What happens when one sets up a computer simulation using Importance Sampling theory and then, during the simulation, knowingly or unknowingly, generates the simulation uncertainty (e.g. channel noise) with statistics other than those assumed in the simulation setup? By exploring this simple question, we nd some interesting aspects of Importance Sampling that provide insight into its properties...

this paper proposes a hybrid method to find cumulative distribution function (cdf) of completion time of gert-type networks (gtn) which have no loop and have only exclusive-or nodes. proposed method is cre-ated by combining an analytical transformation with gaussian quadrature formula. also the combined crude monte carlo simulation and combined conditional monte carlo simulation are developed a...

We review and apply quasi-Monte Carlo (QMC) and global sensitivity analysis (GSA) techniques to pricing and risk management (Greeks) of representative financial instruments of increasing complexity. We compare QMC vs. standard Monte Carlo (MC) results in great detail, using high-dimensional Sobol’ low-discrepancy sequences, different discretization methods, and specific analyses of convergence,...

One of the most important parameters used for determining the performance of tunnel boring machines (TBMs) is their penetration rate. The parameters affecting the penetration rate can be divided in two categories. The first category is the controllable parameters such as the TBM technical characteristics, and type and geometry of the tunnel, and the second one is the uncontrollable parameters s...

Nanostructures have considerably higher surface areas than their bulk counterparts; thereforesurfaces often play important, sometimes even dominant, roles in the nanostructure properties. Thenanocrystalline and nanotubes have low band gaps and high carrier mobility, thus offeringappealing potential as absorption gas. Interaction between methanol molecules and carbonnanotube is investigated usin...

background: accurate small radiation field dosimetry is essential in modern radiotherapy techniques such as stereotactic radiosurgery (srs) and intensity modulated radiotherapy (imrt). precise measurement of dosimetric parameters such as beam profile, percentage depth doses and output factor of these beams are complicated due to the electron disequilibrium and the steep dose gradients. in the p...

background: for an effective treatment planning in brachytherapy, it is necessary to know the accurate source dosimetric information such as air kerma strength, exposure rate constant, dose rate constant and redial dose distribution. the usual method to determine these factors is thermo luminescent dosimeter (tld) dosimetry. nowadays, another more accurate method is known to be the monte carlo ...

In this paper we report on LCG Monte Carlo Data Base (MCDB) and software which has been developed to operate MCDB. The main purpose of the LCG MCDB project is to provide storage and documentation system for sophisticated event samples simulated for the LHC collaborations by experts. In many cases, the modern Monte Carlo simulation of physical processes requires expert knowledge in Monte Carlo g...

nanostructures have considerably higher surface areas than their bulk counterparts; thereforesurfaces often play important, sometimes even dominant, roles in the nanostructure properties. thenanocrystalline and nanotubes have low band gaps and high carrier mobility, thus offeringappealing potential as absorption gas. interaction between methanol molecules and carbonnanotube is investigated usin...