A new method of including the complete NLO QCD corrections to hard processes in the LO parton-shower Monte Carlo (PSMC) is presented. This method, called KrkNLO, requires the use of parton distribution functions in a dedicated Monte Carlo (MC) factorization scheme, which is also discussed in this paper. In the future, it may simplify introduction of the NNLO corrections to hard processes and th...

We present an efficient Monte Carlo method to simulate reaction–diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like Green’s function reaction dynamics and first-passage time methods, our algorithm avoids small diffusive hops by propagating sufficiently distant particles in...

We consider a critical plant exposed to risk from external events. We propose an original framework of analysis, which extends the boundaries of the study to the interdependent infrastructures which support the plant. For the purpose of clearly illustrating the conceptual framework of system-ofsystems analysis, we work out a case study of seismic risk for a nuclear power plant embedded in the c...

Sensitivity analysis involves determining the contribution of individual input factors to uncertainty in model predictions. The most commonly used approach when doing a sensitivity analysis on spatial models is using Monte Carlo simulation. There are a number of techniques for calculating sensitivity indices from the Monte Carlo simulations, some more effective or efficient than others. These t...

We present and analyze a micro/macro acceleration technique for the Monte Carlo simulation of stochastic differential equations (SDEs) in which there is a separation between the (fast) time-scale on which individual trajectories of the SDE need to be simulated and the (slow) time-scale on which we want to observe the (macroscopic) function of interest. The method performs short bursts of micros...

Type Ia supernovae (SNe Ia) are currently the best probes of the dark energy in the universe. To constrain the nature of dark energy in a model-independent manner, we allow the density of dark energy, ρX (z), to be an arbitrary function of redshift. Using simulated data from a space-based supernova pencil beam survey, we find that by optimizing the number of parameters used to parametrize the d...

Abstract. This paper investigates the exit-time for a broad class of symmetric finite-range jump processes via the corresponding master equation, a nonlocal diffusion equation suitably constrained. In direct analogy to the classical diffusion equation with a homogeneous Dirichlet boundary condition, the nonlocal diffusion equation is augmented with a homogeneous volume constraint. The volume-co...

This paper proposes a test for whether data are over-represented in a given production zone, i.e. a subset of a production possibility set which has been estimated using the non-parametric Data Envelopment Analysis (DEA) approach. A binomial test is used that relates the number of observations inside such a zone to a discrete probability weighted relative volume of that zone. A Monte Carlo simu...

We report results on measurements of the strong coupling αS from event shape data at PETRA and LEP. Their distributions are analysed employing the new NLLO+NLLA calculations and hadronisation correction by Monte Carlo models using JADE data. This results in a very precise measurement of the strong coupling, αS(mZ0) = 0.1172±0.0051. The running of the strong coupling is confirmed significantly. ...

Econometrics textbooks generally conclude that in regression, because the calculation of path estimate variances includes a variance inflation factor (VIF) that reflects correlations between “independent” constructs, multicollinearity should not cause false positives except in extreme cases. However, textbook treatments of multicollinearity assume perfect measurement – rare in behavioral resear...