusion
model, where the price is driven by a geometric process and the
variance by an uncorrelated mean reverting geometric process. This
result has several important implications. First and foremost,
these conditional moments allow us to obtain an analytical
closed-form approximation for European option prices under the
GARCH diffusion model. This approximation can be easily implemented
in any standard software package. As we will show using
Monte Carlo
simulations, this approximation is very accurate across different
strikes and maturities for a large set of reasonable parameters.
Secondly, our analytical approximation allows to easily study
volatility surfaces induced by GARCH diffusion models. Thirdly, the
conditional moments of the integrated variance implied by the GARCH
diffusion process generalize the conditional moments derived by
Hull and White (1987) for log-normal variance processes. Finally,
the conditional moments of the integrated variance can be used to
estimate the continuous time parameters of the GARCH diffusion
model using high frequency data. The thesis is organized as
follows. Chapter 1 introduces stochastic volatility option pricing
models and discusses in details the GARCH diffusion model and its
properties. Chapter 2 presents the analytical approximation formula
to price European options under the GARCH diffusion model. Using
Monte Carlo simulations, we verify the accuracy of the
approximation across different strike prices and times to maturity
for different parameter choices. We investigate differences between
option prices under the GARCH diffusion and the Black and Scholes
model. Then, we qualitatively study implied volatility surfaces
induced by the GARCH diffusion. Chapter 3 studies the accuracy of
the inference results on the GARCH diffusion model based on the
Nelson's theory. Using such a procedure, we fit the GARCH diffusion
model to daily log-returns of Deutsche Mark versus US dollar
exchange rates. Chapter 4 gives some concluding
remarks.
Advisors/Committee Members: Barone-Adesi, Giovanni (Dir.), Marc (Codir.), Paolo (Codir.).
Subjects/Keywords: Monte Carlo methods
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Ravanelli, C. (2003). An option pricing formula for the GARCH diffusion
model. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/4229
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Ravanelli, Claudia. “An option pricing formula for the GARCH diffusion
model.” 2003. Thesis, Università della Svizzera italiana. Accessed January 23, 2021.
http://doc.rero.ch/record/4229.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Ravanelli, Claudia. “An option pricing formula for the GARCH diffusion
model.” 2003. Web. 23 Jan 2021.
Vancouver:
Ravanelli C. An option pricing formula for the GARCH diffusion
model. [Internet] [Thesis]. Università della Svizzera italiana; 2003. [cited 2021 Jan 23].
Available from: http://doc.rero.ch/record/4229.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Ravanelli C. An option pricing formula for the GARCH diffusion
model. [Thesis]. Università della Svizzera italiana; 2003. Available from: http://doc.rero.ch/record/4229
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Manitoba
6.
Malektaji, Siavash.
Monte Carlo Simulation of Optical Coherence Tomography of Media with Arbitrary Spatial Distributions.
Degree: Electrical and Computer Engineering, 2014, University of Manitoba
URL: http://hdl.handle.net/1993/23931
► Optical Coherence Tomography (OCT) is a sub-surface imaging modality with growing number of applications. An accurate and practical OCT simulator could be an important tool…
(more)
▼ Optical Coherence Tomography (OCT) is a sub-surface imaging modality with growing number of applications. An accurate and practical OCT simulator could be an important tool to understand the physics underlying OCT and to design OCT systems with improved performance. All available OCT simulators are restricted to imaging planar multilayered media or non-planar multilayered media. In this work I developed a novel
Monte Carlo based simulator of OCT imaging for turbid media with arbitrary spatial distributions. This simulator allows computation of both Class I diffusive reflectance, due to ballistic and quasi-ballistic scattered photons, and Class II diffusive reflectance due to multiple scattered photons. A tetrahedron-based mesh is used to model any arbitrary-shaped medium to be simulated. I have also implemented a known importance sampling method to significantly reduce computational time of simulations by up to two orders of magnitude. The simulator is verified by comparing its results to results from previously validated OCT simulators for multilayered media. I present sample simulation results for OCT imaging of non-layered media which would not have been possible with earlier simulators.
Advisors/Committee Members: Sherif, Sherif S. (Electrical and Computer Engineering) (supervisor), Yahampath, Pradeepa (Electrical and Computer Engineering) Goertzen, Andrew (Physics and Astronomy) (examiningcommittee).
Subjects/Keywords: Monte Carlo methods; Optical Coherence Tomography
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Malektaji, S. (2014). Monte Carlo Simulation of Optical Coherence Tomography of Media with Arbitrary Spatial Distributions. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/23931
Chicago Manual of Style (16th Edition):
Malektaji, Siavash. “Monte Carlo Simulation of Optical Coherence Tomography of Media with Arbitrary Spatial Distributions.” 2014. Masters Thesis, University of Manitoba. Accessed January 23, 2021.
http://hdl.handle.net/1993/23931.
MLA Handbook (7th Edition):
Malektaji, Siavash. “Monte Carlo Simulation of Optical Coherence Tomography of Media with Arbitrary Spatial Distributions.” 2014. Web. 23 Jan 2021.
Vancouver:
Malektaji S. Monte Carlo Simulation of Optical Coherence Tomography of Media with Arbitrary Spatial Distributions. [Internet] [Masters thesis]. University of Manitoba; 2014. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/1993/23931.
Council of Science Editors:
Malektaji S. Monte Carlo Simulation of Optical Coherence Tomography of Media with Arbitrary Spatial Distributions. [Masters Thesis]. University of Manitoba; 2014. Available from: http://hdl.handle.net/1993/23931

University of Oxford
7.
Lester, Christopher.
Efficient simulation techniques for biochemical reaction networks.
Degree: PhD, 2017, University of Oxford
URL: https://ora.ox.ac.uk/objects/uuid:bb804e01-b1de-409f-b843-4806c2c990c2
;
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.729550
► Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due…
(more)
▼ Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered analytically intractable. As such, a variety of Monte Carlo simulation algorithms have been developed to explore model dynamics empirically. Whilst well-known methods, such as the Gillespie Algorithm, can be implemented to investigate a given model, the computational demands of traditional simulation techniques remain a significant barrier to modern research. In order to further develop and explore biologically relevant stochastic models, new and efficient computational methods are required. In this thesis, high-performance simulation algorithms are developed to estimate summary statistics that characterise a chosen reaction network. The algorithms make use of variance reduction techniques, which exploit statistical properties of the model dynamics, so that the statistics can be computed efficiently. The multi-level method is an example of a variance reduction technique. The method estimates summary statistics of well-mixed, spatially homogeneous models by using estimates from multiple ensembles of sample paths of different accuracies. In this thesis, the multi-level method is developed in three directions: firstly, a nuanced implementation framework is described; secondly, a reformulated method is applied to stiff reaction systems; and, finally, different approaches to variance reduction are implemented and compared. The variance reduction methods that underpin the multi-level method are then re-purposed to understand how the dynamics of a spatially-extended Markov model are affected by changes in its input parameters. By exploiting the inherent dynamics of spatially-extended models, an efficient finite difference scheme is used to estimate parametric sensitivities robustly. The new simulation methods are tested for functionality and efficiency with a range of illustrative examples. The thesis concludes with a discussion of our findings, and a number of future research directions are proposed.
Subjects/Keywords: 519.2; Mathematics; Statistics; Monte Carlo methods
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lester, C. (2017). Efficient simulation techniques for biochemical reaction networks. (Doctoral Dissertation). University of Oxford. Retrieved from https://ora.ox.ac.uk/objects/uuid:bb804e01-b1de-409f-b843-4806c2c990c2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.729550
Chicago Manual of Style (16th Edition):
Lester, Christopher. “Efficient simulation techniques for biochemical reaction networks.” 2017. Doctoral Dissertation, University of Oxford. Accessed January 23, 2021.
https://ora.ox.ac.uk/objects/uuid:bb804e01-b1de-409f-b843-4806c2c990c2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.729550.
MLA Handbook (7th Edition):
Lester, Christopher. “Efficient simulation techniques for biochemical reaction networks.” 2017. Web. 23 Jan 2021.
Vancouver:
Lester C. Efficient simulation techniques for biochemical reaction networks. [Internet] [Doctoral dissertation]. University of Oxford; 2017. [cited 2021 Jan 23].
Available from: https://ora.ox.ac.uk/objects/uuid:bb804e01-b1de-409f-b843-4806c2c990c2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.729550.
Council of Science Editors:
Lester C. Efficient simulation techniques for biochemical reaction networks. [Doctoral Dissertation]. University of Oxford; 2017. Available from: https://ora.ox.ac.uk/objects/uuid:bb804e01-b1de-409f-b843-4806c2c990c2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.729550
8.
OLIVEIRA, Alex Cristóvão Holanda de.
Desenvolvimento de um sistema computacional baseado no código Geant4 para avaliações dosimétricas em radioterapia.
Degree: 2016, Universidade Federal de Pernambuco
URL: https://repositorio.ufpe.br/handle/123456789/18765
► A incidência de câncer tem crescido no Brasil, assim como em todo mundo, acompanhando a mudança do perfil etário da população. Uma das técnicas mais…
(more)
▼ A incidência de câncer tem crescido no Brasil, assim como em todo mundo, acompanhando a
mudança do perfil etário da população. Uma das técnicas mais importantes e comumente
utilizadas no tratamento do câncer é a radioterapia. Em torno de 60% dos casos novos de
neoplasias malignas utiliza-se a radioterapia. O equipamento mais utilizado para radioterapia
é o acelerador linear (Linac) que produz feixes de elétrons ou raios-X na faixa energética de 5
a 30 MeV. A maneira mais apropriada de irradiar o paciente é determinada durante o
planejamento. Atualmente, o sistema computacional de planejamento radioterápico (TPS –
Treatment Planning System) é a principal e a mais importante ferramenta no processo de
planejamento em radioterapia. O principal objetivo desse trabalho foi desenvolver um sistema
computacional baseado no código
Monte Carlo (MC) Geant4 para avaliações dosimétricas em
radioterapia com feixe de fótons. Além de planejamentos, essas avaliações podem ser
realizadas para pesquisa e controle de qualidade de equipamentos e de TPSs. O sistema
computacional, denominado Quimera, é composto de uma interface gráfica de usuário (qGUI)
e três aplicativos MC (qLinacs, qMATphantoms e qNCTphantoms). A qGUI tem a função de
interface para os aplicativos MC, criando ou editando os arquivos de entrada, executando as
simulações e analisando os resultados. O qLinacs é usado para modelagem e geração de
feixes de irradiação (espaços de fase) de Linacs. O qMATphantoms e o qNCTphantoms são
usados para avaliações de dose em modelos virtuais de fantomas físicos e em imagens de
tomografia computadorizada (CT), respectivamente. A partir de dados do fabricante, foram
modelados no qLinacs um Linac e um colimador multifolhas (MLC) da Varian. As
modelagens do Linac e do MLC foram validadas utilizando dados experimentais. As
validações do qMATphantoms e do qNCTphantoms foram realizadas utilizando espaços de
fase da IAEA (International Atomic Energy Agency). Nessa primeira versão, o Quimera pode
ser usado para pesquisa, planejamentos radioterápicos de tratamentos simples e controle de
qualidade em radioterapia com feixes de fótons gerados por Linacs. Os aplicativos MC
funcionam independentes da qGUI e essa pode ser usada para manipulação de imagens CT e
análise de resultados de outros aplicativos MC. Devido à estrutura modular do Quimera, é
possível adicionar novos aplicativos MC, permitindo o desenvolvimento de novas pesquisas,
modelagem de Linacs e MLCs de diferentes fabricantes, o uso de outras técnicas (feixe de
elétrons, prótons, íons pesados, tomoterapia, etc.) e aplicações em áreas correlatas
(braquiterapia, radioproteção, etc.). Esse trabalho é uma iniciativa para desenvolvimento
colaborativo de um sistema computacional completo que possa ser usado em radioterapia,
tanto na prática clínica e técnica quanto na pesquisa.
Advisors/Committee Members: LIMA, Fernando Roberto de Andrade (advisor), VIEIRA, José Wilson (advisor), http://lattes.cnpq.br/9870663748100803 (advisor).
Subjects/Keywords: Radioterapia. Métodos Monte Carlo. Engenharia de Software.;
Radiotherapy. Monte Carlo Methods. Software Engineering.
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
OLIVEIRA, A. C. H. d. (2016). Desenvolvimento de um sistema computacional baseado no código Geant4 para avaliações dosimétricas em radioterapia.
(Doctoral Dissertation). Universidade Federal de Pernambuco. Retrieved from https://repositorio.ufpe.br/handle/123456789/18765
Chicago Manual of Style (16th Edition):
OLIVEIRA, Alex Cristóvão Holanda de. “Desenvolvimento de um sistema computacional baseado no código Geant4 para avaliações dosimétricas em radioterapia.
” 2016. Doctoral Dissertation, Universidade Federal de Pernambuco. Accessed January 23, 2021.
https://repositorio.ufpe.br/handle/123456789/18765.
MLA Handbook (7th Edition):
OLIVEIRA, Alex Cristóvão Holanda de. “Desenvolvimento de um sistema computacional baseado no código Geant4 para avaliações dosimétricas em radioterapia.
” 2016. Web. 23 Jan 2021.
Vancouver:
OLIVEIRA ACHd. Desenvolvimento de um sistema computacional baseado no código Geant4 para avaliações dosimétricas em radioterapia.
[Internet] [Doctoral dissertation]. Universidade Federal de Pernambuco; 2016. [cited 2021 Jan 23].
Available from: https://repositorio.ufpe.br/handle/123456789/18765.
Council of Science Editors:
OLIVEIRA ACHd. Desenvolvimento de um sistema computacional baseado no código Geant4 para avaliações dosimétricas em radioterapia.
[Doctoral Dissertation]. Universidade Federal de Pernambuco; 2016. Available from: https://repositorio.ufpe.br/handle/123456789/18765
9.
Marques, Ricardo.
Bayesian and Quasi-Monte Carlo spherical integration for global illumination : Intégration sphérique Bayésien et Quasi-Monte Carlo pour l'illumination globale.
Degree: Docteur es, Informatique, 2013, Rennes 1
URL: http://www.theses.fr/2013REN1S132
► La qualité du résultat des opérations d’échantillonnage pour la synthèse d'images est fortement dépendante du placement et de la pondération des échantillons. C’est pourquoi plusieurs…
(more)
▼ La qualité du résultat des opérations d’échantillonnage pour la synthèse d'images est fortement dépendante du placement et de la pondération des échantillons. C’est pourquoi plusieurs travaux ont porté sur l’amélioration de l’échantillonnage purement aléatoire utilisée dans les techniques classiques de Monte Carlo. Leurs approches consistent à utiliser des séquences déterministes qui améliorent l’uniformité de la distribution des échantillons sur le domaine de l’intégration. L’estimateur résultant est alors appelé un estimateur de quasi-Monte Carlo (QMC).Dans cette thèse, nous nous focalisons sur le cas de l’échantillonnage pour l’intégration hémisphérique. Nous allons montrer que les approches existantes peuvent être améliorées en exploitant pleinement l’information disponible (par exemple, les propriétés statistiques de la fonction à intégrer) qui est ensuite utilisée pour le placement des échantillons et pour leur pondération.
The spherical sampling of the incident radiance function entails a high computational cost. Therefore the llumination integral must be evaluated using a limited set of samples. Such a restriction raises the question of how to obtain the most accurate approximation possible with such a limited set of samples. In this thesis, we show that existing Monte Carlo-based approaches can be improved by fully exploiting the information available which is later used for careful samples placement and weighting.The first contribution of this thesis is a strategy for producing high quality Quasi-Monte Carlo (QMC) sampling patterns for spherical integration by resorting to spherical Fibonacci point sets. We show that these patterns, when applied to the rendering integral, are very simple to generate and consistently outperform existing approaches. Furthermore, we introduce theoretical aspects on QMC spherical integration that, to our knowledge, have never been used in the graphics community, such as spherical cap discrepancy and point set spherical energy. These metrics allow assessing the quality of a spherical points set for a QMC estimate of a spherical integral.In the next part of the thesis, we propose a new heoretical framework for computing the Bayesian Monte Carlo quadrature rule. Our contribution includes a novel method of quadrature computation based on spherical Gaussian functions that can be generalized to a broad class of BRDFs (any BRDF which can be approximated sum of one or more spherical Gaussian functions) and potentially to other rendering applications. We account for the BRDF sharpness by using a new computation method for the prior mean function. Lastly, we propose a fast hyperparameters evaluation method that avoids the learning step.Our last contribution is the application of BMC with an adaptive approach for evaluating the illumination integral. The idea is to compute a first BMC estimate (using a first sample set) and, if the quality criterion is not met, directly inject the result as prior knowledge on a new estimate (using another sample set). The new estimate refines the…
Advisors/Committee Members: Bouatouch, Kadi (thesis director).
Subjects/Keywords: Informatique Graphique; Synthèse d'Image; Méthode de Quasi-Monte Carlo (QMC); Monte Carlo bayésien; Computer Graphics; Image Synthesis; Quasi-Monte Carlo Methods (QMC); Bayesian Monte Carlo
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Marques, R. (2013). Bayesian and Quasi-Monte Carlo spherical integration for global illumination : Intégration sphérique Bayésien et Quasi-Monte Carlo pour l'illumination globale. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2013REN1S132
Chicago Manual of Style (16th Edition):
Marques, Ricardo. “Bayesian and Quasi-Monte Carlo spherical integration for global illumination : Intégration sphérique Bayésien et Quasi-Monte Carlo pour l'illumination globale.” 2013. Doctoral Dissertation, Rennes 1. Accessed January 23, 2021.
http://www.theses.fr/2013REN1S132.
MLA Handbook (7th Edition):
Marques, Ricardo. “Bayesian and Quasi-Monte Carlo spherical integration for global illumination : Intégration sphérique Bayésien et Quasi-Monte Carlo pour l'illumination globale.” 2013. Web. 23 Jan 2021.
Vancouver:
Marques R. Bayesian and Quasi-Monte Carlo spherical integration for global illumination : Intégration sphérique Bayésien et Quasi-Monte Carlo pour l'illumination globale. [Internet] [Doctoral dissertation]. Rennes 1; 2013. [cited 2021 Jan 23].
Available from: http://www.theses.fr/2013REN1S132.
Council of Science Editors:
Marques R. Bayesian and Quasi-Monte Carlo spherical integration for global illumination : Intégration sphérique Bayésien et Quasi-Monte Carlo pour l'illumination globale. [Doctoral Dissertation]. Rennes 1; 2013. Available from: http://www.theses.fr/2013REN1S132

University of Cambridge
10.
López Ríos, Pablo.
Backflow and pairing wave function for quantum Monte Carlo methods.
Degree: PhD, 2016, University of Cambridge
URL: https://doi.org/10.17863/CAM.36145
;
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612886
► Quantum Monte Carlo (QMC) methods are a class of stochastic techniques that can be used to compute the properties of electronic systems accurately from first…
(more)
▼ Quantum Monte Carlo (QMC) methods are a class of stochastic techniques that can be used to compute the properties of electronic systems accurately from first principles. This thesis is mainly concerned with the development of trial wave functions for QMC. An extension of the backflow transformation to inhomogeneous electronic systems is presented and applied to atoms, molecules and extended systems. The backflow transformation I have developed typically retrieves an additional 50% of the remaining correlation energy at the variational Monte Carlo level, and 30% at the diffusion Monte Carlo level; the number of parameters required to achieve a given fraction of the correlation energy does not appear to increase with system size. The expense incurred by the use of backflow transformations is investigated, and it is found to scale favourably with system size. Additionally, I propose a single wave function form for studying the electron-hole system which includes pairing effects and is capable of describing all of the relevant phases of this system. The effectiveness of this general wave function is demonstrated by applying it to a particular transition between two phases of the symmetric electron-hole bilayer, and it is found that using a single wave function form gives a more accurate physical description of the system than using a different wave function to describe each phase. Both of these developments are new, and they provide a powerful set of tools for designing accurate wave functions. Backflow transformations are particularly important for systems with repulsive interactions, while pairing wave functions are important for attractive interactions. It is possible to combine backflow and pairing to further increase the accuracy of the wave function. The wave function technology that I have developed should therefore be useful across a very wide range of problems.
Subjects/Keywords: 530; electronic structure; computational physics; continuum quantum monte carlo; diffusion monte carlo; wave function methods; quantum chemistry; total energy methods; monte carlo methods; schroedinger equation
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
López Ríos, P. (2016). Backflow and pairing wave function for quantum Monte Carlo methods. (Doctoral Dissertation). University of Cambridge. Retrieved from https://doi.org/10.17863/CAM.36145 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612886
Chicago Manual of Style (16th Edition):
López Ríos, Pablo. “Backflow and pairing wave function for quantum Monte Carlo methods.” 2016. Doctoral Dissertation, University of Cambridge. Accessed January 23, 2021.
https://doi.org/10.17863/CAM.36145 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612886.
MLA Handbook (7th Edition):
López Ríos, Pablo. “Backflow and pairing wave function for quantum Monte Carlo methods.” 2016. Web. 23 Jan 2021.
Vancouver:
López Ríos P. Backflow and pairing wave function for quantum Monte Carlo methods. [Internet] [Doctoral dissertation]. University of Cambridge; 2016. [cited 2021 Jan 23].
Available from: https://doi.org/10.17863/CAM.36145 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612886.
Council of Science Editors:
López Ríos P. Backflow and pairing wave function for quantum Monte Carlo methods. [Doctoral Dissertation]. University of Cambridge; 2016. Available from: https://doi.org/10.17863/CAM.36145 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612886
11.
Chen, Yuting.
Inférence bayésienne dans les modèles de croissance de plantes pour la prévision et la caractérisation des incertitudes : Bayesian inference in plant growth models for prediction and uncertainty assessment.
Degree: Docteur es, Mathématiques appliquées, 2014, Châtenay-Malabry, Ecole centrale de Paris
URL: http://www.theses.fr/2014ECAP0040
► La croissance des plantes en interaction avec l'environnement peut être décrite par des modèles mathématiques. Ceux-ci présentent des perspectives prometteuses pour un nombre considérable d'applications…
(more)
▼ La croissance des plantes en interaction avec l'environnement peut être décrite par des modèles mathématiques. Ceux-ci présentent des perspectives prometteuses pour un nombre considérable d'applications telles que la prévision des rendements ou l'expérimentation virtuelle dans le contexte de la sélection variétale. Dans cette thèse, nous nous intéressons aux différentes solutions capables d'améliorer les capacités prédictives des modèles de croissance de plantes, en particulier grâce à des méthodes statistiques avancées. Notre contribution se résume en quatre parties.Tout d'abord, nous proposons un nouveau modèle de culture (Log-Normal Allocation and Senescence ; LNAS). Entièrement construit dans un cadre probabiliste, il décrit seulement les processus écophysiologiques essentiels au bilan de la biomasse végétale afin de contourner les problèmes d'identification et d'accentuer l'évaluation des incertitudes. Ensuite, nous étudions en détail le paramétrage du modèle. Dans le cadre Bayésien, nous mettons en œuvre des méthodes
Monte-
Carlo Séquentielles (SMC) et des méthodes de
Monte-
Carlo par Chaînes de Markov (MCMC) afin de répondre aux difficultés soulevées lors du paramétrage des modèles de croissance de plantes, caractérisés par des équations dynamiques non-linéaires, des données rares et un nombre important de paramètres. Dans les cas où la distribution a priori est peu informative, voire non-informative, nous proposons une version itérative des méthodes SMC et MCMC, approche équivalente à une variante stochastique d'un algorithme de type Espérance-Maximisation, dans le but de valoriser les données d'observation tout en préservant la robustesse des méthodes Bayésiennes. En troisième lieu, nous soumettons une méthode d'assimilation des données en trois étapes pour résoudre le problème de prévision du modèle. Une première étape d'analyse de sensibilité permet d'identifier les paramètres les plus influents afin d'élaborer une version plus robuste de modèle par la méthode de sélection de modèles à l'aide de critères appropriés. Ces paramètres sélectionnés sont par la suite estimés en portant une attention particulière à l'évaluation des incertitudes. La distribution a posteriori ainsi obtenue est considérée comme information a priori pour l'étape de prévision, dans laquelle une méthode du type SMC telle que le filtrage par noyau de convolution (CPF) est employée afin d'effectuer l'assimilation de données. Dans cette étape, les estimations des états cachés et des paramètres sont mis à jour dans l'objectif d'améliorer la précision de la prévision et de réduire l'incertitude associée. Finalement, d'un point de vue applicatif, la méthodologie proposée est mise en œuvre et évaluée avec deux modèles de croissance de plantes, le modèle LNAS pour la betterave sucrière et le modèle STICS pour le blé d'hiver. Quelques pistes d'utilisation de la méthode pour l'amélioration du design expérimental sont également étudiées, dans le but d'améliorer la qualité de la prévision. Les applications aux données expérimentales réelles montrent…
Advisors/Committee Members: Cournède, Paul-Henry (thesis director).
Subjects/Keywords: Chaînes de Markov; Méthode de Monte-Carlo séquentielle; Méthodes Bayésienne; Markov chains; Sequential Monte Carlo methods; Bayesian methods
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chen, Y. (2014). Inférence bayésienne dans les modèles de croissance de plantes pour la prévision et la caractérisation des incertitudes : Bayesian inference in plant growth models for prediction and uncertainty assessment. (Doctoral Dissertation). Châtenay-Malabry, Ecole centrale de Paris. Retrieved from http://www.theses.fr/2014ECAP0040
Chicago Manual of Style (16th Edition):
Chen, Yuting. “Inférence bayésienne dans les modèles de croissance de plantes pour la prévision et la caractérisation des incertitudes : Bayesian inference in plant growth models for prediction and uncertainty assessment.” 2014. Doctoral Dissertation, Châtenay-Malabry, Ecole centrale de Paris. Accessed January 23, 2021.
http://www.theses.fr/2014ECAP0040.
MLA Handbook (7th Edition):
Chen, Yuting. “Inférence bayésienne dans les modèles de croissance de plantes pour la prévision et la caractérisation des incertitudes : Bayesian inference in plant growth models for prediction and uncertainty assessment.” 2014. Web. 23 Jan 2021.
Vancouver:
Chen Y. Inférence bayésienne dans les modèles de croissance de plantes pour la prévision et la caractérisation des incertitudes : Bayesian inference in plant growth models for prediction and uncertainty assessment. [Internet] [Doctoral dissertation]. Châtenay-Malabry, Ecole centrale de Paris; 2014. [cited 2021 Jan 23].
Available from: http://www.theses.fr/2014ECAP0040.
Council of Science Editors:
Chen Y. Inférence bayésienne dans les modèles de croissance de plantes pour la prévision et la caractérisation des incertitudes : Bayesian inference in plant growth models for prediction and uncertainty assessment. [Doctoral Dissertation]. Châtenay-Malabry, Ecole centrale de Paris; 2014. Available from: http://www.theses.fr/2014ECAP0040
12.
Oles, Katarzyna A.
Searching for the optimal control strategy of epidemics spreading on different types of networks.
Degree: PhD, 2014, University of Stirling
URL: http://hdl.handle.net/1893/21199
► The main goal of my studies has been to search for the optimal control strategy of controlling epidemics when taking into account both economical and…
(more)
▼ The main goal of my studies has been to search for the optimal control strategy of controlling epidemics when taking into account both economical and social costs of the disease. Three control scenarios emerge with treating the whole population (global strategy, GS), treating a small number of individuals in a well-defined neighbourhood of a detected case (local strategy, LS) and allowing the disease to spread unchecked (null strategy, NS). The choice of the optimal strategy is governed mainly by a relative cost of palliative and preventive treatments. Although the properties of the pathogen might not be known in advance for emerging diseases, the prediction of the optimal strategy can be made based on economic analysis only.
The details of the local strategy and in particular the size of the optimal treatment neighbourhood weakly depends on disease infectivity but strongly depends on other epidemiological factors (rate of occurring the symptoms, spontaneously recovery. The required extent of prevention is proportional to the size of the infection neighbourhood, but this relationship depends on time till detection and time till treatment in a non-nonlinear (power) law.
The spontaneous recovery also affects the choice of the control strategy. I have extended my results to two contrasting and yet complementary models, in which individuals that have been through the disease can either be treated or not. Whether the removed individuals (i.e., those who have been through the disease but then spontaneously recover or die) are part of the treatment plan depends on the type of the disease agent. The key factor in choosing the right model is whether it is possible - and desirable - to distinguish such individuals from those who are susceptible. If the removed class is identified with dead individuals, the distinction is very clear. However, if the removal means recovery and immunity, it might not be possible to identify those who
are immune. The models are similar in their epidemiological part, but differ in how the removed/recovered individuals are treated. The differences in models affect choice of the strategy only for very cheap treatment and slow spreading disease. However for the combinations of parameters that are important from the epidemiological perspective (high infectiousness and expensive treatment) the models give similar results. Moreover, even where the choice of the strategy is different, the total cost spent on controlling the epidemic is very similar for both models.
Although regular and small-world networks capture some aspects of the structure of real networks of contacts between people, animals or plants, they do not include the effect of clustering noted in many real-life applications. The use of random clustered networks in epidemiological modelling takes an impor- tant step towards application of the modelling framework to realistic systems. Network topology and in particular clustering also affects the applicability of the control strategy.
Subjects/Keywords: numerical simulations; epidemics outbreaks; mathematical models; Monte Carlo methods; Epidemics Mathematical models; Monte Carlo methods; Mathematical optimization
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Oles, K. A. (2014). Searching for the optimal control strategy of epidemics spreading on different types of networks. (Doctoral Dissertation). University of Stirling. Retrieved from http://hdl.handle.net/1893/21199
Chicago Manual of Style (16th Edition):
Oles, Katarzyna A. “Searching for the optimal control strategy of epidemics spreading on different types of networks.” 2014. Doctoral Dissertation, University of Stirling. Accessed January 23, 2021.
http://hdl.handle.net/1893/21199.
MLA Handbook (7th Edition):
Oles, Katarzyna A. “Searching for the optimal control strategy of epidemics spreading on different types of networks.” 2014. Web. 23 Jan 2021.
Vancouver:
Oles KA. Searching for the optimal control strategy of epidemics spreading on different types of networks. [Internet] [Doctoral dissertation]. University of Stirling; 2014. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/1893/21199.
Council of Science Editors:
Oles KA. Searching for the optimal control strategy of epidemics spreading on different types of networks. [Doctoral Dissertation]. University of Stirling; 2014. Available from: http://hdl.handle.net/1893/21199
13.
Drouin, Kimberley L.
Lagrangian Simulation of Oil Trajectories in the Florida Straits.
Degree: MS, Meteorology and Physical Oceanography (Marine), 2017, University of Miami
URL: https://scholarlyrepository.miami.edu/oa_theses/656
► A Lagrangian particle based oil transport and weathering model is developed to simulate a continuous surface oil spill in the Florida Straits. The model…
(more)
▼ A
Lagrangian particle based oil transport and weathering model is developed to simulate a continuous surface oil spill in the Florida Straits. The model is initiated at 97 different locations, representative of past and likely future exploratory drilling locations around Cuba’s Economic Zone. Ten day oil trajectories are generated for different seasons, and a hurricane scenario, using leeway-corrected, observed winds, and ocean currents, as well as a multitude of climatologies, and a Markov
Lagrangian Stochastic Model. A
Monte-
Carlo scheme based on an oil half-life of 100 hours is used to parameterize oil weathering processes collectively. Overall, we note a strong seasonal dependence, where Florida is affected most in the summer and Cuba in the winter. Drilling locations at the center of the Straits show the largest impact on Florida O(20%-70%). Cuba is most affected by shoreline locations (30%-80%). A significant amount of oil reaches the Florida coastline within two to ten days. Cuba is potentially affected within hours. Many simulations project impacts in the Florida Keys, and South Florida, between Homestead and West Palm Beach. The north and northwest Cuban shores see the greatest impact. The hurricane simulation shows similar impact for Florida (30%-50%) and localized impact on Cuba.
Advisors/Committee Members: Arthur J. Mariano, Donald B. Olson, William E. Johns, Bradford Benggio.
Subjects/Keywords: oil spill modeling; Lagrangian trajectories; Monte-Carlo weathering scheme; Cuban offshore drilling; oil spill in the Florida Straits
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Drouin, K. L. (2017). Lagrangian Simulation of Oil Trajectories in the Florida Straits. (Thesis). University of Miami. Retrieved from https://scholarlyrepository.miami.edu/oa_theses/656
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Drouin, Kimberley L. “Lagrangian Simulation of Oil Trajectories in the Florida Straits.” 2017. Thesis, University of Miami. Accessed January 23, 2021.
https://scholarlyrepository.miami.edu/oa_theses/656.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Drouin, Kimberley L. “Lagrangian Simulation of Oil Trajectories in the Florida Straits.” 2017. Web. 23 Jan 2021.
Vancouver:
Drouin KL. Lagrangian Simulation of Oil Trajectories in the Florida Straits. [Internet] [Thesis]. University of Miami; 2017. [cited 2021 Jan 23].
Available from: https://scholarlyrepository.miami.edu/oa_theses/656.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Drouin KL. Lagrangian Simulation of Oil Trajectories in the Florida Straits. [Thesis]. University of Miami; 2017. Available from: https://scholarlyrepository.miami.edu/oa_theses/656
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
14.
Araki, Takamitsu.
Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications : 補助変数法に対する適応的マルコフ連鎖モンテカルロ法とその応用; ホジョ ヘンスウホウ ニ タイスル テキオウテキ マルコフ レンサ モンテカルロホウ ト ソノ オウヨウ.
Degree: 博士(工学), Nara Institute of Science and Technology / 奈良先端科学技術大学院大学
URL: http://hdl.handle.net/10061/9190
Subjects/Keywords: Markov chain Monte Carlo methods
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Araki, T. (n.d.). Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications : 補助変数法に対する適応的マルコフ連鎖モンテカルロ法とその応用; ホジョ ヘンスウホウ ニ タイスル テキオウテキ マルコフ レンサ モンテカルロホウ ト ソノ オウヨウ. (Thesis). Nara Institute of Science and Technology / 奈良先端科学技術大学院大学. Retrieved from http://hdl.handle.net/10061/9190
Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Araki, Takamitsu. “Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications : 補助変数法に対する適応的マルコフ連鎖モンテカルロ法とその応用; ホジョ ヘンスウホウ ニ タイスル テキオウテキ マルコフ レンサ モンテカルロホウ ト ソノ オウヨウ.” Thesis, Nara Institute of Science and Technology / 奈良先端科学技術大学院大学. Accessed January 23, 2021.
http://hdl.handle.net/10061/9190.
Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Araki, Takamitsu. “Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications : 補助変数法に対する適応的マルコフ連鎖モンテカルロ法とその応用; ホジョ ヘンスウホウ ニ タイスル テキオウテキ マルコフ レンサ モンテカルロホウ ト ソノ オウヨウ.” Web. 23 Jan 2021.
Note: this citation may be lacking information needed for this citation format:
No year of publication.
Vancouver:
Araki T. Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications : 補助変数法に対する適応的マルコフ連鎖モンテカルロ法とその応用; ホジョ ヘンスウホウ ニ タイスル テキオウテキ マルコフ レンサ モンテカルロホウ ト ソノ オウヨウ. [Internet] [Thesis]. Nara Institute of Science and Technology / 奈良先端科学技術大学院大学; [cited 2021 Jan 23].
Available from: http://hdl.handle.net/10061/9190.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.
Council of Science Editors:
Araki T. Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications : 補助変数法に対する適応的マルコフ連鎖モンテカルロ法とその応用; ホジョ ヘンスウホウ ニ タイスル テキオウテキ マルコフ レンサ モンテカルロホウ ト ソノ オウヨウ. [Thesis]. Nara Institute of Science and Technology / 奈良先端科学技術大学院大学; Available from: http://hdl.handle.net/10061/9190
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

University of Johannesburg
15.
Bidgood, Peter Mark.
Internal balance calibration and uncertainty estimation using Monte Carlo simulation.
Degree: 2014, University of Johannesburg
URL: http://hdl.handle.net/10210/9728
► D.Ing. (Mechanical Engineering)
The most common data sought during a wind tunnel test program are the forces and moments acting on an airframe, (or any…
(more)
▼ D.Ing. (Mechanical Engineering)
The most common data sought during a wind tunnel test program are the forces and moments acting on an airframe, (or any other test article). The most common source of this data is the internal strain gauge balance. Balances are six degree of freedom force transducers that are required to be of small size and of high strength and stiffness. They are required to deliver the highest possible levels of accuracy and reliability. There is a focus in both the USA and in Europe to improve the performance of balances through collaborative research. This effort is aimed at materials, design, sensors, electronics calibration systems and calibration analysis methods. Recent developments in the use of statistical methods, including modern design of experiments, have resulted in improved balance calibration models. Research focus on the calibration of six component balances has moved to the determination of the uncertainty of measurements obtained in the wind tunnel. The application of conventional statistically-based approaches to the determination of the uncertainty of a balance measurement is proving problematical, and to some extent an impasse has been reached. The impasse is caused by the rapid expansion of the problem size when standard uncertainty determination approaches are used in a six-degree of freedom system that includes multiple least squares regression and iterative matrix solutions. This thesis describes how the uncertainty of loads reported by a six component balance can be obtained by applying a direct simulation of the end-to-end data flow of a balance, from calibration through to installation, using a Monte Carlo Simulation. It is postulated that knowledge of the error propagated into the test environment through the balance will influence the choice of calibration model, and that an improved model, compared to that determined by statistical methods without this knowledge, will be obtained. Statistical approaches to the determination of a balance calibration model are driven by obtaining the best curve-fit statistics possible. This is done by adding as many coefficients to the modelling polynomial as can be statistically defended. This thesis shows that the propagated error will significantly influence the choice of polynomial coefficients. In order to do this a Performance Weighted Efficiency (PWE) parameter is defined. The PWE is a combination of the curve-fit statistic, (the back calculated error for the chosen polynomial), a value representing the overall prediction interval for the model(CI_rand), and a value representing the overall total propagated uncertainty of loads reported by the installed balance...
Subjects/Keywords: Wind tunnel balances - Calibration - Simulation methods; Monte Carlo method
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Bidgood, P. M. (2014). Internal balance calibration and uncertainty estimation using Monte Carlo simulation. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/9728
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Bidgood, Peter Mark. “Internal balance calibration and uncertainty estimation using Monte Carlo simulation.” 2014. Thesis, University of Johannesburg. Accessed January 23, 2021.
http://hdl.handle.net/10210/9728.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Bidgood, Peter Mark. “Internal balance calibration and uncertainty estimation using Monte Carlo simulation.” 2014. Web. 23 Jan 2021.
Vancouver:
Bidgood PM. Internal balance calibration and uncertainty estimation using Monte Carlo simulation. [Internet] [Thesis]. University of Johannesburg; 2014. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/10210/9728.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Bidgood PM. Internal balance calibration and uncertainty estimation using Monte Carlo simulation. [Thesis]. University of Johannesburg; 2014. Available from: http://hdl.handle.net/10210/9728
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

York University
16.
Sigal, Matthew Joseph.
Everything on the Table: Tabular, Graphic, and Interactive Approaches for Interpreting and Presenting Monte Carlo Simulation Data.
Degree: PhD, Psychology (Functional Area: Quantitative Methods), 2018, York University
URL: http://hdl.handle.net/10315/34492
► Abstract Monte Carlo simulation studies (MCSS) form a cornerstone for quantitative methods research. They are frequently used to evaluate and compare the properties of statistical…
(more)
▼ Abstract
Monte Carlo simulation studies (MCSS) form a cornerstone for quantitative
methods research. They are frequently used to evaluate and compare the properties of statistical
methods and inform both future research and current best practices. However, the presentation of results from MCSS often leaves much to be desired, with findings typically conveyed via a series of elaborate tables from which readers are expected to derive meaning. The goal of this dissertation is to explore, summarize, and describe a framework for the presentation of MCSS, and show how modern computing and visualization techniques improve their interpretability. Chapter One describes this problem by introducing the logic of MCSS, how they are conducted, what findings typically look like, and current practices for their presentation. Chapter Two demonstrates
methods for improving the display of static tabular data, specifically via formatting, effects ordering, and rotation. Chapter Three delves into semi-graphic and graphical approaches for aiding the presentation of tabular data via shaded tables, and extensions to the tableplot and the hypothesis-error plot frameworks. Chapter Four describes the use of interactive computing applets to aid the exploration of complex tabular data, and why this is an ideal approach. Throughout this work, emphasis is placed on how such techniques improve our understanding of a particular dataset or model. Claims are supported with applied demonstrations. Implementation of the ideas from each chapter have been coded within the R language for statistical computing and are available for adoption by other researchers in a dedicated package (SimDisplay). It is hoped that these ideas might enhance our understanding of how to best present MCSS findings and be drawn upon in both applied and academic environments.
Advisors/Committee Members: Friendly, Michael L. (advisor).
Subjects/Keywords: Statistics; Monte Carlo; Simulation; Quantitative methods; Data visualization; R; Data communication
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Sigal, M. J. (2018). Everything on the Table: Tabular, Graphic, and Interactive Approaches for Interpreting and Presenting Monte Carlo Simulation Data. (Doctoral Dissertation). York University. Retrieved from http://hdl.handle.net/10315/34492
Chicago Manual of Style (16th Edition):
Sigal, Matthew Joseph. “Everything on the Table: Tabular, Graphic, and Interactive Approaches for Interpreting and Presenting Monte Carlo Simulation Data.” 2018. Doctoral Dissertation, York University. Accessed January 23, 2021.
http://hdl.handle.net/10315/34492.
MLA Handbook (7th Edition):
Sigal, Matthew Joseph. “Everything on the Table: Tabular, Graphic, and Interactive Approaches for Interpreting and Presenting Monte Carlo Simulation Data.” 2018. Web. 23 Jan 2021.
Vancouver:
Sigal MJ. Everything on the Table: Tabular, Graphic, and Interactive Approaches for Interpreting and Presenting Monte Carlo Simulation Data. [Internet] [Doctoral dissertation]. York University; 2018. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/10315/34492.
Council of Science Editors:
Sigal MJ. Everything on the Table: Tabular, Graphic, and Interactive Approaches for Interpreting and Presenting Monte Carlo Simulation Data. [Doctoral Dissertation]. York University; 2018. Available from: http://hdl.handle.net/10315/34492
17.
Schwarz, Lauretta Rebecca.
Projector Quantum Monte Carlo methods for linear and non-linear wavefunction ansatzes.
Degree: PhD, 2017, University of Cambridge
URL: https://doi.org/10.17863/CAM.13792
;
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.725571
► This thesis is concerned with the development of a Projector Quantum Monte Carlo method for non-linear wavefunction ansatzes and its application to strongly correlated materials.…
(more)
▼ This thesis is concerned with the development of a Projector Quantum Monte Carlo method for non-linear wavefunction ansatzes and its application to strongly correlated materials. This new approach is partially inspired by a prior application of the Full Configuration Interaction Quantum Monte Carlo (FCIQMC) method to the three-band (p-d) Hubbard model. Through repeated stochastic application of a projector FCIQMC projects out a stochastic description of the Full Configuration Interaction (FCI) ground state wavefunction, a linear combination of Slater determinants spanning the full Hilbert space. The study of the p-d Hubbard model demonstrates that the nature of this FCI expansion is profoundly affected by the choice of single-particle basis. In a counterintuitive manner, the effectiveness of a one-particle basis to produce a sparse, compact and rapidly converging FCI expansion is not necessarily paralleled by its ability to describe the physics of the system within a single determinant. The results suggest that with an appropriate basis, single-reference quantum chemical approaches may be able to describe many-body wavefunctions of strongly correlated materials. Furthermore, this thesis presents a reformulation of the projected imaginary time evolution of FCIQMC as a Lagrangian minimisation. This naturally allows for the optimisation of polynomial complex wavefunction ansatzes with a polynomial rather than exponential scaling with system size. The proposed approach blurs the line between traditional Variational and Projector Quantum Monte Carlo approaches whilst involving developments from the field of deep-learning neural networks which can be expressed as a modification of the projector. The ability of the developed approach to sample and optimise arbitrary non-linear wavefunctions is demonstrated with several classes of Tensor Network States all of which involve controlled approximations but still retain systematic improvability towards exactness. Thus, by applying the method to strongly-correlated Hubbard models, as well as ab-initio systems, including a fully periodic ab-initio graphene sheet, many-body wavefunctions and their one- and two-body static properties are obtained. The proposed approach can handle and simultaneously optimise large numbers of variational parameters, greatly exceeding those of alternative Variational Monte Carlo approaches.
Subjects/Keywords: 541; theoretical chemistry; electronic structure theory; Quantum Monte Carlo methods
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Schwarz, L. R. (2017). Projector Quantum Monte Carlo methods for linear and non-linear wavefunction ansatzes. (Doctoral Dissertation). University of Cambridge. Retrieved from https://doi.org/10.17863/CAM.13792 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.725571
Chicago Manual of Style (16th Edition):
Schwarz, Lauretta Rebecca. “Projector Quantum Monte Carlo methods for linear and non-linear wavefunction ansatzes.” 2017. Doctoral Dissertation, University of Cambridge. Accessed January 23, 2021.
https://doi.org/10.17863/CAM.13792 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.725571.
MLA Handbook (7th Edition):
Schwarz, Lauretta Rebecca. “Projector Quantum Monte Carlo methods for linear and non-linear wavefunction ansatzes.” 2017. Web. 23 Jan 2021.
Vancouver:
Schwarz LR. Projector Quantum Monte Carlo methods for linear and non-linear wavefunction ansatzes. [Internet] [Doctoral dissertation]. University of Cambridge; 2017. [cited 2021 Jan 23].
Available from: https://doi.org/10.17863/CAM.13792 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.725571.
Council of Science Editors:
Schwarz LR. Projector Quantum Monte Carlo methods for linear and non-linear wavefunction ansatzes. [Doctoral Dissertation]. University of Cambridge; 2017. Available from: https://doi.org/10.17863/CAM.13792 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.725571

University of Cambridge
18.
Schwarz, Lauretta Rebecca.
Projector Quantum Monte Carlo Methods for Linear and Non-linear Wavefunction Ansatzes.
Degree: PhD, 2017, University of Cambridge
URL: https://www.repository.cam.ac.uk/handle/1810/267871
► This thesis is concerned with the development of a Projector Quantum Monte Carlo method for non-linear wavefunction ansatzes and its application to strongly correlated materials.…
(more)
▼ This thesis is concerned with the development of a Projector Quantum
Monte Carlo method for non-linear wavefunction ansatzes and its
application to strongly correlated materials. This new
approach is partially inspired by a prior application of the Full
Configuration Interaction Quantum Monte Carlo (FCIQMC) method to
the three-band (p-d) Hubbard model.
Through repeated stochastic application of a projector FCIQMC
projects out a stochastic description of the Full Configuration
Interaction (FCI) ground state wavefunction, a linear combination of
Slater determinants spanning the full Hilbert space.
The study of the p-d Hubbard model demonstrates that the
nature of this FCI expansion is profoundly affected by the choice of
single-particle basis. In a counterintuitive manner, the
effectiveness of a one-particle basis to produce a sparse, compact and
rapidly converging FCI expansion is not necessarily paralleled by
its ability to describe the physics of the system within a single
determinant. The results suggest that with an appropriate basis,
single-reference quantum chemical approaches may be able to describe
many-body wavefunctions of strongly correlated materials.
Furthermore, this thesis presents a reformulation of the projected
imaginary time evolution of FCIQMC as a Lagrangian minimisation. This
naturally allows for the optimisation of polynomial complex
wavefunction ansatzes with a polynomial rather than exponential scaling
with system size. The proposed approach blurs the line between traditional
Variational and Projector Quantum Monte Carlo approaches
whilst involving developments from the field of deep-learning neural
networks which can be expressed as a modification of the projector. The
ability of the developed approach to sample and
optimise arbitrary non-linear wavefunctions is
demonstrated with several classes of Tensor Network States
all of which involve controlled approximations but still retain
systematic improvability towards exactness. Thus, by applying the
method to strongly-correlated Hubbard models, as well as
it{ab-initio} systems,
including a fully periodic it{ab-initio} graphene sheet,
many-body wavefunctions and their one- and two-body
static properties are obtained. The proposed approach can handle and
simultaneously optimise large numbers of variational parameters,
greatly exceeding those of alternative Variational Monte Carlo approaches.
Subjects/Keywords: theoretical chemistry; electronic structure theory; Quantum Monte Carlo methods
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Schwarz, L. R. (2017). Projector Quantum Monte Carlo Methods for Linear and Non-linear Wavefunction Ansatzes. (Doctoral Dissertation). University of Cambridge. Retrieved from https://www.repository.cam.ac.uk/handle/1810/267871
Chicago Manual of Style (16th Edition):
Schwarz, Lauretta Rebecca. “Projector Quantum Monte Carlo Methods for Linear and Non-linear Wavefunction Ansatzes.” 2017. Doctoral Dissertation, University of Cambridge. Accessed January 23, 2021.
https://www.repository.cam.ac.uk/handle/1810/267871.
MLA Handbook (7th Edition):
Schwarz, Lauretta Rebecca. “Projector Quantum Monte Carlo Methods for Linear and Non-linear Wavefunction Ansatzes.” 2017. Web. 23 Jan 2021.
Vancouver:
Schwarz LR. Projector Quantum Monte Carlo Methods for Linear and Non-linear Wavefunction Ansatzes. [Internet] [Doctoral dissertation]. University of Cambridge; 2017. [cited 2021 Jan 23].
Available from: https://www.repository.cam.ac.uk/handle/1810/267871.
Council of Science Editors:
Schwarz LR. Projector Quantum Monte Carlo Methods for Linear and Non-linear Wavefunction Ansatzes. [Doctoral Dissertation]. University of Cambridge; 2017. Available from: https://www.repository.cam.ac.uk/handle/1810/267871

Columbia University
19.
Du, Yiping.
Efficient Simulation Methods for Estimating Risk Measures.
Degree: 2011, Columbia University
URL: https://doi.org/10.7916/D8J10FQ4
► In this thesis, we analyze the computational problem of estimating financial risk in nested Monte Carlo simulation. An outer simulation is used to generate financial…
(more)
▼ In this thesis, we analyze the computational problem of estimating financial risk in nested Monte Carlo simulation. An outer simulation is used to generate financial scenarios, and an inner simulation is used to estimate future portfolio values in each scenario. Mean squared error (MSE) for standard nested simulation converges at the rate k-2/3, where k is the computational budget.
In the first part of this thesis, we focus on one risk measure, the probability of a large loss, and we propose a new algorithm to estimate this risk. Our algorithm sequentially allocates computational effort in the inner simulation based on marginal changes in the risk estimator in each scenario. Theoretical results are given to show that the risk estimator has an asymptotic MSE of order k-4/5+ε, for all positive ε, that is faster compared to the conventional uniform inner sampling approach. Numerical results consistent with the theory are presented.
In the second part of this thesis, we introduce a regression-based nested Monte Carlo simulation method for risk estimation. The proposed regression method combines information from different risk factor realizations to provide a better estimate of the portfolio loss function. The MSE of the regression method converges at the rate k-1 until reaching an asymptotic bias level which depends on the magnitude of the regression error. Numerical results consistent with our theoretical analysis are provided and numerical comparisons with other methods are also given.
In the third part of this thesis, we propose a method based on weighted regression. Similar to the unweighted regression method, the MSE of the weighted regression method converges at the rate k-1 until reaching an asymptotic bias level, which depends on the size of the regression error. However, the weighted approach further reduces MSE by emphasizing scenarios that are more important to the calculation of the risk measure. We find a globally optimal weighting strategy for general risk measures in an idealized setting. For applications, we propose and test a practically implementable two-pass method, where the first pass uses an unweighted regression and the second pass uses weights based on the first pass.
Subjects/Keywords: Operations research; Monte Carlo method; Simulation methods; Risk assessment
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Du, Y. (2011). Efficient Simulation Methods for Estimating Risk Measures. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8J10FQ4
Chicago Manual of Style (16th Edition):
Du, Yiping. “Efficient Simulation Methods for Estimating Risk Measures.” 2011. Doctoral Dissertation, Columbia University. Accessed January 23, 2021.
https://doi.org/10.7916/D8J10FQ4.
MLA Handbook (7th Edition):
Du, Yiping. “Efficient Simulation Methods for Estimating Risk Measures.” 2011. Web. 23 Jan 2021.
Vancouver:
Du Y. Efficient Simulation Methods for Estimating Risk Measures. [Internet] [Doctoral dissertation]. Columbia University; 2011. [cited 2021 Jan 23].
Available from: https://doi.org/10.7916/D8J10FQ4.
Council of Science Editors:
Du Y. Efficient Simulation Methods for Estimating Risk Measures. [Doctoral Dissertation]. Columbia University; 2011. Available from: https://doi.org/10.7916/D8J10FQ4

George Mason University
20.
Hall, Clifford T.
Accelerating the Adaptive Tempering Monte Carlo Method with CUDA Graphics Processing Units
.
Degree: 2013, George Mason University
URL: http://hdl.handle.net/1920/8302
► Molecular Dynamics (MD) has been and continues to be a popular method of molecular simulation because it is easily parallelizable. Parallel programming has become less…
(more)
▼ Molecular Dynamics (MD) has been and continues to be a popular method of molecular simulation because it is easily parallelizable. Parallel programming has become less burdensome for the science community, and competition in MD algorithm development has given MD avant-garde positions in molecular, bio-systems, materials, and nano-systems simulation. In contrast, inherently serial
Monte Carlo (MC)
methods have been largely ignored in the recent advancements of parallel computing technology. The trend exists even though MC
methods based on statistical mechanics principles are superior for studying thermodynamics properties such as entropy and free energy. In my dissertation I present a means of parallelizing MC molecular simulation such that in time the popularity of MC may be restored to that of MD.
The Adaptive Tempering
Monte Carlo method (ATMC) employs the Metropolis MC (MMC) sampling criterion; therefore, both ATMC and MMC are inherently serial algorithms. ATMC is a multicanonical ensemble algorithm that optimizes system configuration by searching for the most ordered state. This algorithm was developed by Dong and Blaisten-Barojas in 2006. My algorithm accelerates ATMC and MMC in a novel implementation exploiting state of the art parallel processing technology, namely NVIDIA® Compute Unified Device Architecture (CUDA) Graphics Processing Units (GPUs). My implementation source code is written in CUDA C, NVIDIA's extension to the C programming language for parallel programming, and summarily compiled by NVCC, NVIDIA's CUDA version 4.0 C compiler.
My CUDA GPU-accelerated implementation is verified against a 2010 study by Dai and Blaisten-Barojas of pyrrole oligomers (specifically, 12-Py chains), an interesting material for its application in artificial muscles, actuators, chemical remediation, among others. This previous study put forward a partially coarse-grained model potential for reduced pyrrole oligomers at the polypyrrole experimental density. I introduced a revision to this potential model apropos for condensed phases of oligopyrroles. Verification includes comparison of total potential energy, intra-oligomer energy, inter-oligomer energy, end-to-end distance, radius of gyration, and two order parameters that characterize the chain ordering in the condensed phase. Bending and dihedral angles are also examined. In addition, I performed a benchmark of my accelerated algorithms that show a speed-up factor greater than 60 with respect to the implementation in CPU. This extremely fast implementation is reached for systems larger than about 250,000 pyrrole monomers. Speed-ups in this range are unique in the published literature. A journal article is in preparation to report this achievement.
My novel accelerated implementation has already been applied in a study of oxidized oligopyrrole. A contributed presentation was presented at the American Physical Society March Meeting in Baltimore, March 2013 and is soon to be published in a physical chemistry journal.
Advisors/Committee Members: Blaisten-Barojas, Estela (advisor).
Subjects/Keywords: Conjugated polymers;
GPU Acceleration;
Metropolis Monte Carlo;
Oligopyrrole;
Parallelization methods
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Hall, C. T. (2013). Accelerating the Adaptive Tempering Monte Carlo Method with CUDA Graphics Processing Units
. (Thesis). George Mason University. Retrieved from http://hdl.handle.net/1920/8302
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Hall, Clifford T. “Accelerating the Adaptive Tempering Monte Carlo Method with CUDA Graphics Processing Units
.” 2013. Thesis, George Mason University. Accessed January 23, 2021.
http://hdl.handle.net/1920/8302.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Hall, Clifford T. “Accelerating the Adaptive Tempering Monte Carlo Method with CUDA Graphics Processing Units
.” 2013. Web. 23 Jan 2021.
Vancouver:
Hall CT. Accelerating the Adaptive Tempering Monte Carlo Method with CUDA Graphics Processing Units
. [Internet] [Thesis]. George Mason University; 2013. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/1920/8302.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Hall CT. Accelerating the Adaptive Tempering Monte Carlo Method with CUDA Graphics Processing Units
. [Thesis]. George Mason University; 2013. Available from: http://hdl.handle.net/1920/8302
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
21.
Oest, Rutger.
Essays on Quantitative Marketing Models and Monte Carlo Integration Methods.
Degree: 2005, Erasmus School of Economics
URL: http://hdl.handle.net/1765/6776
► textabstractThe last few decades have led to an enormous increase in the availability of large detailed data sets and in the computing power needed to…
(more)
▼ textabstractThe last few decades have led to an enormous increase in the availability of large detailed data sets and in the computing power needed to analyze such data. Furthermore, new models and new computing techniques have been developed to exploit both sources. All of this has allowed for addressing research questions via analyses which were infeasible to carry out previously. This thesis builds on both the modeling and the computing developments. The first part contains three quantitative marketing models. These models can be applied to scanner data to get a better understanding of purchase behavior of households and to infer the effectiveness of promotions on brand performance. The second part of the thesis provides an overview of several Monte Carlo techniques which can be used in Bayesian analyses to get insight into the posterior density of model parameters. Additionally, it describes a new methodology which extends current methods.
Subjects/Keywords: Monte Carlo methods; marketing models
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Oest, R. (2005). Essays on Quantitative Marketing Models and Monte Carlo Integration Methods. (Doctoral Dissertation). Erasmus School of Economics. Retrieved from http://hdl.handle.net/1765/6776
Chicago Manual of Style (16th Edition):
Oest, Rutger. “Essays on Quantitative Marketing Models and Monte Carlo Integration Methods.” 2005. Doctoral Dissertation, Erasmus School of Economics. Accessed January 23, 2021.
http://hdl.handle.net/1765/6776.
MLA Handbook (7th Edition):
Oest, Rutger. “Essays on Quantitative Marketing Models and Monte Carlo Integration Methods.” 2005. Web. 23 Jan 2021.
Vancouver:
Oest R. Essays on Quantitative Marketing Models and Monte Carlo Integration Methods. [Internet] [Doctoral dissertation]. Erasmus School of Economics; 2005. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/1765/6776.
Council of Science Editors:
Oest R. Essays on Quantitative Marketing Models and Monte Carlo Integration Methods. [Doctoral Dissertation]. Erasmus School of Economics; 2005. Available from: http://hdl.handle.net/1765/6776

Delft University of Technology
22.
Serov, I.V.
Estimation of detector responses by midway forward and adjoint Monte Carlo coupling in nuclear systems.
Degree: 1996, Delft University of Technology
URL: http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec
;
urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec
;
urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec
;
http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec
Subjects/Keywords: Monte Carlo methods; variance reduction
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APA (6th Edition):
Serov, I. V. (1996). Estimation of detector responses by midway forward and adjoint Monte Carlo coupling in nuclear systems. (Doctoral Dissertation). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec
Chicago Manual of Style (16th Edition):
Serov, I V. “Estimation of detector responses by midway forward and adjoint Monte Carlo coupling in nuclear systems.” 1996. Doctoral Dissertation, Delft University of Technology. Accessed January 23, 2021.
http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec.
MLA Handbook (7th Edition):
Serov, I V. “Estimation of detector responses by midway forward and adjoint Monte Carlo coupling in nuclear systems.” 1996. Web. 23 Jan 2021.
Vancouver:
Serov IV. Estimation of detector responses by midway forward and adjoint Monte Carlo coupling in nuclear systems. [Internet] [Doctoral dissertation]. Delft University of Technology; 1996. [cited 2021 Jan 23].
Available from: http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec.
Council of Science Editors:
Serov IV. Estimation of detector responses by midway forward and adjoint Monte Carlo coupling in nuclear systems. [Doctoral Dissertation]. Delft University of Technology; 1996. Available from: http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; urn:NBN:nl:ui:24-uuid:557c6dea-5806-4232-a03c-257fe51a74ec ; http://resolver.tudelft.nl/uuid:557c6dea-5806-4232-a03c-257fe51a74ec

University of Oxford
23.
Rainforth, Thomas William Gamlen.
Automating inference, learning, and design using probabilistic programming.
Degree: PhD, 2017, University of Oxford
URL: http://ora.ox.ac.uk/objects/uuid:e276f3b4-ff1d-44bf-9d67-013f68ce81f0
;
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757777
► Imagine a world where computational simulations can be inverted as easily as running them forwards, where data can be used to refine models automatically, and…
(more)
▼ Imagine a world where computational simulations can be inverted as easily as running them forwards, where data can be used to refine models automatically, and where the only expertise one needs to carry out powerful statistical analysis is a basic proficiency in scientific coding. Creating such a world is the ambitious long-term aim of probabilistic programming. The bottleneck for improving the probabilistic models, or simulators, used throughout the quantitative sciences, is often not an ability to devise better models conceptually, but a lack of expertise, time, or resources to realize such innovations. Probabilistic programming systems (PPSs) help alleviate this bottleneck by providing an expressive and accessible modeling framework, then automating the required computation to draw inferences from the model, for example finding the model parameters likely to give rise to a certain output. By decoupling model specification and inference, PPSs streamline the process of developing and drawing inferences from new models, while opening up powerful statistical methods to non-experts. Many systems further provide the flexibility to write new and exciting models which would be hard, or even impossible, to convey using conventional statistical frameworks. The central goal of this thesis is to improve and extend PPSs. In particular, we will make advancements to the underlying inference engines and increase the range of problems which can be tackled. For example, we will extend PPSs to a mixed inference-optimization framework, thereby providing automation of tasks such as model learning and engineering design. Meanwhile, we make inroads into constructing systems for automating adaptive sequential design problems, providing potential applications across the sciences. Furthermore, the contributions of the work reach far beyond probabilistic programming, as achieving our goal will require us to make advancements in a number of related fields such as particle Markov chain Monte Carlo methods, Bayesian optimization, and Monte Carlo fundamentals.
Subjects/Keywords: 006.3; Monte Carlo methods; Bayesian modeling; Probabilistic programming; Machine learning
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
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APA (6th Edition):
Rainforth, T. W. G. (2017). Automating inference, learning, and design using probabilistic programming. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:e276f3b4-ff1d-44bf-9d67-013f68ce81f0 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757777
Chicago Manual of Style (16th Edition):
Rainforth, Thomas William Gamlen. “Automating inference, learning, and design using probabilistic programming.” 2017. Doctoral Dissertation, University of Oxford. Accessed January 23, 2021.
http://ora.ox.ac.uk/objects/uuid:e276f3b4-ff1d-44bf-9d67-013f68ce81f0 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757777.
MLA Handbook (7th Edition):
Rainforth, Thomas William Gamlen. “Automating inference, learning, and design using probabilistic programming.” 2017. Web. 23 Jan 2021.
Vancouver:
Rainforth TWG. Automating inference, learning, and design using probabilistic programming. [Internet] [Doctoral dissertation]. University of Oxford; 2017. [cited 2021 Jan 23].
Available from: http://ora.ox.ac.uk/objects/uuid:e276f3b4-ff1d-44bf-9d67-013f68ce81f0 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757777.
Council of Science Editors:
Rainforth TWG. Automating inference, learning, and design using probabilistic programming. [Doctoral Dissertation]. University of Oxford; 2017. Available from: http://ora.ox.ac.uk/objects/uuid:e276f3b4-ff1d-44bf-9d67-013f68ce81f0 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757777

University of Illinois – Urbana-Champaign
24.
Johnson, Cole M.
Monte Carlo explicitly correlated methods.
Degree: PhD, Chemistry, 2018, University of Illinois – Urbana-Champaign
URL: http://hdl.handle.net/2142/100987
► Solving the non-relativistic time-independent electronic Schrödinger equation is in general difficult and requires approximation. For experimental accuracy, wave-function based methods require a large set of…
(more)
▼ Solving the non-relativistic time-independent electronic Schrödinger equation is in general difficult and requires approximation. For experimental accuracy, wave-function based
methods require a large set of basis functions and inclusion of instantaneous correlation through expensive correlated
methods. The
methods that have been developed to account for the incompleteness of the basis set, the R12/F12
methods, create high dimensional integrals that need to be separated with the resolution of the identity, are limited in their form of the correlation factor due to analytical integration, and not highly parallel scalable. The solution to these drawbacks proposed in this work is
Monte Carlo (MC).
The stochastic second-order many-body perturbation theory, or the MC-MP2-F12 method, was developed for highly parallel evaluation of second-order many-body perturbation theory (MP2) energies near the complete basis set (CBS) limit. Single molecule energies were on average closer to the CBS limit than the corresponding method with a much larger basis set. Many different reaction energies for small molecules were computed showing a mean error from the CBS limit result within chemical accuracy. Two different
methods were used the full variational MP2-F12 correction, MC-MP2-F12(VBX), and a non-variational approximate form only satisfied at the minimum of the MC-MP2-F12(VBX) formula, MC-MP2-F12(V). Despite previous assumptions, the MC-MP2-F12(V) formula is accurate not only for absolute energies but relative energies as well. Scaling for relative errors was shown to be O(n
4) where n is the number of basis functions, one order lower than the corresponding deterministic method. Due to the MC-MP2-F12(V) and more complete MC-MP2-F12(VBX) having the same asymptotic scaling as n increases, it is generally recommended that one use the VBX method for larger molecules. Various correlation factors were tested but the Slater-type geminal (STG) developed by Ten-no was confirmed to be the best.
A more extensive study of different functional forms of correlation factors was conducted using the MC-MP2-F12 method with a total of 17 correlation factors in order to elucidate qualities of the correlation hole and shape. Higher-order cusp conditions, or derivatives of the wavefunction, and their properties were also studied. It was found that every correlation factor that had the best convergence to the CBS limit had a very specific shape on the range of 0 to 1.5 Bohr. Despite having vastly differing long-range behavior, the best correlation factors gave very similar energies. This was found to be due to the decoupling of electrons at long distance, and the dominance of the orbital expansion at large inter-electron distance, r
12. While the importance of satisfying the cusp condition at r
12=0 could not be determined, the study confirmed that the intermediate region is of the most importance in general.
Lastly, the MC-F12 algorithm developed for MC-MP2-F12 was extended to explicitly correlated second-order…
Advisors/Committee Members: Hirata, So (advisor), Hirata, So (Committee Chair), Ceperley, David (committee member), Wagner, Lucas (committee member), Makri, Nancy (committee member).
Subjects/Keywords: Electronic structure theory; Explicitly correlated methods; Monte Carlo
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Johnson, C. M. (2018). Monte Carlo explicitly correlated methods. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/100987
Chicago Manual of Style (16th Edition):
Johnson, Cole M. “Monte Carlo explicitly correlated methods.” 2018. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 23, 2021.
http://hdl.handle.net/2142/100987.
MLA Handbook (7th Edition):
Johnson, Cole M. “Monte Carlo explicitly correlated methods.” 2018. Web. 23 Jan 2021.
Vancouver:
Johnson CM. Monte Carlo explicitly correlated methods. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2018. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/2142/100987.
Council of Science Editors:
Johnson CM. Monte Carlo explicitly correlated methods. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2018. Available from: http://hdl.handle.net/2142/100987
25.
Ryan, Benjamin Ransom.
General relativistic radiation magnetohydrodynamics, with applications to black hole accretion disks.
Degree: PhD, Astronomy, 2018, University of Illinois – Urbana-Champaign
URL: http://hdl.handle.net/2142/101012
► Electron temperatures in the inner region of accretion disks around black holes are set by the balance of advection, viscous heating, and radiative interactions. At…
(more)
▼ Electron temperatures in the inner region of accretion disks around black holes are set by the balance of advection, viscous heating, and radiative interactions. At the lowest accretion rates, radiative processes may be safely ignored, and electrons are nearly virial. Advection carries the lion's share of this internal energy through the event horizon. At near-Eddington accretion rates, advection may be safely ignored, as energy generated from viscous heating is quickly radiated away. What, then, of intermediate accretion rates for which advection, heating, and radiative cooling timescales are all comparable? After all, a large fraction of all known black hole candidates (low-luminosity active galactic nuclei and quiescent black hole X-ray binaries) live in this region of parameter space. In this work we specialize to low accretion rate supermassive black holes
subject to synchrotron and Compton losses.
The dynamics of accretion are set by angular momentum transport. A leading picture for this process has an instability of magnetic fields threading a differentially rotating fluid, the magnetorotational instability (MRI), driving turbulence that leads to diffusive angular momentum transport. The need to capture this process self-consistently in the near-horizon regime motivated the development of numerical
methods for general relativistic magnetohydrodynamics (GRMHD). However, even the local details of MRI-driven turbulence simulations are still not completely understood. Along the way, this work considers a central issue with modeling the MRI: whether the resulting stress is independent of the numerics when resistivity and viscosity are neglected (as they almost always are in GRMHD simulations).
GRMHD simulations are now a standard tool for modeling black hole accretion flows, but do not include radiative processes, limiting their application to very low accretion rates. To address this problem we developed the bhlight scheme, which couples proven
methods for flux-conservative general relativistic magnetohydrodynamics to covariant
Monte Carlo radiation transport to produce a frequency-dependent, full transport general relativistic radiation magnetohydrodynamics (GRRMHD) scheme. This code is robust and accurate across a range of test problems, and computationally efficient on our problem of interest: very sub-Eddington black hole accretion flows for which radiative cooling is still crucial.
The turbulent heating rate of the electrons in these (at least somewhat) Coulomb-collisionless flows is crucial to accurately capturating radiative interactions. We subsequently extended bhlight to incorporate the electron heating model of Ressler et al. 2015; the resulting method we term ebhlight. We first apply ebhlight to a study of accretion onto a 10 billion solar mass, a = 0.5 black hole for a range of accretion rates. We find that by an accretion rate of 1e-5 Eddington, radiative cooling significantly reduces the radiative efficiency relative to a non-cooling accretion flow. Coulomb heating far from the black hole leads…
Advisors/Committee Members: Gammie, Charles F (advisor), Gammie, Charles F (Committee Chair), Fields, Brian D (committee member), Kemball, Athol J (committee member), Quataert, Eliot (committee member), Stone, James (committee member).
Subjects/Keywords: Black holes; Accretion disks; radiation hydrodynamics; magnetohydrodynamics; Monte Carlo methods; M87
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Ryan, B. R. (2018). General relativistic radiation magnetohydrodynamics, with applications to black hole accretion disks. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/101012
Chicago Manual of Style (16th Edition):
Ryan, Benjamin Ransom. “General relativistic radiation magnetohydrodynamics, with applications to black hole accretion disks.” 2018. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 23, 2021.
http://hdl.handle.net/2142/101012.
MLA Handbook (7th Edition):
Ryan, Benjamin Ransom. “General relativistic radiation magnetohydrodynamics, with applications to black hole accretion disks.” 2018. Web. 23 Jan 2021.
Vancouver:
Ryan BR. General relativistic radiation magnetohydrodynamics, with applications to black hole accretion disks. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2018. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/2142/101012.
Council of Science Editors:
Ryan BR. General relativistic radiation magnetohydrodynamics, with applications to black hole accretion disks. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2018. Available from: http://hdl.handle.net/2142/101012

University of Ontario Institute of Technology
26.
Gray, Matt.
Probabilistic assessment of the impact of plug-in electric vehicles on power quality in electric vehicles on power quality in electric distribution systems.
Degree: 2013, University of Ontario Institute of Technology
URL: http://hdl.handle.net/10155/369
► The electrification of the transportation sector may have socio-economic benefits such as reducing greenhouse gases, lowering the soaring gas prices, and ending the reliance on…
(more)
▼ The electrification of the transportation sector may have socio-economic benefits such as
reducing greenhouse gases, lowering the soaring gas prices, and ending the reliance on
imported oil. The integration of plug-in electric vehicles into the electric distribution
system may pose potential power quality problems due to the uncertainties in the number
of these vehicles, their charging time and locations. Several power quality phenomena
such as voltage deviations, voltage imbalance, transformer overload and unbalance are
investigated in this thesis. Since the problem is of a stochastic nature, a probabilistic
approach using
Monte Carlo simulation is adopted in this work to assess potential impact
on power quality in the distribution system and hence addressing the uncertainties
associated with integrating those electric vehicles. The analysis presented in this work
also considers different vehicle types (i.e., plug-in hybrid and battery electric vehicles)
for automobiles and pick-up trucks, vehicle penetration and vehicle charging levels. The
results of
Monte Carlo simulation reveal that Plug-in Battery Electric Vehicles and level
2 charging contribute most impact on undervoltage and transformer overloading, whereas
level 1 charging contributes most impact to load unbalance on transformers.
Recommendations are made to mitigate such impacts for future work.
Advisors/Committee Members: Ibrahim, Walid Morsi.
Subjects/Keywords: Electric vehicles; Distribution systems; Monte Carlo methods; Power quality
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Gray, M. (2013). Probabilistic assessment of the impact of plug-in electric vehicles on power quality in electric vehicles on power quality in electric distribution systems. (Thesis). University of Ontario Institute of Technology. Retrieved from http://hdl.handle.net/10155/369
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Gray, Matt. “Probabilistic assessment of the impact of plug-in electric vehicles on power quality in electric vehicles on power quality in electric distribution systems.” 2013. Thesis, University of Ontario Institute of Technology. Accessed January 23, 2021.
http://hdl.handle.net/10155/369.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Gray, Matt. “Probabilistic assessment of the impact of plug-in electric vehicles on power quality in electric vehicles on power quality in electric distribution systems.” 2013. Web. 23 Jan 2021.
Vancouver:
Gray M. Probabilistic assessment of the impact of plug-in electric vehicles on power quality in electric vehicles on power quality in electric distribution systems. [Internet] [Thesis]. University of Ontario Institute of Technology; 2013. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/10155/369.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Gray M. Probabilistic assessment of the impact of plug-in electric vehicles on power quality in electric vehicles on power quality in electric distribution systems. [Thesis]. University of Ontario Institute of Technology; 2013. Available from: http://hdl.handle.net/10155/369
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Ontario Institute of Technology
27.
Assolami, Yasser.
Probabilistic impact of charging plug-in electric vehicles on the electric energy distribution systems.
Degree: 2016, University of Ontario Institute of Technology
URL: http://hdl.handle.net/10155/639
► The electric power grid including generation, transmission, and distribution system usually serving the loads in the consumer???s side through distribution transformers. Generally, increasing the demand…
(more)
▼ The electric power grid including generation, transmission, and distribution system usually serving the loads in the consumer???s side through distribution transformers. Generally, increasing the demand requires increasing the supply and therefore any increasing in the consumer???s side must be covered and delivered by the supply. The distribution transformers are serving the existing residential loads and hence any increase in the power demand must be supplied by that distribution transformers. Since charging these vehicles may have negative impacts on the distribution transformer???s insulation life, the work presented here looks into the probabilistic assessment of the impact of charging plug-in electric vehicles on the distribution transformer??? life time. This thesis also considers the effect of time of use price (TOU) and different charging levels. The results reveal that charging the vehicles as two clusters may significantly reduce the loss-of-life of the distribution transformers compared to charging the vehicles as one cluster.
Advisors/Committee Members: Ibrahim, Walid Morsi.
Subjects/Keywords: Monte Carlo (MC) methods; Electric vehicles; Power distribution
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Assolami, Y. (2016). Probabilistic impact of charging plug-in electric vehicles on the electric energy distribution systems. (Thesis). University of Ontario Institute of Technology. Retrieved from http://hdl.handle.net/10155/639
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Assolami, Yasser. “Probabilistic impact of charging plug-in electric vehicles on the electric energy distribution systems.” 2016. Thesis, University of Ontario Institute of Technology. Accessed January 23, 2021.
http://hdl.handle.net/10155/639.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Assolami, Yasser. “Probabilistic impact of charging plug-in electric vehicles on the electric energy distribution systems.” 2016. Web. 23 Jan 2021.
Vancouver:
Assolami Y. Probabilistic impact of charging plug-in electric vehicles on the electric energy distribution systems. [Internet] [Thesis]. University of Ontario Institute of Technology; 2016. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/10155/639.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Assolami Y. Probabilistic impact of charging plug-in electric vehicles on the electric energy distribution systems. [Thesis]. University of Ontario Institute of Technology; 2016. Available from: http://hdl.handle.net/10155/639
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Virginia Tech
28.
Mishra, Sourav.
Collimator width Optimization in X-ray Luminescent Computed Tomography.
Degree: MS, Computer Engineering, 2013, Virginia Tech
URL: http://hdl.handle.net/10919/51118
► X-ray Luminescent Computed Tomography (XLCT) is a new imaging modality which is under extensive trials at present. The modality works by selective excitation of X-ray…
(more)
▼ X-ray Luminescent Computed Tomography (XLCT) is a new imaging modality which is under extensive trials at present. The modality works by selective excitation of X-ray sensitive nanophosphors and detecting the optical signal thus generated. This system can be used towards recreating high quality tomographic slices even with low X-ray dose. There have been many studies which have reported successful validation of the underlying philosophy. However, there is still lack of information about optimal settings or combination of imaging parameters, which could yield best outputs. Research groups participating in this area have reported results on basis of dose, signal to noise ratio or resolution only. In this thesis, the candidate has evaluated XLCT taking into consideration noise and resolution in terms of composite indices. Simulations have been performed for various beam widths and noise & resolution metrics deduced. This information has been used in evaluating quality of images on basis of CT Figure of Merit & a modified Wang-Bovik Image Quality index. Simulations indicate the presence of an optimal setting which can be set prior to extensive scans. The conducted study, although focusing on a particular implementation, hopes to establish a paradigm in finding best settings for any XLCT system. Scanning with an optimal setting preconfigured can help in vastly reducing the cost and risks involved with this imaging modality.
Advisors/Committee Members: Wang, Ge (committeechair), Xuan, Jianhua (committee member), Yu, Guoqiang (committee member).
Subjects/Keywords: X-ray Luminescence; Computed Tomography; Monte Carlo Methods
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Mishra, S. (2013). Collimator width Optimization in X-ray Luminescent Computed Tomography. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/51118
Chicago Manual of Style (16th Edition):
Mishra, Sourav. “Collimator width Optimization in X-ray Luminescent Computed Tomography.” 2013. Masters Thesis, Virginia Tech. Accessed January 23, 2021.
http://hdl.handle.net/10919/51118.
MLA Handbook (7th Edition):
Mishra, Sourav. “Collimator width Optimization in X-ray Luminescent Computed Tomography.” 2013. Web. 23 Jan 2021.
Vancouver:
Mishra S. Collimator width Optimization in X-ray Luminescent Computed Tomography. [Internet] [Masters thesis]. Virginia Tech; 2013. [cited 2021 Jan 23].
Available from: http://hdl.handle.net/10919/51118.
Council of Science Editors:
Mishra S. Collimator width Optimization in X-ray Luminescent Computed Tomography. [Masters Thesis]. Virginia Tech; 2013. Available from: http://hdl.handle.net/10919/51118

Rutgers University
29.
Mudigonda, Sandeep, 1981-.
Methods for robust calibration of traffic simulation models.
Degree: PhD, Civil and Environmental Engineering, 2014, Rutgers University
URL: https://rucore.libraries.rutgers.edu/rutgers-lib/45366/
► Well-calibrated traffic simulation model predictions can be highly valid if various conditions arising due to time-of-day, work zones, weather, etc. are appropriately accounted for during…
(more)
▼ Well-calibrated traffic simulation model predictions can be highly valid if various conditions arising due to time-of-day, work zones, weather, etc. are appropriately accounted for during calibration. Calibration of traffic simulation models for various conditions requires larger datasets to capture the stochasticity. In this study we use datasets spanning large time periods to, especially, incorporate variability in traffic flow and speed. However, large datasets pose computational challenges. With the increase in number of stochastic factors, the numerical methods suffer from curse of dimensionality. We propose a novel methodology to address the computational complexity in simulation model calibration under highly stochastic traffic conditions. This methodology is based on sparse grid stochastic collocation, which treats each stochastic factor as a different dimension and uses a limited number of points where simulation is performed. A computationally-efficient interpolant is constructed to generate the full distribution of the simulated output. We use real-world examples to calibrate for different times of day and conditions and show that proposed methodology is more efficient than traditional Monte Carlo-type sampling. We validate the model using a hold-out dataset and also show the drawback of using limited data for macroscopic simulation model calibration. Modelers could often face situations with limited data in calibrating for a particular condition, often when using traffic sensor data. We augment the current data with other sources when sensor data is missing. For calibrating microscopic traffic simulation models needing customized models augmenting the default modeling, require detailed site-specific data. In such cases same generic calibration methodology may not be applicable and specialized formulations are required. We propose the use of a simulation-based optimization (SBO) framework for calibration of toll plaza models that economizes on data requirements. The novelty of the SBO framework is that parameters corresponding to unavailable data can be used as calibration parameters. Using case studies the benefits of the SBO framework are demonstrated. Furthermore, we combine the sampling and interpolation using stochastic collocation with the SBO framework. Using this hybrid framework, we perform calibration to obtain distribution of output from the toll plaza model that closely follows the observed measures at the toll plaza.
Advisors/Committee Members: Ozbay, Kaan (chair), Nassif, Hani (internal member), Gonzales, Eric (internal member), Fukuyama, Junichiro (outside member).
Subjects/Keywords: Traffic flow – Computer simulation; Traffic flow – Simulation methods; Monte Carlo method
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Mudigonda, Sandeep, 1. (2014). Methods for robust calibration of traffic simulation models. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/45366/
Chicago Manual of Style (16th Edition):
Mudigonda, Sandeep, 1981-. “Methods for robust calibration of traffic simulation models.” 2014. Doctoral Dissertation, Rutgers University. Accessed January 23, 2021.
https://rucore.libraries.rutgers.edu/rutgers-lib/45366/.
MLA Handbook (7th Edition):
Mudigonda, Sandeep, 1981-. “Methods for robust calibration of traffic simulation models.” 2014. Web. 23 Jan 2021.
Vancouver:
Mudigonda, Sandeep 1. Methods for robust calibration of traffic simulation models. [Internet] [Doctoral dissertation]. Rutgers University; 2014. [cited 2021 Jan 23].
Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/45366/.
Council of Science Editors:
Mudigonda, Sandeep 1. Methods for robust calibration of traffic simulation models. [Doctoral Dissertation]. Rutgers University; 2014. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/45366/

University of Cincinnati
30.
Srinivasan, Raghuram.
Monte Carlo Alternate Approaches to Statistical Performance
Estimation in VLSI Circuits.
Degree: PhD, Engineering and Applied Science: Computer Science and
Engineering, 2014, University of Cincinnati
URL: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1396531763
► Circuit simulation is an integral parts of the VLSI design process. Complex models have been developed to mimic the various phenomena that occur at the…
(more)
▼ Circuit simulation is an integral parts of the VLSI
design process. Complex models have been developed to mimic the
various phenomena that occur at the physical level; sophisticated
numerical
methods have also been simultaneously designed to handle
the complexity of the mathematical models. As a result, large
realistic models can be simulated accurately and efficiently. The
SPICE simulation tool, with an extensive model library and
extremely optimized numerical
methods, is the current industry
standard for circuit simulation.Recently though, due to the rapid
reduction in feature sizes, values assumed for some of the
parameterswithin the model during the design phase cannot be
reproduced exactly during the fabrication phase.These aleatoric
uncertainties in the model parameters induce non-determinism in the
rest of the system variables. This has transformed the traditional
circuit simulation problem into one of Statistical Performance
Estimation (SPE). Statistical distributions are used to represent
parameters and
Monte Carlo (MC) type
methods are used for analysis.
While this approach is robust and easy to implement, it suffers
from long analysis times due to its repetitive nature and, more
importantly, the curse of dimensionality.The focus of this
dissertation is to develop MC alternate
methods for SPE: at the top
level, we have developed two different methodologies using (a)
interval arithmetic and (b) polynomial chaos expansions, with which
we have developed intrusive
methods to generate a system of
equations that amenable to efficient SPE.The first approach uses
interval valued variables to represent the uncertainties. Interval
arithmetic follows special computation rules which allows for
guaranteed enclosures to be produced. Since the computations are
inherently pessimistic and prone to interval blowup, some
transformations are necessary to containthese effects. We present a
graph theoretic method to transform the DAE modeling the circuit
into an ODE.We then use Taylor series expansion to produce a time
marching method, this results in reliable guaranteed enclosures
without repetitive runs of the deterministic simulation engine.
Interval arithmetic, however, is incapable of producing statistical
distributions which a MC type analysis can provide. In our second
approach, we use polynomial chaos expansions to represent the the
inherent and induceduncertainties in the system of equations.
Galerkin conditions are used to project system to a finite
dimensional basis gives us an extended deterministic DAE, the
solution of which allows reintroduction of nondeterminism at a much
cheaper cost. While such
methods have been been developed for ODEs
and PDEs, we have extended the theory to be able to analyze DAEs.
In particular, we have shown that an extended form of MNA exists
which allows for automatic equation extraction, and that the DAE
index does not increase in the extended system. Finally, we have
shown that nonlinear terms can also be accommodated in the method
through sub-expansions. Experimental results show that…
Advisors/Committee Members: Beyette, Fred (Committee Chair).
Subjects/Keywords: Engineering; VLSI; Circuit Simulation; Numerical Methods; Monte Carlo
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APA (6th Edition):
Srinivasan, R. (2014). Monte Carlo Alternate Approaches to Statistical Performance
Estimation in VLSI Circuits. (Doctoral Dissertation). University of Cincinnati. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ucin1396531763
Chicago Manual of Style (16th Edition):
Srinivasan, Raghuram. “Monte Carlo Alternate Approaches to Statistical Performance
Estimation in VLSI Circuits.” 2014. Doctoral Dissertation, University of Cincinnati. Accessed January 23, 2021.
http://rave.ohiolink.edu/etdc/view?acc_num=ucin1396531763.
MLA Handbook (7th Edition):
Srinivasan, Raghuram. “Monte Carlo Alternate Approaches to Statistical Performance
Estimation in VLSI Circuits.” 2014. Web. 23 Jan 2021.
Vancouver:
Srinivasan R. Monte Carlo Alternate Approaches to Statistical Performance
Estimation in VLSI Circuits. [Internet] [Doctoral dissertation]. University of Cincinnati; 2014. [cited 2021 Jan 23].
Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1396531763.
Council of Science Editors:
Srinivasan R. Monte Carlo Alternate Approaches to Statistical Performance
Estimation in VLSI Circuits. [Doctoral Dissertation]. University of Cincinnati; 2014. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1396531763
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