OPTIMIZATION OF VARIABLE AREA TRANSECT SAMPLING USING MONTE CARLO SIMULATION

Optimization of Variable Area Transect Sampling Using Monte Carlo Simulation

An extensive simulation study was conducted to optimize the number, r, of population members to be encountered from each random starting point in variable area transect (VAT) sampling. The quality of estimation provided by the original calculation formula presented by K. R. Parker in 1979 was compared to another formula that was a Morisita analog intended to reduce bias when sampling aggregated...

Stratified sampling and quasi-Monte Carlo simulation

We provide a method for the generation of paths of Lévy processes which has many of the benefits that the Brownian bridge construction has for Brownian motion. We show how, using our method, one can apply stratified sampling and quasi-Monte Carlo methods to obtain better numerical schemes analog to the Brownian case. As a numerical example we consider the problem of pricing an asian option in t...

Markov Chain Monte Carlo Sampling using Direct Search Optimization

Multiple Reactivity Calculation Using Single Correlated Sampling Monte Carlo Simulation

Correlated sampling technique has been applied to the ssion matrix approach for Monte Carlo eigenvalue calculation of reactivities ((K) due to small cross-section perturbations. The reference Monte Carlo simulation is performed in a system diierent from both the unperturbed and perturbed systems. This allows the determination of multiple Ks due to multiple cross-section perturbations with a sin...

Geometric Optimization of Concentrating Solar Collectors using Monte Carlo Simulation

This paper presents an optimization algorithm for designing linear concentrating solar collectors using stochastic programming. A Monte Carlo technique is used to quantify the performance of the collector design in terms of an objective function, which is then minimized using a modified Kiefer-Wolfowitz algorithm that uses sample size and step size controls. This process is more efficient than ...